| 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 |
|---|
| K3 | GVY | 18.600 | 6.83 | - | - | - | III | - | 9.50% | - | Ocbur | Zdzew | - | 265-275 | 260 | 2.82% | 2.837% | 16.15345 | | Q4 | OUS | 62.480 | 8.71 | - | - | - | CC | - | 2.90% | - | Srime | Qjhgl | - | 525 | 525 | 5.43% | 5.495% | 11.89357 | | G5 | KCA | 2.456 | 1.21 | - | - | - | NN | - | 6.00% | - | - | - | - | - | - | - | - | Retained | | V1 | EEB | 59.800 | 8.43 | - | - | - | TT | - | 12.96% | - | Lnmro | Hfnob | - | 130-140 | 125 | 1.47% | 1.477% | 95.31960 | | E2 | IVO | 47.400 | 6.43 | - | - | - | Y | - | 3.10% | - | Iskco | Bkyzb | - | 180-190 | 175 | 1.97% | 1.980% | 42.66804 | | G | KPT | 335.600 | 3.63 | - | - | - | ZZZ | - | 76.47% | - | Unohw | WDML | - | 105-110 | 105 | 1.27% | 1.272% | 87.96681 |
Tranche Comments G: First Pay: 2020-10-26; Registration: 144H/Cjr V;
V1: First Pay: 2020-10-26; Registration: 144N/Lit K;
E2: First Pay: 2020-10-26; Registration: 144I/Rmf Q;
K3: First Pay: 2020-10-26; Registration: 144H/Zri R;
Q4: First Pay: 2020-10-26; Registration: 144Z/Twq V;
G5: First Pay: 2020-10-26; Registration: 144P Sdtv; |
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