| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
|---|
| X3 | XEL | 21.100 | 3.28 | - | - | - | JJJ | - | 9.80% | - | Rpcuh | Yzuhy | - | 265-275 | 260 | 2.82% | 2.837% | 73.48666 | | P4 | WZG | 55.110 | 4.63 | - | - | - | PP | - | 2.60% | - | Dphbq | Adeqa | - | 525 | 525 | 5.43% | 5.495% | 56.81888 | | I2 | ZNI | 18.900 | 3.77 | - | - | - | U | - | 9.40% | - | Xwxpe | Klrap | - | 180-190 | 175 | 1.97% | 1.980% | 71.24859 | | O | TWN | 355.600 | 3.17 | - | - | - | TTT | - | 81.59% | - | Yycwz | MQUM | - | 105-110 | 105 | 1.27% | 1.272% | 82.68898 | | S1 | VSO | 69.800 | 2.82 | - | - | - | OO | - | 65.83% | - | Xcsrh | Mvwxz | - | 130-140 | 125 | 1.47% | 1.477% | 77.66410 | | P5 | ZZO | 4.755 | 6.22 | - | - | - | NN | - | 6.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments O: First Pay: 2020-10-26; Registration: 144M/Glc L;
S1: First Pay: 2020-10-26; Registration: 144W/Ydm D;
I2: First Pay: 2020-10-26; Registration: 144U/Aiy V;
X3: First Pay: 2020-10-26; Registration: 144I/Dfl H;
P4: First Pay: 2020-10-26; Registration: 144I/Bsv J;
P5: First Pay: 2020-10-26; Registration: 144N Mmdo; |
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