| 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 |
|---|
| B-2 | OTM | 49.559 | 5.97 | - | - | CC | - | - | - | - | Tzhom | Vqtrf | - | 240-250 | 225 | 2.59% | 2.561% | 10.91626 | | X-1 | GHI | 81.661 | 3.90 | - | - | HHH- | - | - | - | - | Kiyvq | Oeecd | - | 400-425 | 375 | 4.11% | 4.073% | 676.00000 | | Z-3 | ISN | 13.182 | 8.90 | - | - | G | - | - | - | - | Mvapg | Svlhr | - | 275d | 250 | 2.86% | 2.823% | 37.67512 | | C-1 | OPG | 628.476 | 8.12 | - | - | PPP | - | - | - | - | Qsbfm | TJWP | - | 140y | 135 | 1.69% | 1.622% | 83.70184 | | A-1 | AZD | 2.222 | 7.20 | - | - | YY | - | - | - | - | Obqpn | GSW | - | 600-625 | - | 5.88% | 5.883% | 357.76000 | | S-2 | RFN | 78.725 | 6.30 | - | - | H | - | - | - | - | Thnyh | MIB | - | - | - | 5.88% | 7.635% | 52.83600 |
Tranche Comments C-1: First Pay: 2020-08-25; Registration: 144L/Wnu G;
B-2: First Pay: 2020-08-25; Registration: 144V/Bij L;
Z-3: First Pay: 2020-08-25; Registration: 144B/Air A;
X-1: First Pay: 2020-08-25; Registration: 144Q/Dwc H;
A-1: First Pay: 2020-08-25; Registration: 144J/Ywg U;
S-2: First Pay: 2020-08-25; Registration: 144G/Wmq A; Pricing Speed 25% BDS Ux 30% Ssfxxbrh Stutdsfxxb |
|
