| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2022-R07 (USD 866m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Jun 27, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1K-1 | GYT | 466.535 | 3.60 | - | FFF+ | - | - | VVV+ | 9.20% | - | Byrlddpq | POTT | - | 300-310 | 295 | PZTM+295 | - | 868.00000 | | 1L-2 | LWL | 916.808 | 5.81 | - | TTT- | - | - | SSS | 1.30% | - | Cvsvrhmx | LBTX | - | 475-485 | 465 | ZAIL+465 | - | 508.00000 | | 1N-1 | VSR | 44.372 | 8.50 | - | LL- | - | - | ZZ+ | 5.00% | - | Gvrboafd | YOZF | - | 690-700 | 680 | KDVX+680 | - | 321.00000 | | 1H-2 | ALJ | 526.148 | 1.32 | - | FH | - | - | P- | 4.60% | - | Pohaozlx | AUGH | - | 1200m | 1200 | CMHW+1200 | - | 434.00000 |
Tranche Comments 1K-1: First Pay: 2022-07-25; Registration: 144G/Fcv G;
1L-2 : First Pay: 2022-07-25; Registration: 144O/Jhf M;
1N-1 : First Pay: 2022-07-25; Registration: 144K/Yuw N;
1H-2: First Pay: 2022-07-25; Registration: 144I/Tbv O; |
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