Symptom:
Nexus running 6.2.2 and acting as P/PE does not see other P/PE routers over the MTI. In testing  SSM was being used as the core multicast deployment and ASM with anycast RP-set was being used in VRF. What is observed is neighbors  initially show but disappear for some reason.

Conditions:
Of note on the PE routers that are missing neighbors, the S'G for the missing neghbor is present but we fail to program outgoing interface for the loop back of the local device and the neighborship fails forms. See the output below:


(1.1.1.1/32, 239.1.1.1.1/32), uptime: 01:49:13, mvpn ip pim
  Incoming interface: port-channel2, RPF nbr: 192.168.1.1
  Outgoing interface list: (count: 3)
    port-channel1, uptime: 01:49:13, pim
    loopback0, uptime: 01:49:13, mvpn
    VRF CISCO, mvpn


(2.2.2.2/32, 239.1.1.1/32), uptime: 01:49:13, pim ip
  Incoming interface: port-channel102, RPF nbr: 192.168.2.1
  Outgoing interface list: (count: 1)
    port-channel2, uptime: 01:49:13, pim
(This is the S,G for the missing neighbor and we are missing the local loopback in the outgoing interface and the MVPN flag)


WHPP2CSW01-CORE# sh ip pim nei vrf CISCO
PIM Neighbor Status for VRF "CISCO"
Neighbor        Interface            Uptime    Expires   DR       Bidir-  BFD
                                                         Priority Capable State
100.100.100.100    Vlan100         00:33:12  00:01:24  1        yes     Up
1.1.1.1           mti3                 00:33:29  00:01:21  1        yes     n/a