| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NHLT 2020-1 (USD 516m) | 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 |
|---|
| P | VUF | 654.900 | 7.37 | - | - | - | GGG | - | 20.97% | - | Ifsms | OPDS | - | 105-110 | 105 | 1.27% | 1.272% | 72.31928 | | W1 | BGF | 83.200 | 3.49 | - | - | - | QQ | - | 61.72% | - | Kzher | Mxgzv | - | 130-140 | 125 | 1.47% | 1.477% | 88.91310 | | O3 | EHI | 32.900 | 5.27 | - | - | - | CCC | - | 3.10% | - | Zosxc | Frlbl | - | 265-275 | 260 | 2.82% | 2.837% | 66.48830 | | L2 | TRV | 89.200 | 2.56 | - | - | - | K | - | 2.90% | - | Ssqej | Znwjb | - | 180-190 | 175 | 1.97% | 1.980% | 81.43336 | | P4 | HYN | 44.540 | 1.39 | - | - | - | MM | - | 7.10% | - | Xwhbs | Gvdms | - | 525 | 525 | 5.43% | 5.495% | 51.93237 | | N5 | GWG | 3.801 | 4.13 | - | - | - | UU | - | 6.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments P: First Pay: 2020-10-26; Registration: 144N/Ozu I;
W1: First Pay: 2020-10-26; Registration: 144E/Kql E;
L2: First Pay: 2020-10-26; Registration: 144D/Kyj B;
O3: First Pay: 2020-10-26; Registration: 144P/Phu P;
P4: First Pay: 2020-10-26; Registration: 144G/Ffo J;
N5: First Pay: 2020-10-26; Registration: 144Z Oewu; |
|
