| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DRMT 2020-2 (USD 320m) | Deephaven Mortgage | | USOA | Jun 17, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | AIS | 41.464 | 8.11 | - | - | GG | - | - | - | - | Wsllt | Jfhtb | - | 240-250 | 225 | 2.59% | 2.561% | 13.81462 | | Q-1 | CKT | 117.142 | 2.56 | - | - | RRR | - | - | - | - | Isrmf | ZGCF | - | 140b | 135 | 1.69% | 1.622% | 28.26656 | | A-1 | KOD | 1.693 | 2.10 | - | - | HH | - | - | - | - | Hrocg | UVO | - | 600-625 | - | 5.88% | 5.883% | 440.60500 | | S-3 | HHK | 82.595 | 3.20 | - | - | H | - | - | - | - | Lmnma | Viakq | - | 275p | 250 | 2.86% | 2.823% | 99.79267 | | L-1 | IKE | 74.458 | 5.80 | - | - | RRR- | - | - | - | - | Olqel | Zubeg | - | 400-425 | 375 | 4.11% | 4.073% | 390.00000 | | B-2 | BRL | 51.176 | 9.50 | - | - | U | - | - | - | - | Avjzk | EBJ | - | - | - | 5.88% | 7.635% | 56.35400 |
Tranche Comments Q-1: First Pay: 2020-08-25; Registration: 144C/Kfd M;
I-2: First Pay: 2020-08-25; Registration: 144E/Ekv U;
S-3: First Pay: 2020-08-25; Registration: 144J/Qes Y;
L-1: First Pay: 2020-08-25; Registration: 144P/Duu K;
A-1: First Pay: 2020-08-25; Registration: 144V/Jlm S;
B-2: First Pay: 2020-08-25; Registration: 144I/Tvt J; Pricing Speed 25% AXZ Qz 30% Msbozzby Zicitsbozz |
|
