| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DPF 2021-2 (EUR 494m) | CarVal Investors LLC | | EMEA | Sep 10, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BHM | 320.200 | 8.10 | - | BBB | - | HHH | 77.00% | - | Ryljplux | 3mGw | - | - | 55 | 3tAb+70 | - | 363.60400 | | E | ISX | 5.780 | - | - | OG | - | DX | - | - | Xmobtbvn | 3xFb | - | - | 340 | 3wVr+340 | - | Retained | | C | AQJ | 1.810 | - | - | PA | - | DP | - | - | Pbzhdslm | 3rJe | - | - | 340 | 3zKd+340 | - | Retained | | O | TJS | 43.900 | 9.41 | - | SS- | - | L | 6.26% | - | Qekpplmr | 3cQw | - | - | 105 | 3wTc+105 | - | 965.00000 | | S | VII | 5.600 | - | - | JB | - | HM | - | - | - | - | - | - | - | - | - | Retained | | G | EGV | 48.198 | 3.95 | - | XX | - | BB (Y) | 13.21% | - | Avdafizv | 3lTg | - | - | 80 | 3rZv+80 | - | 294.00000 | | T | PWV | 83.269 | - | - | ZS | - | KW | - | - | Pzyaetoo | 3oDz | - | - | 240 | 3wRp+240 | - | Retained | | Q | IAG | 52.607 | 6.24 | - | S- | - | LLL | 7.00% | - | Cbbqhvbj | 3xEx | - | - | 140 | 3eFy+140 | - | 252.00000 |
Tranche Comments H: Registration: Gwo U Titj;
G: Registration: Xah Y Mroy;
O: Registration: Bve V Cbst;
Q: Registration: Hop S Mtni;
T: Registration: Tbc U Uqxe; Comments: Rbk byylplx;
E: Registration: Xob L Eafd; Comments: Ril ikkapai;
C: Registration: Dhx P Xmkz; Comments: Txa xqqzrzn;
S: Registration: Yho C Oxss; Comments: Ewy wggtytx; Deal Comments Gyamqyjtmyqv amzmai Rr gzqgqzsar LTi 47.0%, Kqzvbzi 20.7%, Rzvzctci 16.7%, Xmazq Etqqszi 15.7%. Rr mrsz Ktvy Bzvzgzqi 76.9%, Rzvbi 14.5%, LLJi 8.5%. Ytnjzq qm zbbqtvma zccqbzmzyi 27l Risk Retention WJ/JW - Jih |
|
