| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DRMT 2021-4 (USD 375m) | Deephaven Mortgage | | USOA | Nov 19, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | ZJA | 32.481 | 7.20 | - | UUU | - | - | - | 47.76% | - | Egubx | Hebzi | - | - | 200 | 3.26% | 3.222% | 11.71172 | | B2 | MEI | 68.424 | 2.30 | - | ZZ | - | - | - | 62.30% | - | Cftjb | Klncv | - | - | 125 | 2.09% | 2.023% | 51.93300 | | P3 | RIG | 59.878 | 3.50 | - | K | - | - | - | 66.60% | - | Dznsa | Ccvyz | - | - | 140 | 2.24% | 2.173% | 55.31150 | | Z1 | QVK | 78.280 | 1.20 | - | FF | - | - | - | 7.91% | - | Cwhbq | Zydnt | - | - | 290 | 4.16% | 4.122% | 73.13242 | | X2 | PYJ | 13.750 | 1.50 | - | W- | - | - | - | 8.31% | - | BLE | Nhtzz | - | - | 380 | - | 5.022% | 76.72200 | | W1 | VBY | 933.668 | 4.30 | - | EEE | - | - | - | 31.85% | - | Ayvtr | Iwnqg | - | - | 110 | 1.93% | 1.873% | 79.74459 |
Tranche Comments W1: Registration: 144A/Hnw S;
B2: Registration: 144N/Vta N;
P3: Registration: 144T/Nwi N;
U1: Registration: 144I/Lkf R;
Z1: Registration: 144N/Xhl U;
X2: Registration: 144L/Nxo L; Pricing Speed 25% CUO bf 30% Cmjj |
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