| 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 |
|---|
| E-3 | FYS | 30.142 | 9.49 | - | Z | - | F | - | 41.00% | - | Pfits | Ewnfr | - | 165-170 | 165 | 3.21% | 3.177% | 55.12344 | | Z-1 | LWP | 174.216 | 3.94 | - | III | - | UUU | - | 34.40% | - | Yjylq | JJKZ | - | 105-110 | 110 | 2.21% | 2.144% | 67.66714 | | M-2 | QOL | 61.853 | 5.74 | - | S- | - | P | - | 3.18% | - | Gmilt | Swzyq | - | 390-400 | 390 | 4.34% | 5.427% | 90.43904 | | W-1 | XBT | 59.850 | 7.31 | - | FFF | - | SSS | - | 16.30% | - | Iikqt | Uxbyl | - | 200-205 | 200 | 3.57% | 3.527% | 31.34306 | | K-1 | GIY | 31.856 | 7.19 | - | TT | - | NN | - | 2.00% | - | Lynoz | Uxxfy | - | 290-300 | 290 | 4.34% | 4.427% | 82.36127 | | P-2 | GKR | 76.844 | 8.54 | - | DD | - | TT | - | 72.70% | - | Dqkjt | Ntdct | - | 140-145 | 140 | 2.96% | 2.927% | 55.83258 |
Tranche Comments Z-1: Registration: 144W/Nhh X;
P-2: Registration: 144X/Nsb N;
E-3: Registration: 144H/Ufy V;
W-1: Registration: 144Z/Duo Y;
K-1: Registration: 144A/Ubm D;
M-2: Registration: 144B/Bwn T; Pricing Speed 25% KHR cz 30% Khee |
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