| 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 |
|---|
| V1 | OXH | 54.614 | 6.90 | - | OOO | - | HHH | - | 94.30% | - | Yrsfm | Kdupn | - | 155-165 | 155 | 3.01% | 2.977% | 78.70800 | | W1 | UJC | 21.526 | 7.70 | - | ZZ | - | LL | - | 2.40% | - | Glqua | Inmty | - | 225a | 220 | 3.66% | 3.627% | 62.68014 | | W2 | AGF | 65.583 | 1.28 | - | WW | - | JJ | - | 66.84% | - | Qqiky | QAOD | - | 100o | 95 | 2.49% | 2.419% | 10.27806 | | A2 | YXV | 61.435 | 2.80 | - | V- | - | A (K) | - | 7.80% | - | Xjtcj | CQI | - | 4.50%q | - | 4.54% | 4.500% | 27.64397 | | N3 | MRH | 48.543 | 1.27 | - | G+ | - | X | - | 36.30% | - | Ohprv | XBDK | - | 110v | 110 | 2.65% | 2.569% | 63.21741 | | Y1 | IMK | 638.910 | 9.31 | - | LLL | - | EEE | - | 20.61% | - | Rqcsd | MELT | - | 80u | 80 | 2.34% | 2.269% | 27.18290 |
Tranche Comments Y1: First Pay: 2020-03-25; Registration: 144O/Ptk T;
W2: First Pay: 2020-03-25; Registration: 144L/Kvx C;
N3: First Pay: 2020-03-25; Registration: 144Z/Wfi I;
V1: First Pay: 2020-03-25; Registration: 144P/Iex X;
W1: First Pay: 2020-03-25; Registration: 144P/Deg E;
A2: First Pay: 2020-03-25; Registration: 144U/Ifr P; Pricing Speed 25% GIJ xf 30% GSQQ |
|
