| 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 |
|---|
| M-1 | ECC | 2.801 | 9.45 | - | - | ZZ | - | WW+ | 4.90% | - | Dljlx | Lzcrg | - | 240-250 | 230 | 3.01% | 2.972% | 59.86974 | | Q-1 | AFA | 24.846 | 9.85 | - | - | TTT | - | JJJ+ | 56.40% | - | Xlvbs | Wjziq | - | 150-160 | 150 | 2.20% | 2.172% | 66.75860 | | P-3 | QSX | 10.868 | 3.71 | - | - | M | - | F+ | 78.82% | - | Rltzr | ZLGK | - | 110-120 | 105 | 1.35% | 1.310% | 93.56956 | | G-2 | AJW | 95.175 | 7.34 | - | - | AA | - | OO+ | 96.67% | - | Opgzh | BDIW | - | 90-95 | 85 | 1.15% | 1.110% | 52.53529 | | W-2 | NGB | 8.933 | 7.65 | - | - | Y | - | N+ | 2.16% | - | Zpusr | Bdxie | - | 335-350 | 325 | 3.96% | 3.922% | 13.82000 | | N-1 | CHO | 288.365 | 7.77 | - | - | OOO | - | HHH | 64.80% | - | Vykhw | YBEM | - | 70-75 | 65 | 0.94% | 0.910% | 773.00000 |
Tranche Comments N-1: First Pay: 2021-06-25; Registration: 144L/Jse Q;
G-2: First Pay: 2021-06-25; Registration: 144K/Nfm Q;
P-3: First Pay: 2021-06-25; Registration: 144X/Qpj U;
Q-1: First Pay: 2021-06-25; Registration: 144D/Wsm A;
M-1: First Pay: 2021-06-25; Registration: 144H/Jug N;
W-2: First Pay: 2021-06-25; Registration: 144A/Bhw I; Deal Comments Hmy Ipgg Unmcmcw 3.00 Pricing Speed 25% DEX xj 30% Dpcc |
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