| 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 |
|---|
| H2 | LUD | 58.900 | 8.65 | - | - | - | N | - | 2.80% | - | Ozbjy | Crdlv | - | 180-190 | 175 | 1.97% | 1.980% | 20.37890 | | X3 | YYD | 59.400 | 8.18 | - | - | - | BBB | - | 8.70% | - | Bthzs | Jyewk | - | 265-275 | 260 | 2.82% | 2.837% | 77.94379 | | Q | AOD | 679.200 | 5.56 | - | - | - | TTT | - | 20.29% | - | Cctjr | RJAJ | - | 105-110 | 105 | 1.27% | 1.272% | 91.16730 | | M5 | OTL | 4.300 | 7.94 | - | - | - | II | - | 6.00% | - | - | - | - | - | - | - | - | Retained | | Y1 | PNO | 23.200 | 9.88 | - | - | - | EE | - | 89.54% | - | Yyzkt | Wkmux | - | 130-140 | 125 | 1.47% | 1.477% | 76.28890 | | R4 | BOE | 21.670 | 1.15 | - | - | - | ZZ | - | 9.30% | - | Byjbb | Xflue | - | 525 | 525 | 5.43% | 5.495% | 96.77938 |
Tranche Comments Q: First Pay: 2020-10-26; Registration: 144W/Gdt X;
Y1: First Pay: 2020-10-26; Registration: 144W/Vbs T;
H2: First Pay: 2020-10-26; Registration: 144C/Rhr Y;
X3: First Pay: 2020-10-26; Registration: 144C/Lqi N;
R4: First Pay: 2020-10-26; Registration: 144H/Zxi K;
M5: First Pay: 2020-10-26; Registration: 144C Ghmv; |
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