| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DRMT 2022-2 (USD 273m) | Deephaven Mortgage | | USOA | Mar 25, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | EAC | 43.100 | 7.91 | - | SSS | - | EEE (F) | - | 37.30% | - | WZU | Lqpbp | - | 300p | 300 | 4.34% | 5.655% | 76.85362 | | S-3 | FAI | 39.360 | 7.00 | - | A | - | M (U) | - | 36.70% | - | Qquvl | Lnohl | - | 205-210 | 220 | 4.30% | 4.748% | 48.48868 | | F-1 | EPY | 334.252 | 7.00 | - | XXX | - | FFF | - | 95.75% | - | Hiipw | Tkjed | - | 170-175 | 170 | 4.30% | 4.248% | 70.60805 | | W-1 | WXE | 99.898 | 9.50 | - | XX | - | OO | - | 2.90% | - | FNJ | Hqvwj | - | 450 | 450 | 4.34% | 7.155% | 10.34198 | | C-2 | RVJ | 88.385 | 4.00 | - | XX | - | ZZ (S) | - | 85.47% | - | Psvff | Bojkg | - | 190-195 | 195 | 4.30% | 4.498% | 94.25450 |
Tranche Comments F-1: Registration: 144D/Jai V;
C-2: Registration: 144D/Hfd C;
S-3: Registration: 144V/Bpb K;
T-1: Registration: 144Q/Gxs R;
W-1: Registration: 144D/Iqj I; Pricing Speed 25% ZDD ln 4 mr mlvn |
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