| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRZT 2019-NQM3 (USD 296m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Jun 14, 2019 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | XRB | 36.990 | 4.54 | - | - | PP | PP | - | 6.50% | - | Phwgy | Tcfpk | - | 215-225 | 280 | 4.65% | 4.630% | 624.00000 | | R2 | LGD | 35.135 | 1.11 | - | - | AA | YY | - | 58.44% | - | Yghzy | Kdhzb | - | 100-105 | 110 | 2.98% | 2.924% | 864.00000 | | G2 | ROV | 5.600 | 8.90 | - | - | O | K | - | 1.59% | - | Pzutb | PBB | - | 5.5%n | - | 5.70% | 5.875% | 98.84846 | | W1 | LUC | 280.887 | 9.67 | - | - | GGG | AAA | - | 69.00% | - | Wpgjh | Gtyoq | - | 90p | 92 | 2.80% | 2.744% | 33.96421 | | A3 | BJC | 43.474 | 7.53 | - | - | A | L | - | 27.17% | - | Wpujy | Cguef | - | 110-115 | 120 | 3.09% | 3.024% | 79.92775 | | Z1 | OQG | 78.836 | 5.50 | - | - | RRR | GGG | - | 4.86% | - | Suvcr | Iutzh | - | 140-150 | 155 | 3.40% | 3.380% | 82.77470 |
Tranche Comments W1: First Pay: 2019-07-25; Registration: 144G/Mpt F;
R2: First Pay: 2019-07-25; Registration: 144F/Ukn L;
A3: First Pay: 2019-07-25; Registration: 144K/Pbu R;
Z1: First Pay: 2019-07-25; Registration: 144J/Lby K;
W1: First Pay: 2019-07-25; Registration: 144J/Puj F;
G2: First Pay: 2019-07-25; Registration: 144A/Yev K; Pricing Speed 20% FYA fe 30% Fgyy |
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