| 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 |
|---|
| O1 | IZH | 81.900 | 7.20 | - | UU | - | - | - | 2.76% | - | Xfyrc | Yiico | - | - | 290 | 4.16% | 4.122% | 61.46324 | | P1 | LQN | 31.569 | 4.60 | - | FFF | - | - | - | 37.31% | - | Vimrr | Unjyq | - | - | 200 | 3.26% | 3.222% | 85.64357 | | Q1 | ZYO | 301.983 | 8.40 | - | DDD | - | - | - | 25.90% | - | Ntuqm | Xmddg | - | - | 110 | 1.93% | 1.873% | 98.24444 | | Z2 | XEE | 55.427 | 8.30 | - | NN | - | - | - | 59.90% | - | Wmwjl | Aogys | - | - | 125 | 2.09% | 2.023% | 40.35300 | | V2 | UEL | 50.650 | 8.90 | - | K- | - | - | - | 3.66% | - | MWW | Skqpq | - | - | 380 | - | 5.022% | 15.19980 | | O3 | AHB | 59.787 | 8.20 | - | O | - | - | - | 33.10% | - | Jomww | Blkox | - | - | 140 | 2.24% | 2.173% | 29.69242 |
Tranche Comments Q1: Registration: 144V/Rmn J;
Z2: Registration: 144W/Ona D;
O3: Registration: 144M/Hup C;
P1: Registration: 144E/Ghm P;
O1: Registration: 144J/Bkw E;
V2: Registration: 144L/Ddb X; Pricing Speed 25% JLG wo 30% Jfuu |
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