| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DRMT 2020-1 (USD 401m) | Deephaven Mortgage | | USOA | Feb 13, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | MPE | 78.781 | 7.90 | - | OO | - | MM | - | 9.50% | - | Hmllo | Yjvnj | - | 225f | 220 | 3.66% | 3.627% | 25.82330 | | E2 | JYR | 44.570 | 4.62 | - | OO | - | NN | - | 83.74% | - | Hzlxb | WADW | - | 100a | 95 | 2.49% | 2.419% | 66.91526 | | T3 | NJV | 25.912 | 6.34 | - | I+ | - | A | - | 86.20% | - | Srieo | QRGX | - | 110i | 110 | 2.65% | 2.569% | 78.14754 | | K1 | HPF | 683.790 | 5.72 | - | EEE | - | NNN | - | 62.35% | - | Usxxi | TWEI | - | 80w | 80 | 2.34% | 2.269% | 84.72688 | | S1 | HXJ | 43.316 | 1.10 | - | XXX | - | MMM | - | 58.50% | - | Qzasy | Ayafm | - | 155-165 | 155 | 3.01% | 2.977% | 53.65460 | | Y2 | HLX | 38.764 | 1.40 | - | G- | - | I (O) | - | 6.50% | - | Lszfy | BGY | - | 4.50%b | - | 4.54% | 4.500% | 21.13176 |
Tranche Comments K1: First Pay: 2020-03-25; Registration: 144G/Oza H;
E2: First Pay: 2020-03-25; Registration: 144H/Zej L;
T3: First Pay: 2020-03-25; Registration: 144F/Mef P;
S1: First Pay: 2020-03-25; Registration: 144U/Yrc E;
X1: First Pay: 2020-03-25; Registration: 144L/Czf K;
Y2: First Pay: 2020-03-25; Registration: 144F/Avf Q; Pricing Speed 25% JSV if 30% JBII |
|
