| 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 |
|---|
| J5 | IZY | 5.724 | 3.96 | - | - | - | WW | - | 4.00% | - | - | - | - | - | - | - | - | Retained | | Q | PLU | 116.700 | 1.84 | - | - | - | NNN | - | 72.28% | - | Pjsmy | QMSV | - | 105-110 | 105 | 1.27% | 1.272% | 63.58945 | | F3 | XQX | 62.300 | 8.44 | - | - | - | HHH | - | 4.50% | - | Jjgtc | Whlrx | - | 265-275 | 260 | 2.82% | 2.837% | 47.75459 | | J4 | YXD | 24.150 | 1.47 | - | - | - | SS | - | 1.40% | - | Zukkz | Ftwvj | - | 525 | 525 | 5.43% | 5.495% | 88.43543 | | M1 | BLU | 37.200 | 5.29 | - | - | - | TT | - | 31.34% | - | Wpomc | Mzuct | - | 130-140 | 125 | 1.47% | 1.477% | 90.80330 | | H2 | TWP | 86.300 | 2.61 | - | - | - | P | - | 1.60% | - | Rjjkn | Kuckq | - | 180-190 | 175 | 1.97% | 1.980% | 50.62319 |
Tranche Comments Q: First Pay: 2020-10-26; Registration: 144B/Aqg U;
M1: First Pay: 2020-10-26; Registration: 144D/Rju O;
H2: First Pay: 2020-10-26; Registration: 144H/Gmy A;
F3: First Pay: 2020-10-26; Registration: 144K/Ywf E;
J4: First Pay: 2020-10-26; Registration: 144K/Xqk V;
J5: First Pay: 2020-10-26; Registration: 144M Qrpn; |
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