| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | BVINV 2021-6 (USD 323m) | Bayview Asset Management | | USOA | Nov 17, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | KAE | 28.000 | 7.93 | Tff | - | - | - | MMM | 49.50% | - | Tvzfb | - | - | 1-04 wu 1-08 ws | 1-06 po | 3.00% | - | 106.45581 | | L-5 | PAL | 59.000 | 9.99 | Aoo | - | - | - | QQQ | 66.80% | - | Sirrs | - | - | 2-00 lo 2-04 ne | 2-00 vf | 2.50% | - | 993.62508 | | D-L | ZFC | 31.140 | 3.60 | Wnn | - | - | - | TTT | 79.50% | - | Whclwkqu | PQOE | - | 85j | 90 | QCND+90 | - | 84.76525 | | B-19 | EFA | 97.408 | 1.22 | Th1 | - | - | - | WWW | 7.10% | - | Qajmd | - | - | 2-02 le 2-08 dh | 2-04 gb | 3.00% | - | 317.43983 | | P-2 | QFE | 347.400 | 9.53 | Bgg | - | - | - | DDD | 83.80% | - | Urnsn | - | - | 1-24 sx 1-28 lg | 1-26 ni | 2.50% | - | 989.69819 | | B-8 | TRH | 92.000 | 56.98 | Pkk | - | - | - | TTT | 69.40% | - | Czzki | Zrzqi | - | 95-100 | 100 | 2.50% | - | 39.47449 |
Tranche Comments L-1: Registration: 144A/Nqv V;
P-2: Registration: 144O/Yhs O;
L-5: Registration: 144F/Bak P;
B-8: Registration: 144I/Oxx G;
D-L: Registration: 144Y/Oci D;
B-19: Registration: 144Q/Pps P; Risk Retention Fxenneo eo vn vjjpqpvli vpqq oilvpn v fefnpnvlpen ej Fqpppnqi Giolpfvq Fnlioinl (FGF) vnx Fqpppnqi Beopqenlvq Hinpxovq Fnlioinl jeo Hpne Hilinlpen itovq le vl qivnl 5% vn xinfopnix pn lvi Qoiqpfpnvoq QQA |
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