| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DRMT 2021-1 (USD 138m) | Deephaven Mortgage | | USOA | Feb 3, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | ASA | 55.803 | 3.82 | - | TTT | - | - | - | 45.50% | - | Imjbe | PHNZ | - | 55-60 | 50 | 0.72% | 0.690% | 48.57250 | | Y-3 | ZPA | 70.587 | 7.76 | - | U | - | - | - | 96.00% | - | Lpxol | ROCU | - | 95-100 | 90 | 1.13% | 1.090% | 66.61670 | | F-1 | YSQ | 2.531 | 3.40 | - | PP | - | - | - | 15.13% | - | Xnbbs | Ameim | - | 270v | 265 | 3.10% | 3.066% | 52.57370 | | U-2 | BYY | 5.460 | 8.72 | - | WW | - | - | - | 45.10% | - | Kljof | PEIS | - | 80i | 75 | 0.97% | 0.940% | 87.37522 | | L-2 | WID | 6.620 | 9.60 | - | Q- | - | - | - | 8.70% | - | Wphel | Eojas | - | 360p | 350 | 3.96% | 3.916% | 99.37736 | | P-3 | IKI | 5.328 | 6.60 | - | QY | - | - | - | 2.00% | - | - | - | - | - | - | - | - | Retained | | P-1 | TGW | 6.758 | 8.20 | - | QQQ- | - | - | - | 75.60% | - | Libvm | Hilks | - | 170i | 165 | 2.09% | 2.066% | 82.27475 |
Tranche Comments C-1: First Pay: 2021-03-25; Registration: 144Q/Hjk E;
U-2: First Pay: 2021-03-25; Registration: 144W/Ycy T;
Y-3: First Pay: 2021-03-25; Registration: 144T/Knc T;
P-1: First Pay: 2021-03-25; Registration: 144E/Wtb W;
F-1: First Pay: 2021-03-25; Registration: 144J/Fyc N;
L-2: First Pay: 2021-03-25; Registration: 144K/Kvk W;
P-3: First Pay: 2021-03-25; Registration: 144Z/Dix E; Pricing Speed 25% UTL xy 30% Cnxvyqjn Lbnbxnxvyq |
|
