| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NHLT 2020-1 (USD 519m) | Mr Cooper Group Inc | | USOA | Sep 21, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | XXN | 19.800 | 5.78 | - | - | - | CC | - | 94.32% | - | Kqsjy | Mxdlq | - | 130-140 | 125 | 1.47% | 1.477% | 23.49930 | | M4 | MXE | 92.510 | 6.50 | - | - | - | VV | - | 2.70% | - | Bztwu | Wbicj | - | 525 | 525 | 5.43% | 5.495% | 93.50138 | | H3 | JKW | 95.800 | 2.79 | - | - | - | UUU | - | 7.90% | - | Wwgsr | Yhgvg | - | 265-275 | 260 | 2.82% | 2.837% | 25.62403 | | H5 | FVE | 7.104 | 8.95 | - | - | - | ZZ | - | 5.00% | - | - | - | - | - | - | - | - | Retained | | I | TGI | 849.600 | 9.38 | - | - | - | NNN | - | 56.96% | - | Ulzil | KCOW | - | 105-110 | 105 | 1.27% | 1.272% | 46.50639 | | H2 | IXT | 15.900 | 9.79 | - | - | - | O | - | 1.20% | - | Zhsoo | Rbcxu | - | 180-190 | 175 | 1.97% | 1.980% | 62.16942 |
Tranche Comments I: First Pay: 2020-10-26; Registration: 144M/Bqc C;
F1: First Pay: 2020-10-26; Registration: 144Y/Tto L;
H2: First Pay: 2020-10-26; Registration: 144W/Zpd T;
H3: First Pay: 2020-10-26; Registration: 144C/Nyq A;
M4: First Pay: 2020-10-26; Registration: 144V/Zbp X;
H5: First Pay: 2020-10-26; Registration: 144H Icmp; |
|
