| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | NHLT 2020-1 (USD 519m) | 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 |
|---|
| W1 | ABT | 53.700 | 4.35 | - | - | - | JJ | - | 46.16% | - | Giovq | Slupr | - | 130-140 | 125 | 1.47% | 1.477% | 73.13290 | | N | BJD | 681.300 | 7.43 | - | - | - | ZZZ | - | 72.54% | - | Xxbxr | GYLR | - | 105-110 | 105 | 1.27% | 1.272% | 52.71315 | | N3 | ZMC | 49.900 | 6.28 | - | - | - | HHH | - | 7.70% | - | Ovhun | Weyth | - | 265-275 | 260 | 2.82% | 2.837% | 51.43424 | | Y2 | KEE | 83.100 | 8.10 | - | - | - | M | - | 1.10% | - | Hzoxg | Dmirq | - | 180-190 | 175 | 1.97% | 1.980% | 88.46338 | | D5 | QMJ | 7.424 | 3.83 | - | - | - | ZZ | - | 6.00% | - | - | - | - | - | - | - | - | Retained | | S4 | TBJ | 76.960 | 7.48 | - | - | - | QQ | - | 5.30% | - | Inqaj | Dhxns | - | 525 | 525 | 5.43% | 5.495% | 88.27081 |
Tranche Comments N: First Pay: 2020-10-26; Registration: 144D/Bpr Q;
W1: First Pay: 2020-10-26; Registration: 144Z/Ila W;
Y2: First Pay: 2020-10-26; Registration: 144J/Nby P;
N3: First Pay: 2020-10-26; Registration: 144Z/Hhh Z;
S4: First Pay: 2020-10-26; Registration: 144Z/Dcs W;
D5: First Pay: 2020-10-26; Registration: 144R Uomc; |
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