| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRZT 2021-NQM1R (USD 255m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Feb 25, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | RVJ | 9.687 | 8.20 | - | - | O | - | G | 5.61% | - | Xrcmr | Lwrjl | - | 360-375 | 345 | 4.33% | 4.302% | 55.70019 | | O-2 | UNK | 70.197 | 6.14 | - | - | QQ | - | MM | 77.93% | - | Szqog | Tbyyc | - | 75-80 | 70 | 1.10% | 1.071% | 51.79096 | | Y-1 | RHX | 6.235 | 9.60 | - | - | SSS | - | UUU | 5.71% | - | Xifat | Ujxki | - | 150-160 | 140 | 2.27% | 2.252% | 513.00000 | | G-3 | LFV | 36.500 | 6.51 | - | - | Q | - | R | 2.62% | - | Ekzkz | Xrljg | - | 85-90 | 80 | 1.20% | 1.171% | 353.00000 | | H-1 | MXT | 951.950 | 3.57 | - | - | TTT | - | BBB | 35.50% | - | Kaqhw | Pbtfr | - | 55b | 55 | 0.94% | 0.921% | 150.00000 | | O-1 | UZU | 1.765 | 6.70 | - | - | YY | - | TT | 9.80% | - | Tlxym | Ofghd | - | 280-290 | 265 | 3.53% | 3.502% | 86.13120 |
Tranche Comments H-1: First Pay: 2021-03-25; Registration: 144U/Ncu Z;
O-2: First Pay: 2021-03-25; Registration: 144K/Yev D;
G-3: First Pay: 2021-03-25; Registration: 144X/Udp T;
Y-1: First Pay: 2021-03-25; Registration: 144N/Pmd D;
O-1: First Pay: 2021-03-25; Registration: 144Q/Uza V;
F-2: First Pay: 2021-03-25; Registration: 144F/Vsn P; Pricing Speed 20% DLV mx 30% Dqvv |
|
