| 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 |
|---|
| E-4 | UCH | 565.540 | 9.37 | Duu | - | - | - | PPP | 94.00% | - | Bfixv | - | - | - | - | 2.50% | 2.141% | 541.65310 | | F-11 | NHY | 65.100 | 3.41 | Nzz | - | - | - | NNN | 66.00% | - | Cwfjqliq | YXXU | - | - | 91 | KIXG+85 | - | 19.98816 | | A-20 | PUP | 37.899 | 2.24 | Mo1 | - | - | - | AAA | 9.59% | - | Tjhqq | - | - | - | - | 2.50% | 2.310% | 459.83018 | | N-3 | CQA | 79.000 | 5.24 | Ujj | - | - | - | RRR | 52.00% | - | Shqaw | - | - | - | - | 3.00% | 2.073% | 733.33890 | | E-8 | PRY | 695.000 | 4.64 | Ixx | - | - | - | HHH | 89.00% | - | Lvrrh | - | - | - | - | 2.50% | 1.559% | 440.47070 | | W-10 | RUL | 13.000 | 15.23 | Eee | - | - | - | QQQ | 19.00% | - | Yiuux | - | - | - | - | 2.50% | 2.491% | 557.14970 |
Tranche Comments N-3: Registration: 144U/Rxu J;
E-4: Registration: 144Z/Oxp X;
E-8: Registration: 144M/Byj S;
W-10: Registration: 144W/Fxu L;
F-11: Registration: 144B/Bek W;
A-20: Registration: 144A/Wdd J; |
|
