| 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 |
|---|
| B2 | WGB | 10.280 | 7.60 | - | G- | - | - | - | 8.32% | - | ZGB | Ucwoa | - | - | 380 | - | 5.022% | 44.30250 | | Y1 | JJJ | 344.595 | 2.60 | - | OOO | - | - | - | 15.55% | - | Mkjpv | Tjeug | - | - | 110 | 1.93% | 1.873% | 56.63987 | | J2 | GZG | 66.413 | 5.60 | - | UU | - | - | - | 82.30% | - | Iocky | Oygoc | - | - | 125 | 2.09% | 2.023% | 80.42890 | | V3 | MLX | 59.947 | 3.40 | - | U | - | - | - | 21.20% | - | Pjlfc | Kghqk | - | - | 140 | 2.24% | 2.173% | 49.83034 | | V1 | WKE | 25.660 | 4.30 | - | II | - | - | - | 7.54% | - | Gtpzx | Whfiz | - | - | 290 | 4.16% | 4.122% | 19.11883 | | G1 | OCX | 98.523 | 1.20 | - | CCC | - | - | - | 11.24% | - | Mwqpx | Tmiql | - | - | 200 | 3.26% | 3.222% | 28.29484 |
Tranche Comments Y1: Registration: 144X/Hrd L;
J2: Registration: 144V/Xtl R;
V3: Registration: 144P/Vjd M;
G1: Registration: 144J/Rml Q;
V1: Registration: 144U/Pbi A;
B2: Registration: 144L/Veo I; Pricing Speed 25% MTX rs 30% Mhpp |
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