| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2022-R08 (USD 626m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Aug 1, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1J-2 | MQN | 285.104 | 5.20 | - | ZZZ- | - | - | AAA | 3.20% | - | Tpkbhqmg | HZMM | - | 385-400 | 360 | QMSD+360 | - | 394.00000 | | 1L-1 | CSE | 552.646 | 6.90 | - | YYY+ | - | - | FFF+ | 2.24% | - | Acowmssf | TGET | - | 265-275 | 255 | YDIN+255 | - | 970.00000 | | 1Q-1 | LQO | 254.577 | 8.65 | - | LL- | - | - | QQ+ | 3.50% | - | Yfjdewhz | LJVH | - | 585-600 | 560 | ZTFW+560 | - | 784.00000 |
Tranche Comments 1L-1: First Pay: 2022-08-25; Registration: 144V/Mbd O;
1J-2: First Pay: 2022-08-25; Registration: 144P/Fvf O;
1Q-1: First Pay: 2022-08-25; Registration: 144F/Gza M; Pricing Speed 10% CQF fab ko Xflgj Flblmxknoa Qfkl |
|
