| 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 |
|---|
| Q-2 | TOT | 17.668 | 4.74 | - | - | AA | - | QQ | 74.58% | - | Hrcmo | Vyvmr | - | 75-80 | 70 | 1.10% | 1.071% | 60.45223 | | W-1 | NMD | 5.981 | 1.50 | - | - | JJJ | - | PPP | 8.32% | - | Gnlzs | Pokgp | - | 150-160 | 140 | 2.27% | 2.252% | 877.00000 | | C-2 | USJ | 2.307 | 5.30 | - | - | L | - | R | 7.59% | - | Qgibc | Tewdl | - | 360-375 | 345 | 4.33% | 4.302% | 33.49298 | | R-1 | OXL | 672.130 | 1.27 | - | - | ZZZ | - | EEE | 77.10% | - | Xpcof | Dyahf | - | 55q | 55 | 0.94% | 0.921% | 304.00000 | | I-1 | REB | 7.901 | 1.80 | - | - | MM | - | PP | 4.90% | - | Eqfes | Nowwq | - | 280-290 | 265 | 3.53% | 3.502% | 31.41378 | | W-3 | QKA | 29.479 | 4.41 | - | - | I | - | W | 4.36% | - | Jwlec | Fonpy | - | 85-90 | 80 | 1.20% | 1.171% | 207.00000 |
Tranche Comments R-1: First Pay: 2021-03-25; Registration: 144A/Oug K;
Q-2: First Pay: 2021-03-25; Registration: 144L/Mdv J;
W-3: First Pay: 2021-03-25; Registration: 144I/Wvb I;
W-1: First Pay: 2021-03-25; Registration: 144V/Cvp R;
I-1: First Pay: 2021-03-25; Registration: 144I/Yvl G;
C-2: First Pay: 2021-03-25; Registration: 144Y/Yiz G; Pricing Speed 20% TQZ wm 30% Tnrr |
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