| 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 |
|---|
| Z3 | OOG | 54.320 | 3.58 | - | J+ | - | D | - | 65.80% | - | Irtuh | OYWB | - | 110z | 110 | 2.65% | 2.569% | 94.75561 | | E2 | QLK | 33.833 | 9.10 | - | P- | - | F (W) | - | 3.40% | - | Lfuot | TCD | - | 4.50%o | - | 4.54% | 4.500% | 31.24348 | | R1 | AJG | 97.631 | 6.90 | - | AAA | - | JJJ | - | 82.40% | - | Mtbsc | Adzcc | - | 155-165 | 155 | 3.01% | 2.977% | 55.27500 | | O1 | NRS | 37.943 | 7.70 | - | RR | - | JJ | - | 7.30% | - | Cckpj | Tlubl | - | 225w | 220 | 3.66% | 3.627% | 47.21693 | | I1 | MLD | 548.470 | 2.53 | - | FFF | - | VVV | - | 42.38% | - | Uhako | BYIH | - | 80y | 80 | 2.34% | 2.269% | 64.45053 | | F2 | AGL | 52.120 | 2.25 | - | FF | - | DD | - | 43.77% | - | Duyth | CXQN | - | 100s | 95 | 2.49% | 2.419% | 92.94279 |
Tranche Comments I1: First Pay: 2020-03-25; Registration: 144G/Lzc I;
F2: First Pay: 2020-03-25; Registration: 144A/Vzh W;
Z3: First Pay: 2020-03-25; Registration: 144H/Rsi Z;
R1: First Pay: 2020-03-25; Registration: 144V/Dci R;
O1: First Pay: 2020-03-25; Registration: 144V/Wwb B;
E2: First Pay: 2020-03-25; Registration: 144J/Tnj D; Pricing Speed 25% FYB fy 30% FBGG |
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