| 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 |
|---|
| Z5 | TMZ | 9.831 | 8.37 | - | - | - | HH | - | 1.00% | - | - | - | - | - | - | - | - | Retained | | C | TPT | 328.400 | 1.51 | - | - | - | WWW | - | 81.94% | - | Kclaw | EEQV | - | 105-110 | 105 | 1.27% | 1.272% | 94.97019 | | O3 | TAQ | 37.400 | 4.49 | - | - | - | LLL | - | 8.30% | - | Ghhzl | Acjtm | - | 265-275 | 260 | 2.82% | 2.837% | 58.12865 | | A1 | XEE | 96.800 | 4.87 | - | - | - | FF | - | 64.90% | - | Xnwmo | Fkkbq | - | 130-140 | 125 | 1.47% | 1.477% | 74.28560 | | Q2 | MGZ | 84.100 | 4.94 | - | - | - | N | - | 8.20% | - | Ygtmj | Bdgfe | - | 180-190 | 175 | 1.97% | 1.980% | 35.76038 | | K4 | ZBG | 56.560 | 6.11 | - | - | - | HH | - | 8.50% | - | Kywuv | Mnkpb | - | 525 | 525 | 5.43% | 5.495% | 29.91055 |
Tranche Comments C: First Pay: 2020-10-26; Registration: 144N/Xji P;
A1: First Pay: 2020-10-26; Registration: 144H/Pzf O;
Q2: First Pay: 2020-10-26; Registration: 144V/Oit H;
O3: First Pay: 2020-10-26; Registration: 144F/Hux L;
K4: First Pay: 2020-10-26; Registration: 144W/Lhu Y;
Z5: First Pay: 2020-10-26; Registration: 144I Pxce; |
|
