| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | FSMT 2021-13INV (USD 399m) | Flagstar Bancorp Inc | | USOA | Nov 22, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | ZQU | 8.600 | 7.28 | Dgg | - | - | - | CCC | 92.00% | - | Fyxzg | - | - | - | <2-00> br | 2.50% | 2.422% | 247.64202 | | D-6 | VPU | 64.000 | 7.13 | Qhh | - | - | - | QQQ | 79.00% | - | Vvbii | - | - | - | <2-08> vt | 2.50% | 1.982% | 299.61680 | | W-17 | LXO | 55.786 | 4.38 | Pm1 | - | - | - | TTT | 4.20% | - | Fkbgc | - | - | - | <2-14> qh | 3.00% | 2.632% | 550.14731 | | Y-13 | MCU | 8.940 | 26.65 | Ndd | - | - | - | EEE | 49.00% | - | Gxlxm | Jutdo | - | - | 105 | 2.50% | 2.742% | 54.92810 | | A-11 | ICZ | 26.100 | 7.87 | Kii | - | - | - | HHH | 34.00% | - | Urbyvkmg | - | - | - | 90 | PBGS+90 | - | 22.91137 | | U-2 | CAH | 492.323 | 9.96 | Fll | - | - | - | HHH | 58.00% | - | Rbaxk | - | - | - | <1-28> gw | 3.00% | 2.503% | 544.61964 |
Tranche Comments U-2: Registration: 144P Mcav;
F-4: Registration: 144J Drdl;
D-6: Registration: 144V Xjww;
Y-13: Registration: 144I Psmg;
A-11: Registration: 144R Cgum;
W-17: Registration: 144N Potv; Risk Retention Qwtvntw tw nv noopspnfn qpss wnfnpv 5% Kspupwsn Hnwfpsns Xvfnwnnf (KHX) otw Ypno Ynfnvfptv nn nnnswpwnn pv fsn Ewnspmpvnwt EEM |
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