| 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 |
|---|
| J-1 | GSF | 61.234 | 9.45 | - | - | QQQ | - | CCC+ | 3.40% | - | Ziulh | Yxqus | - | - | 160 | 2.44% | 2.411% | 12.41737 | | E-3 | OYN | 85.205 | 3.90 | - | - | B | - | N+ | 96.77% | - | Gpqlm | Eczio | - | - | 110 | 1.52% | 1.471% | 14.36515 | | L-1 | FTE | 9.969 | 9.82 | - | - | KK | - | WW+ | 6.12% | - | Wfotz | Oeues | - | - | 255 | 3.40% | 3.361% | 98.31136 | | I-1 | BJO | 450.715 | 7.10 | - | - | UUU | - | BBB | 27.70% | - | Uqzsp | Beeuz | - | - | 75 | 1.16% | 1.121% | 10.93803 | | I-2 | IWQ | 3.550 | 4.33 | - | - | Y | - | J+ | 2.56% | - | Nlmxb | Oxona | - | - | 320 | 4.05% | 4.011% | 88.73672 | | M-2 | ZGZ | 2.618 | 8.70 | - | - | DD | - | WW+ | 55.60% | - | Dmyrw | Zqazu | - | - | 95 | 1.36% | 1.321% | 86.14840 |
Tranche Comments I-1: First Pay: 2021-10-25; Registration: 144Z/Nzf O;
M-2: First Pay: 2021-10-25; Registration: 144H/Kxh F;
E-3: First Pay: 2021-10-25; Registration: 144I/Irg Z;
J-1: First Pay: 2021-10-25; Registration: 144C/Pix C;
L-1: First Pay: 2021-10-25; Registration: 144K/Usv X;
I-2: First Pay: 2021-10-25; Registration: 144Q/Qda X; Deal Comments Iuq Mhww Annmutg 2.00 Pricing Speed 25% UBT pn 30% Uoyy |
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