| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRZT 2021-NQM2R (USD 253m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | May 13, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | ETJ | 7.901 | 1.35 | - | - | Z | - | X+ | 1.24% | - | Fqjmi | Wxiom | - | 335-350 | 325 | 3.96% | 3.922% | 36.65730 | | O-1 | BZH | 44.660 | 3.84 | - | - | AAA | - | LLL+ | 21.60% | - | Onwog | Tummq | - | 150-160 | 150 | 2.20% | 2.172% | 29.92035 | | N-2 | TPR | 52.406 | 8.60 | - | - | WW | - | BB+ | 11.62% | - | Uyhgr | CKEZ | - | 90-95 | 85 | 1.15% | 1.110% | 66.95675 | | J-3 | BYF | 24.521 | 5.38 | - | - | E | - | J+ | 70.63% | - | Yhgjb | UALC | - | 110-120 | 105 | 1.35% | 1.310% | 11.54056 | | H-1 | FUW | 6.312 | 4.93 | - | - | JJ | - | RR+ | 4.60% | - | Fshrs | Ketda | - | 240-250 | 230 | 3.01% | 2.972% | 85.72604 | | B-1 | VIX | 770.579 | 3.64 | - | - | OOO | - | AAA | 55.30% | - | Dqsra | ZABW | - | 70-75 | 65 | 0.94% | 0.910% | 207.00000 |
Tranche Comments B-1: First Pay: 2021-06-25; Registration: 144M/Ivj U;
N-2: First Pay: 2021-06-25; Registration: 144C/Wjx M;
J-3: First Pay: 2021-06-25; Registration: 144T/Ior M;
O-1: First Pay: 2021-06-25; Registration: 144O/Gni V;
H-1: First Pay: 2021-06-25; Registration: 144W/Yvd R;
Y-2: First Pay: 2021-06-25; Registration: 144X/Qtd N; Deal Comments Tfs Qpff Vbpjfmx 3.00 Pricing Speed 25% GJG xk 30% Gjxx |
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