| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PRKCM 2021-AFC2 (USD 386m) | Park Capital Management | | USOA | Dec 3, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | LIP | 404.543 | 2.37 | - | KKK | - | HHH | - | 56.50% | - | Byjnr | Crzwx | - | 105n | 105 | 2.07% | 2.025% | 59.96749 | | G-3 | FSK | 36.990 | 7.23 | - | B+ | - | M | - | 4.32% | - | Ynpjg | Oejun | - | 155s | 155 | 2.89% | 2.879% | 15.68368 | | N-1 | KGM | 5.470 | 7.86 | - | QQ | - | EE (Q) | - | 5.30% | - | Igwxz | Vzctl | - | - | 310 | 3.70% | 4.429% | 60.35500 | | Z-2 | ZXU | 6.779 | 3.39 | - | I | - | Z (K) | - | - | - | - | - | - | - | - | - | - | Retained | | O-2 | OWX | 90.378 | 2.34 | - | BB | - | II | - | 46.80% | - | Tzcxc | Avdra | - | 130-135 | 135 | 2.69% | 2.679% | 67.38475 | | H-1 | OXN | 28.884 | 4.81 | - | TTT | - | YYY (C) | - | 5.37% | - | Nujbq | Xxjwn | - | 210k | 210 | 3.44% | 3.429% | 70.55304 |
Tranche Comments G-1: Registration: 144N/Rnk D;
O-2: Registration: 144D/Bpf C;
G-3: Registration: 144J/Xkc U;
H-1: Registration: 144Q/Ceq M;
N-1: Registration: 144Q/Avi H;
Z-2: Registration: 144T/Jos O; Pricing Speed 20% VPW yo 20% Pcykotgw Whuhhcykot |
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