| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | BVINV 2021-4 (USD 691m) | Bayview Asset Management | | 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 |
|---|
| I-4 | FCG | 360.760 | 9.81 | Hkk | - | - | - | LLL | 74.00% | - | Lpnln | - | - | - | - | 2.50% | 2.141% | 997.94700 | | Y-10 | CHA | 64.000 | 85.14 | Zaa | - | - | - | DDD | 51.00% | - | Ziabz | - | - | - | - | 2.50% | 2.491% | 256.62880 | | V-20 | LWA | 57.429 | 4.95 | Vu1 | - | - | - | XXX | 1.18% | - | Vfrkr | - | - | - | - | 2.50% | 2.310% | 949.20813 | | P-8 | WZS | 586.000 | 7.28 | Rkk | - | - | - | BBB | 59.00% | - | Efqss | - | - | - | - | 2.50% | 1.559% | 937.66310 | | Z-3 | WSG | 56.000 | 5.45 | Yzz | - | - | - | WWW | 98.00% | - | Wcmvm | - | - | - | - | 3.00% | 2.073% | 802.53723 | | V-11 | FRZ | 56.190 | 3.24 | Vff | - | - | - | WWW | 39.00% | - | Bkfkpqvi | VEVS | - | - | 91 | YMGT+85 | - | 81.86585 |
Tranche Comments Z-3: Registration: 144Z/Ubr Z;
I-4: Registration: 144N/Dql J;
P-8: Registration: 144B/Eri U;
Y-10: Registration: 144H/Iyz G;
V-11: Registration: 144G/Izn S;
V-20: Registration: 144A/Jej O; |
|
