| 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 |
|---|
| E | PTA | 597.700 | 5.92 | - | - | - | GGG | - | 78.22% | - | Wybsr | VYUD | - | 105-110 | 105 | 1.27% | 1.272% | 14.59431 | | K2 | BIW | 64.100 | 8.68 | - | - | - | P | - | 9.50% | - | Oyxxa | Jfqaj | - | 180-190 | 175 | 1.97% | 1.980% | 73.41955 | | E1 | HGK | 65.100 | 8.77 | - | - | - | FF | - | 65.29% | - | Yosoo | Vnjty | - | 130-140 | 125 | 1.47% | 1.477% | 28.73250 | | C4 | AXO | 69.610 | 4.42 | - | - | - | KK | - | 9.90% | - | Wvyvb | Pijjk | - | 525 | 525 | 5.43% | 5.495% | 43.49939 | | Q5 | GBU | 9.836 | 4.24 | - | - | - | NN | - | 7.00% | - | - | - | - | - | - | - | - | Retained | | O3 | YFO | 12.300 | 6.12 | - | - | - | MMM | - | 9.90% | - | Dvpco | Dwkvo | - | 265-275 | 260 | 2.82% | 2.837% | 17.95592 |
Tranche Comments E: First Pay: 2020-10-26; Registration: 144T/Oqa E;
E1: First Pay: 2020-10-26; Registration: 144L/Lkh G;
K2: First Pay: 2020-10-26; Registration: 144T/Hdk D;
O3: First Pay: 2020-10-26; Registration: 144J/Qum G;
C4: First Pay: 2020-10-26; Registration: 144A/Dax V;
Q5: First Pay: 2020-10-26; Registration: 144T Kmqf; |
|
|
|
|
|
|
|
|
|
|
