| 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 |
|---|
| Y-2 | PHN | 5.560 | 6.70 | - | M- | - | - | - | 2.10% | - | Umwni | Agcxi | - | 360x | 350 | 3.96% | 3.916% | 44.66747 | | Z-3 | KIU | 66.351 | 4.39 | - | U | - | - | - | 82.00% | - | Mbqoe | QEJR | - | 95-100 | 90 | 1.13% | 1.090% | 83.97314 | | T-1 | JTP | 5.685 | 8.50 | - | OO | - | - | - | 17.41% | - | Yhsbb | Qffvc | - | 270r | 265 | 3.10% | 3.066% | 81.68700 | | S-1 | FFL | 71.605 | 7.95 | - | EEE | - | - | - | 37.50% | - | Evwsb | DJSD | - | 55-60 | 50 | 0.72% | 0.690% | 48.33080 | | C-1 | GNE | 7.838 | 5.60 | - | AAA- | - | - | - | 41.60% | - | Gwatr | Ymbwu | - | 170n | 165 | 2.09% | 2.066% | 48.27264 | | I-2 | XUQ | 9.150 | 2.84 | - | XX | - | - | - | 62.40% | - | Scxmw | UZWD | - | 80v | 75 | 0.97% | 0.940% | 11.87176 | | H-3 | YYP | 8.890 | 3.10 | - | VU | - | - | - | 4.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments S-1: First Pay: 2021-03-25; Registration: 144N/Qld W;
I-2: First Pay: 2021-03-25; Registration: 144M/Kix V;
Z-3: First Pay: 2021-03-25; Registration: 144Q/Eis F;
C-1: First Pay: 2021-03-25; Registration: 144U/Lsw L;
T-1: First Pay: 2021-03-25; Registration: 144W/Pdh U;
Y-2: First Pay: 2021-03-25; Registration: 144Z/Kdg Z;
H-3: First Pay: 2021-03-25; Registration: 144K/Qqp Y; Pricing Speed 25% DLM te 30% Eetkeojt Maoaeetkeo |
|
