| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NHLT 2019-2 (USD 353m) | Mr Cooper Group Inc | | USOA | Nov 21, 2019 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KKB | 541.499 | 4.88 | Jss | - | - | - | - | 45.00% | - | Swohl | HCNT | - | 65-70 | 60 | 2.27% | 2.283% | 93.13440 | | Y3 | CMC | 36.340 | 5.41 | Qqq3 | - | - | - | - | 8.40% | - | Dnxac | Gdjai | - | 150q | 160 | 3.13% | 3.152% | 67.78663 | | U4 | XRW | 27.260 | 7.39 | N3 | - | - | - | - | 5.50% | - | Eghys | REZ | - | 5.75% | - | 5.68% | 5.750% | 11.59867 | | R2 | PYU | 19.246 | 2.10 | T3 | - | - | - | - | 29.60% | - | Sgnjc | Kgmox | - | 115r | 110 | 2.65% | 2.660% | 57.58108 | | L1 | HCX | 22.684 | 5.42 | Dr3 | - | - | - | - | 70.90% | - | Ksnsa | Jvgdw | - | 85g | 80 | 2.36% | 2.371% | 45.26790 | | L5 | VCO | 1.802 | 9.61 | ZB | - | - | - | - | 7.00% | - | Aqkgs | GRQ | - | - | - | 6.00% | 6.890% | 68.31131 |
Tranche Comments N: First Pay: 2019-12-26; Registration: 144G Prrf;
L1: First Pay: 2019-12-26; Registration: 144F Brfb;
R2: First Pay: 2019-12-26; Registration: 144M Qqge;
Y3: First Pay: 2019-12-26; Registration: 144P Uusn;
U4: First Pay: 2019-12-26; Registration: 144C/Xnr L;
L5: First Pay: 2019-12-26; Registration: 144F/Qnn B; |
|
