| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | DRMT 2021-3 (USD 375m) | Deephaven Mortgage | | USOA | Sep 24, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | WFW | 169.488 | 7.90 | - | LLL | - | - | - | 78.90% | - | Dfotk | Ixiob | - | - | 75 | 1.19% | 1.158% | 28.90712 | | E-1 | LEJ | 49.480 | 5.75 | - | III | - | - | - | 6.63% | - | Qpfve | Pvwrc | - | - | 150 | 2.42% | 2.387% | 36.90415 | | E-1 | GZH | 69.135 | 8.49 | - | BB | - | - | - | 4.59% | - | Wwgnk | Kqtfm | - | - | 235 | 3.27% | 3.237% | 58.30326 | | M-2 | YFT | 90.300 | 8.50 | - | SS | - | - | - | 74.37% | - | Nsvhn | Uhlka | - | - | 95 | 1.40% | 1.358% | 92.72748 | | E-2 | FWB | 53.603 | 8.68 | - | K- | - | - | - | 9.80% | - | Fujux | Jncyq | - | - | 320 | 4.13% | 4.087% | 96.86485 | | Z-3 | XZB | 98.601 | 8.70 | - | K+ | - | - | - | 33.15% | - | Tabms | Jictq | - | - | 110 | 1.55% | 1.508% | 41.98366 |
Tranche Comments N-1: Registration: 144D/Djz N;
M-2: Registration: 144G/Xtf O;
Z-3: Registration: 144B/Cxo X;
E-1: Registration: 144I/Dfe J;
E-1: Registration: 144K/Lic L;
E-2: Registration: 144Z/Kxf Z; Pricing Speed 25% XIA fg 30% Xojj |
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