Deephaven Residential Mortgage Trust (DRMT) 2020-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1TAO584.5209.99-ZZZ-VVV-23.61%-MpxlaHIQX80a802.34%2.269%20.62447
Y3BBH81.4281.21-E+-D-34.80%-VzfyzBPCJ110z1102.65%2.569%92.74459
L1WRR47.8203.40-HHH-NNN-46.60%-XtbqqLhinb155-1651553.01%2.977%73.86040
Z1PNM25.6165.40-NN-VV-5.20%-DiiusZycnz225j2203.66%3.627%72.82054
G2INQ50.7925.74-KK-QQ-44.41%-UmqpmXRKH100m952.49%2.419%25.16934
X2QWA23.5979.50-Y--T (D)-4.20%-EuyijCBY4.50%b-4.54%4.500%82.31452
Tranche Comments
K1: First Pay: 2020-03-25; Registration: 144K/Ucg R; G2: First Pay: 2020-03-25; Registration: 144E/Toq E; Y3: First Pay: 2020-03-25; Registration: 144W/Joy Z; L1: First Pay: 2020-03-25; Registration: 144Z/Xax Z; Z1: First Pay: 2020-03-25; Registration: 144B/Yrc Q; X2: First Pay: 2020-03-25; Registration: 144C/Var J;
Pricing Speed
25% PGG pa 30% PPXX

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