| 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 |
|---|
| M1 | REJ | 39.800 | 8.18 | - | - | - | JJ | - | 21.49% | - | Omnsx | Oglxa | - | 130-140 | 125 | 1.47% | 1.477% | 94.58260 | | F3 | YRU | 36.300 | 5.54 | - | - | - | DDD | - | 1.80% | - | Owyeb | Pxida | - | 265-275 | 260 | 2.82% | 2.837% | 74.40219 | | R4 | AIE | 46.710 | 7.28 | - | - | - | CC | - | 2.90% | - | Egkmx | Cvwtm | - | 525 | 525 | 5.43% | 5.495% | 90.40914 | | U5 | PBM | 4.902 | 2.99 | - | - | - | NN | - | 2.00% | - | - | - | - | - | - | - | - | Retained | | E2 | RKT | 50.900 | 3.88 | - | - | - | V | - | 9.60% | - | Ggibf | Bmyyt | - | 180-190 | 175 | 1.97% | 1.980% | 13.78193 | | C | VOG | 300.600 | 4.32 | - | - | - | HHH | - | 15.41% | - | Tpyaf | UIHS | - | 105-110 | 105 | 1.27% | 1.272% | 12.74012 |
Tranche Comments C: First Pay: 2020-10-26; Registration: 144X/Nsr Q;
M1: First Pay: 2020-10-26; Registration: 144W/Azx M;
E2: First Pay: 2020-10-26; Registration: 144M/Zol N;
F3: First Pay: 2020-10-26; Registration: 144I/Gxo R;
R4: First Pay: 2020-10-26; Registration: 144F/Vql Y;
U5: First Pay: 2020-10-26; Registration: 144S Riid; |
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