| 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 |
|---|
| E1 | FPY | 61.600 | 7.75 | - | - | - | WW | - | 89.45% | - | Fsqky | Bfxbp | - | 130-140 | 125 | 1.47% | 1.477% | 40.39350 | | B3 | PID | 25.700 | 4.20 | - | - | - | FFF | - | 9.20% | - | Dsugm | Yyoqk | - | 265-275 | 260 | 2.82% | 2.837% | 36.99721 | | O | PLP | 782.800 | 3.72 | - | - | - | ZZZ | - | 42.48% | - | Hwlzc | HAYD | - | 105-110 | 105 | 1.27% | 1.272% | 59.88159 | | V4 | QCM | 41.650 | 8.72 | - | - | - | BB | - | 3.90% | - | Fnitq | Crwle | - | 525 | 525 | 5.43% | 5.495% | 26.92318 | | U5 | WUZ | 9.120 | 9.11 | - | - | - | MM | - | 4.00% | - | - | - | - | - | - | - | - | Retained | | N2 | OOE | 35.200 | 3.35 | - | - | - | N | - | 9.10% | - | Ggacr | Ohlli | - | 180-190 | 175 | 1.97% | 1.980% | 32.48040 |
Tranche Comments O: First Pay: 2020-10-26; Registration: 144G/Oqs X;
E1: First Pay: 2020-10-26; Registration: 144L/Dpl I;
N2: First Pay: 2020-10-26; Registration: 144L/Nsr Y;
B3: First Pay: 2020-10-26; Registration: 144C/Ana E;
V4: First Pay: 2020-10-26; Registration: 144H/Tzj A;
U5: First Pay: 2020-10-26; Registration: 144H Cofo; |
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