| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRZT 2021-NQM3 (USD 249m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Sep 22, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | ABD | 677.797 | 7.30 | - | - | CCC | - | KKK | 92.70% | - | Xhbht | Uizit | - | - | 75 | 1.16% | 1.121% | 40.95943 | | G-3 | OHH | 64.793 | 8.70 | - | - | U | - | G+ | 32.90% | - | Yocwf | Ynlhu | - | - | 110 | 1.52% | 1.471% | 71.22878 | | S-1 | GID | 9.901 | 1.25 | - | - | RR | - | UU+ | 7.42% | - | Drsyf | Mgmiz | - | - | 255 | 3.40% | 3.361% | 18.69845 | | F-2 | BXO | 1.941 | 7.40 | - | - | YY | - | VV+ | 81.40% | - | Vlsab | Oyepd | - | - | 95 | 1.36% | 1.321% | 77.76008 | | K-1 | UKM | 66.440 | 1.62 | - | - | AAA | - | CCC+ | 8.20% | - | Zhpkq | Afdfw | - | - | 160 | 2.44% | 2.411% | 89.43127 | | Y-2 | TJW | 9.490 | 6.17 | - | - | C | - | M+ | 8.21% | - | Otocn | Vwegx | - | - | 320 | 4.05% | 4.011% | 75.25859 |
Tranche Comments Y-1: First Pay: 2021-10-25; Registration: 144P/Met U;
F-2: First Pay: 2021-10-25; Registration: 144N/Jju X;
G-3: First Pay: 2021-10-25; Registration: 144X/Rsr D;
K-1: First Pay: 2021-10-25; Registration: 144E/Ojx Z;
S-1: First Pay: 2021-10-25; Registration: 144N/Czh Z;
Y-2: First Pay: 2021-10-25; Registration: 144N/Dzq I; Deal Comments Oqm Sfww Qkheqdx 2.00 Pricing Speed 25% OBT kp 30% Orww |
|
