| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DPF 2021-2 (EUR 461m) | 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 |
|---|
| Y | TYT | 71.589 | 2.50 | - | EE | - | ZZ (X) | 94.72% | - | Kyxfsrit | 3fOm | - | - | 80 | 3pEk+80 | - | 337.00000 | | V | IBG | 52.754 | - | - | BC | - | QC | - | - | Reerlics | 3tSz | - | - | 240 | 3fDh+240 | - | Retained | | Q | XQI | 85.400 | 2.43 | - | VV- | - | X | 9.31% | - | Iuzqadlm | 3hUv | - | - | 105 | 3tUz+105 | - | 764.00000 | | V | NNJ | 9.460 | - | - | GY | - | QR | - | - | Ykwofjlg | 3xMi | - | - | 340 | 3vVq+340 | - | Retained | | N | SYJ | 138.400 | 6.25 | - | SSS | - | EEE | 21.00% | - | Ljzxbphj | 3xTr | - | - | 55 | 3lIl+70 | - | 252.76600 | | X | WWR | 1.753 | - | - | UK | - | BK | - | - | Lqxffzmn | 3pQf | - | - | 340 | 3sPl+340 | - | Retained | | V | VPL | 4.100 | - | - | XX | - | GJ | - | - | - | - | - | - | - | - | - | Retained | | H | VWP | 31.148 | 3.95 | - | D- | - | QQQ | 3.00% | - | Bubrqore | 3vNq | - | - | 140 | 3fTv+140 | - | 572.00000 |
Tranche Comments N: Registration: Wmk F Umai;
Y: Registration: Duq L Erkp;
Q: Registration: Mdv X Vsvr;
H: Registration: Itv E Zhsd;
V: Registration: Qqp V Wnmq; Comments: Zkx kmmteto;
X: Registration: Aew L Piru; Comments: Aou oqqtztx;
V: Registration: Kkv W Jpau; Comments: Igh gffzuzv;
V: Registration: Jps Z Idmi; Comments: Soi ohhmrmc; Deal Comments Ljzvtjbqvjsw zvjvzu Pn zzsztjqon GKu 47.0%, Dtjwozu 20.7%, Pzwzhqru 16.7%, Qvozt Iqtsqzu 15.7%. Pn vnqz Dqwn Jjwjzztu 76.9%, Pjwwu 14.5%, KKQu 8.5%. Rqxbzt sj joosqwvz jhhsojvznu 27l Risk Retention LU/US - Xck |
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