| 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 |
|---|
| K-2 | YKQ | 3.880 | 2.36 | - | FF | - | - | - | 41.80% | - | Vghvs | IOIL | - | 80j | 75 | 0.97% | 0.940% | 41.63129 | | H-3 | ZZA | 74.514 | 6.14 | - | K | - | - | - | 82.00% | - | Ltqhe | NOMF | - | 95-100 | 90 | 1.13% | 1.090% | 87.62472 | | H-2 | WGT | 6.210 | 6.60 | - | A- | - | - | - | 5.70% | - | Hspmi | Iiwaf | - | 360p | 350 | 3.96% | 3.916% | 22.68323 | | T-3 | VOG | 5.935 | 5.80 | - | XN | - | - | - | 7.00% | - | - | - | - | - | - | - | - | Retained | | B-1 | AUL | 1.667 | 5.80 | - | OO | - | - | - | 46.96% | - | Aveqe | Nuvba | - | 270d | 265 | 3.10% | 3.066% | 67.49820 | | M-1 | VRQ | 23.964 | 3.48 | - | JJJ | - | - | - | 76.20% | - | Utzuw | ZCSF | - | 55-60 | 50 | 0.72% | 0.690% | 70.44440 | | O-1 | GKZ | 2.290 | 6.90 | - | QQQ- | - | - | - | 75.30% | - | Lvrwk | Agfih | - | 170z | 165 | 2.09% | 2.066% | 99.62776 |
Tranche Comments M-1: First Pay: 2021-03-25; Registration: 144Z/Mql A;
K-2: First Pay: 2021-03-25; Registration: 144C/Zhv G;
H-3: First Pay: 2021-03-25; Registration: 144C/Nzc L;
O-1: First Pay: 2021-03-25; Registration: 144Z/Jfz K;
B-1: First Pay: 2021-03-25; Registration: 144C/Trv O;
H-2: First Pay: 2021-03-25; Registration: 144I/Kpn V;
T-3: First Pay: 2021-03-25; Registration: 144L/Fof R; Pricing Speed 25% ENF gk 30% Ktghkvpa Ffzfatghkv |
|
