| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRZT 2021-INV1 (USD 296m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Aug 12, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V4 | TCI | 44.679 | 6.15 | Ug1 | - | - | - | YYY | 7.10% | - | Lvrth | - | - | <0-20> NR A2 | <0-20> WC V2 | - | 2.105% | 950.80245 | | R6 | JIW | 78.000 | 5.12 | Wcc | - | - | - | VVV | 75.00% | - | Ishgw | - | - | <2-02> BE FI 2.5m Kvcp XBL | <2-02> RZ OH 2.5u Bkhs URD | - | 1.435% | 344.74168 | | W8 | ZWX | 88.000 | 29.30 | Xtt | - | - | - | AAA | 58.00% | - | Mrvbd | Bxexw | - | 95 | 95 | - | 2.364% | 662.43436 | | D2 | TMC | 723.241 | 9.49 | Iff | - | - | - | JJJ | 80.00% | - | Sfxnl | - | - | <1-14> CB LVVCP 2.5g Pxek BCS | <1-14> VB DOOVI 2.5g Inye YVF | - | 1.963% | 399.60358 |
Tranche Comments D2: Registration: 144G Qzmz;
R6: Registration: 144I Dmlm;
W8: Registration: 144B Rnqj;
V4: Registration: 144J Tkdv; |
|
