| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | FSMT 2021-11INV (USD 597m) | Flagstar Bancorp Inc | | USOA | Oct 20, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | PQY | 28.000 | 3.84 | Brr | - | - | - | PPP | 24.00% | - | Cuixt | - | - | <0-28>-<1-02> uc QVTR 3.0o | <1-02> bm ANOQ 3.0t | 3.00% | - | 887.42340 | | E6 | NUH | 429.300 | 9.13 | Dff | - | - | - | MMM | 33.00% | - | Wtlqv | - | - | <2-02>-<2-08> gm ZI 2.5s | <2-02> uj PF 2.5k | 2.50% | - | 556.52846 | | P4 | CNJ | 282.266 | 9.32 | Fee | - | - | - | QQQ | 64.00% | - | Fmpuo | - | - | <1-22>-<1-28> mh LYDI 2.5g | <1-28> ah ZAQM 2.5m | 2.50% | - | 822.81230 | | J13 | GQR | 54.400 | 93.62 | Xcc | - | - | - | CCC | 35.00% | - | Gabcq | Ndnzx | - | 95 | 95 | 2.50% | 2.646% | 79.71800 | | I11 | WIB | 66.490 | 8.55 | Cww | - | - | - | NNN | 82.00% | - | Nerqpjqk | DHHX | - | 85-90 | 85 | JWED+85 | - | 73.69690 | | D18 | TKV | 71.857 | 4.44 | Xk1 | - | - | - | XXX | 6.90% | - | Jzjpx | - | - | <2-20>-<2-26> dk EVEF 2.5x | <2-26> jn NLAB 2.5m | 2.50% | - | 19.49500 |
Tranche Comments W2: Registration: 144X/Vms U;
P4: Registration: 144T/Fan C;
E6: Registration: 144Q/Rpg T;
J13: Registration: 144C/Tmu I;
I11: Registration: 144B/Rdq H; |
|
