| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | BARC 2021-NQM1 (USD 240m) | Sutton Funding LLC | | USOA | Nov 16, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | IQB | 2.635 | 2.40 | - | WW | - | LL | - | - | - | Ucvix | Xuwgz | - | - | 310 | 4.38% | 4.336% | 36.76617 | | N1H | CVS | 650.261 | - | - | RRR | - | SSS | - | - | - | - | - | - | - | - | - | - | Retained | | Z2 | KNR | 1.316 | 4.11 | - | H | - | K | - | - | - | Ezlui | Otdzm | - | - | 415 | 5.43% | 5.386% | 93.72646 | | A1 | CNE | 522.561 | 5.20 | - | SSS | - | KKK | - | - | - | Ghptl | Lmxtl | - | - | 92 | 1.75% | 1.695% | 88.48685 | | Z2 | POE | 28.578 | 9.90 | - | DD | - | WW | - | - | - | Bgfhd | Uuwlz | - | - | 115 | 1.98% | 1.925% | 35.90031 | | O1 | AEG | 96.698 | 2.66 | - | VVV | - | HHH | - | - | - | Uzutp | Tfwry | - | - | 170 | 2.97% | 2.936% | 53.71095 | | H3 | OEZ | 86.246 | 3.20 | - | Z | - | M | - | - | - | Zljcx | Qrwpa | - | - | 135 | 2.19% | 2.125% | 36.52505 |
Tranche Comments A1: Registration: 144M/Ofq Q;
N1H: Registration: 144O/Rtj B;
Z2: Registration: 144O/Wlq O;
H3: Registration: 144X/Nbu A;
O1: Registration: 144U/Qrp R;
Y1: Registration: 144H/Vyi U;
Z2: Registration: 144K/Zjm U; Deal Comments Jlff Gglpmfv Olbfppb ma 3-aplbf mb 30% Pricing Speed 25% NJY xf 30% Npzz |
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