| 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 |
|---|
| A-1 | RXG | 938.499 | 6.56 | - | - | III | - | KKK | 38.20% | - | Jgufv | GIMK | - | 70-75 | 65 | 0.94% | 0.910% | 973.00000 | | A-2 | FGX | 7.508 | 8.82 | - | - | H | - | I+ | 1.88% | - | Pcken | Xbcgu | - | 335-350 | 325 | 3.96% | 3.922% | 41.26429 | | R-2 | ZRJ | 96.132 | 2.31 | - | - | RR | - | PP+ | 51.17% | - | Mowpo | JISX | - | 90-95 | 85 | 1.15% | 1.110% | 36.74332 | | C-1 | RCD | 75.572 | 5.87 | - | - | DDD | - | PPP+ | 91.10% | - | Ugvob | Etdkx | - | 150-160 | 150 | 2.20% | 2.172% | 42.22873 | | Y-1 | FXU | 2.806 | 1.81 | - | - | PP | - | XX+ | 7.30% | - | Ising | Pmzbk | - | 240-250 | 230 | 3.01% | 2.972% | 54.79766 | | T-3 | BNE | 35.937 | 6.55 | - | - | B | - | I+ | 24.73% | - | Loqas | KVDG | - | 110-120 | 105 | 1.35% | 1.310% | 77.81306 |
Tranche Comments A-1: First Pay: 2021-06-25; Registration: 144T/Cpn T;
R-2: First Pay: 2021-06-25; Registration: 144B/Kym L;
T-3: First Pay: 2021-06-25; Registration: 144O/Lwf S;
C-1: First Pay: 2021-06-25; Registration: 144Q/Vhd T;
Y-1: First Pay: 2021-06-25; Registration: 144U/Juc I;
A-2: First Pay: 2021-06-25; Registration: 144I/Wix D; Deal Comments Ylg Rkhh Azcllja 3.00 Pricing Speed 25% MNW pp 30% Msbb |
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