| 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 |
|---|
| G1 | HHD | 67.900 | 5.46 | - | - | - | JJ | - | 21.14% | - | Sapfq | Yharp | - | 130-140 | 125 | 1.47% | 1.477% | 61.13290 | | N4 | TYX | 92.960 | 9.68 | - | - | - | TT | - | 1.90% | - | Dztyx | Hohzp | - | 525 | 525 | 5.43% | 5.495% | 15.48808 | | F | JJV | 773.200 | 9.89 | - | - | - | SSS | - | 27.91% | - | Flzjn | MQCF | - | 105-110 | 105 | 1.27% | 1.272% | 60.20380 | | B3 | WBN | 16.800 | 9.46 | - | - | - | ZZZ | - | 6.20% | - | Yczyu | Pewki | - | 265-275 | 260 | 2.82% | 2.837% | 97.87888 | | N5 | OBV | 9.872 | 8.70 | - | - | - | ZZ | - | 7.00% | - | - | - | - | - | - | - | - | Retained | | V2 | TFM | 27.400 | 4.61 | - | - | - | G | - | 8.70% | - | Emkvn | Xmudj | - | 180-190 | 175 | 1.97% | 1.980% | 65.50207 |
Tranche Comments F: First Pay: 2020-10-26; Registration: 144G/Imd Y;
G1: First Pay: 2020-10-26; Registration: 144H/Zec K;
V2: First Pay: 2020-10-26; Registration: 144Y/Ptp G;
B3: First Pay: 2020-10-26; Registration: 144M/Yiu L;
N4: First Pay: 2020-10-26; Registration: 144A/Cej G;
N5: First Pay: 2020-10-26; Registration: 144G Bfxw; |
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