| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DRMT 2022-1 (USD 361m) | Deephaven Mortgage | | USOA | Jan 24, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | KSS | 22.427 | 1.26 | - | E | - | Z | - | 29.00% | - | Grwps | Qlkyy | - | 165-170 | 165 | 3.21% | 3.177% | 78.54152 | | E-1 | JJC | 95.445 | 5.25 | - | KKK | - | OOO | - | 89.30% | - | Wzzgq | Udkzz | - | 200-205 | 200 | 3.57% | 3.527% | 85.43890 | | B-1 | VYM | 266.959 | 3.35 | - | QQQ | - | VVV | - | 59.20% | - | Fgoyo | IBXR | - | 105-110 | 110 | 2.21% | 2.144% | 86.23862 | | Q-1 | WXZ | 30.590 | 8.92 | - | MM | - | DD | - | 7.00% | - | Dzkgv | Zgego | - | 290-300 | 290 | 4.34% | 4.427% | 86.47331 | | B-2 | ZNB | 47.480 | 4.74 | - | QQ | - | CC | - | 37.50% | - | Ruavu | Wuiwj | - | 140-145 | 140 | 2.96% | 2.927% | 77.28611 | | N-2 | BPA | 36.239 | 1.29 | - | E- | - | P | - | 3.74% | - | Ubklf | Kolte | - | 390-400 | 390 | 4.34% | 5.427% | 86.63519 |
Tranche Comments B-1: Registration: 144D/Fth Z;
B-2: Registration: 144K/Wks D;
H-3: Registration: 144I/Dxv B;
E-1: Registration: 144E/Bbp N;
Q-1: Registration: 144Q/Hyh F;
N-2: Registration: 144B/Ipg I; Pricing Speed 25% XOF gy 30% Xfww |
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