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 |
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T2 | NET | 50.800 | 9.14 | - | - | - | Q | - | 4.60% | - | Qkyvx | Lwjgm | - | 180-190 | 175 | 1.97% | 1.980% | 59.81747 | G4 | TRP | 62.290 | 4.97 | - | - | - | YY | - | 5.80% | - | Cmijh | Tgvyy | - | 525 | 525 | 5.43% | 5.495% | 76.23325 | O1 | WAC | 93.300 | 7.19 | - | - | - | II | - | 65.95% | - | Xjqvq | Tcdvg | - | 130-140 | 125 | 1.47% | 1.477% | 35.77290 | K3 | YLN | 62.400 | 4.48 | - | - | - | QQQ | - | 6.10% | - | Jvyod | Tlfad | - | 265-275 | 260 | 2.82% | 2.837% | 91.90488 | R | KBF | 194.200 | 1.10 | - | - | - | WWW | - | 79.74% | - | Talnh | OCCI | - | 105-110 | 105 | 1.27% | 1.272% | 90.89366 | K5 | KXX | 6.239 | 1.49 | - | - | - | II | - | 2.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments R: First Pay: 2020-10-26; Registration: 144I/Kvo B;
O1: First Pay: 2020-10-26; Registration: 144G/Lnd K;
T2: First Pay: 2020-10-26; Registration: 144Z/Mjt P;
K3: First Pay: 2020-10-26; Registration: 144H/Mpw W;
G4: First Pay: 2020-10-26; Registration: 144T/Xch I;
K5: First Pay: 2020-10-26; Registration: 144C Rmln; |
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