| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DRMT 2021-2 (USD 198m) | Deephaven Mortgage | | USOA | Jun 8, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | IKQ | 88.415 | 8.00 | - | UU | - | - | - | 24.40% | - | Qynsq | Kfjig | - | 90-95 | 95 | 1.21% | 1.171% | 36.47327 | | E-3 | YJI | 95.940 | 7.00 | - | S | - | - | - | 43.80% | - | Stnuy | Jcqor | - | 105-110 | 100 | 1.26% | 1.221% | 98.37430 | | T-1 | QYD | 84.866 | 8.90 | - | XXX | - | - | - | 31.60% | - | Dpkoh | Udglm | - | 165-170 | 155 | 2.22% | 2.189% | 36.49071 | | V-1 | QAJ | 5.433 | 2.10 | - | NN | - | - | - | 3.48% | - | Ihxgr | Zvihp | - | 250t | 250 | 3.17% | 3.139% | 24.81637 | | M-2 | BKY | 5.205 | 1.90 | - | S- | - | - | - | 9.80% | - | Rkqbq | Chxic | - | 325g | 325 | 3.93% | 3.889% | 63.24291 | | V-1 | HWQ | 860.274 | 2.00 | - | QQQ | - | - | - | 89.63% | - | Ugjlf | Puizq | - | 70w | 65 | 0.90% | 0.871% | 37.83034 |
Tranche Comments V-1: First Pay: 2021-06-25; Registration: 144X/Vta F;
P-2: First Pay: 2021-06-25; Registration: 144C/Ewz X;
E-3: First Pay: 2021-06-25; Registration: 144A/Drb J;
T-1: First Pay: 2021-06-25; Registration: 144Q/Xyn D;
V-1: First Pay: 2021-06-25; Registration: 144Z/Hcm I;
M-2: First Pay: 2021-06-25; Registration: 144H/Mog V; Pricing Speed 25% WGN sh 30% Wjoo |
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