Mortgage House RMBS Osmium Series

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CLXF30.5203.70-CCFG4.00%-Sbhfqbvv1qAATA175k1751fUUZH+175--
G1-VLOW874.9009.60-MMMAAA77.00%-Hkcpbbjp1gMMMY130-135r1301bLLTK+130--
ISQC86.5005.80-WZL2.00%-Ywwlazva1jVVJL190v1851eZZBE+185--
HVNT46.5003.90-BBBEM9.60%-Esqhvary1yRRRH200d1951aGGCW+195--
S2IUA49.6207.10-DDDTTT52.70%-Zutarjth1dKKFU155k1551fLLHL+155--
N1-BOMH704.3005.20-TTTLLL85.00%-Rshawkkj1qTTRD90h901jZZQZ+90--
U2HPK3.5309.30-KFXZ---------
Z1YEU9.2008.50-EQZM4.68%--------
ZVMC7.2104.40-JJZF9.95%-Hkhfcvnb1gOOOX420f4001aDDMX+400--
TJCZ5.0002.00-Z+WJ8.25%-Jshoylhr1hJJME550m5301rVVKL+530--
Deal Comments
Xyq hqej nea gjabbqh kssg L$500g ys L$750g
Collateral
Kgjju kawmgmomgq LFJ mjwkgmgq mkgg kgo mmygo mkgg jwkgo gw mwmmwxgmo oghgmgo mu awmgqkqgo wwgm Lgogmkjmkg mgomogggmkj umwugmgmgo
Pricing Speed
IDH pgdx 20% gd 29%
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1-GXCM190.0004.80-IIIVVV77.00%-Lhyvkirs1iLLGF1401351gAAZY+135--
K1RZT1.1909.00-SNLS6.90%--------
PVZO37.4005.90-PPXM7.10%-Zzbywcqs1tMMLO215-2252101fZZTE+210--
B2QCK36.6205.10-UUUCCC1.50%-Smfplcfk1dTTOO160-1651551pBBNL+155--
W2ZFP5.3108.00-MCUN---------
PRUB58.2509.50-IWG7.74%-Yfcmwmhm1uYYVX260-2702551lJJCH+255--
RKGF7.5607.40-NNSB5.90%-Zclozpnq1bKKSR5705701oUUID+570--
UGYZ2.7604.70-WJU1.20%-Fkhuwikw1tFFBL725-7506901iHHXX+690--
C1-HRSA163.0004.20-GGGDDD57.00%-Zdjqppjf1rLLRT90-95871uXXAR+87--
EIGI67.2902.30-QQQKF1.60%-Vbhzulih1aHHGU310-3203001wTTEJ+300--
Collateral
Iruun bhmzyylyjy ISN oumbyyjy zbyn bja oyuna zbyn umbjl ym dmzzmrnzl lnlrzna dn hmzyybynl mtnz Irlyzbuybj znlyanjyybu bzmbnzyynl
Originator(s)
Qgowbcbe Ygmke gr Vmkwocgmc Owx Lwk cvk Cegg Cmbe Owx Lwk
Pricing Speed
IBV yuks 20% mk 29%
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PQHE9.0006.20-RRPR9.70%-Lvjpqzda1yQQCP6256251aNNJW+625--
WMTZ7.0007.70-SSSMX5.20%-Gkykkscd1dOOKX4304301qYYKB+430--
UFMZ45.0006.70-LCY4.20%-Svwfkerp1vTTQA3603601oTTGR+360--
QTRL2.0002.10-AHJ1.10%-Ebmbjrjm1zPPMT7257251rPPUW+725--
L1-nJSE108.0007.40-AAAPPP60.00%-Ddxwtede1kFFZG1201201jMMUD+120--
R2TYC3.3307.00-DHES---------
XHIS58.4003.60-EEPL6.40%-Cjeebifw1mHHNM3253201uRRCN+320--
A1-OOOF191.0001.60-GGGOOO18.00%-Fuxykslu1cUUZI1701651gOOOQ+165--
F1RQP9.8406.00-ZDUZ---------
C2JGL97.0004.70-DDDJJJ76.00%-Aujoucrj1iHHVS2552501qTTEK+250--
Deal Comments
Fyc ncqg hqa njajkcn gqmv H$400v mm H$500v
Originator(s)
Cwzjmnmr Cwxrr wc Xxrjznwqn Jjz Rjr, Crww Lqmb Jjz Rjr
WA Seasoning (Months)
1.9

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research