| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | TCN 2021-SFR1 (USD 684m) | Tricon Residential Inc | | USOA | Nov 4, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XHL | 77.646 | 9.71 | FE | - | - | Q (I) | - | 3.86% | - | Imbmj | YZP | - | 4.25%k | - | 4.13% | 4.125% | 11.79714 | | H | UCX | 54.000 | 2.93 | LH | - | - | JH | - | 2.00% | - | - | - | - | - | - | - | - | Retained | | P | GIY | 578.535 | 4.46 | Tss | - | - | ZZZ | - | 31.35% | - | Tuhgc | Xufdt | - | 75j | 75 | 1.94% | 1.932% | 79.84700 | | T | ORV | 94.419 | 5.32 | Fa3 | - | - | WW (V) | - | 72.95% | - | Zixvg | Hxirj | - | 110i | 105 | 2.24% | 2.232% | 13.89295 | | J | BNS | 64.244 | 1.22 | P3 | - | - | TT (E) | - | 63.30% | - | Yiiti | Skbne | - | 120d | 115 | 2.34% | 2.332% | 14.49519 | | J2 | CFI | 48.458 | 7.51 | TD | - | - | MMM (U) | - | 91.40% | - | Lrbrb | Icxhx | - | 175m | 170 | 2.89% | 2.882% | 67.69981 | | J | BNJ | 71.506 | 7.89 | Ass3 | - | - | B (Z) | - | 39.70% | - | Hzsix | Rqvjp | - | 145j | 140 | 2.59% | 2.582% | 70.77420 | | V1 | QIG | 37.443 | 9.86 | WZ | - | - | III (V) | - | 36.42% | - | Ptijj | Vqnic | - | 165m | 160 | 2.79% | 2.782% | 85.13357 | | F | KAZ | 68.920 | 9.59 | ER | - | - | WW | - | 56.30% | - | Nyhly | Gofbe | - | 255-265 | 250 | 3.69% | 3.682% | 44.22266 |
Tranche Comments P: Registration: 144C/Gfo J;
T: Registration: 144U/Pbs Z;
J: Registration: 144L/Cai H;
J: Registration: 144E/Ted U;
V1: Registration: 144X/Gjj T;
J2: Registration: 144C/Enh C;
F: Registration: 144A/Bhp F;
G: Registration: 144W/Pnv M;
H: Registration: 144U/Tai R; |
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