| 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 |
|---|
| Z4 | NIT | 20.380 | 8.87 | - | - | - | NN | - | 1.60% | - | Ayqsf | Lvwpx | - | 525 | 525 | 5.43% | 5.495% | 87.23469 | | E3 | PGA | 17.800 | 9.93 | - | - | - | NNN | - | 3.30% | - | Qvsrj | Ejmpu | - | 265-275 | 260 | 2.82% | 2.837% | 80.85920 | | P1 | KRT | 43.400 | 6.31 | - | - | - | WW | - | 76.84% | - | Ttzqc | Qmiec | - | 130-140 | 125 | 1.47% | 1.477% | 89.79320 | | Z2 | GKV | 38.300 | 6.47 | - | - | - | A | - | 9.80% | - | Kqabm | Nkoan | - | 180-190 | 175 | 1.97% | 1.980% | 30.13322 | | A | TCH | 380.900 | 1.13 | - | - | - | BBB | - | 17.23% | - | Tnkjm | TTEN | - | 105-110 | 105 | 1.27% | 1.272% | 42.78883 | | L5 | NFS | 6.330 | 5.19 | - | - | - | JJ | - | 8.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments A: First Pay: 2020-10-26; Registration: 144L/Hft B;
P1: First Pay: 2020-10-26; Registration: 144Z/Kuc Z;
Z2: First Pay: 2020-10-26; Registration: 144E/Gdd U;
E3: First Pay: 2020-10-26; Registration: 144A/Hxd A;
Z4: First Pay: 2020-10-26; Registration: 144O/Erq K;
L5: First Pay: 2020-10-26; Registration: 144S Igxd; |
|
