| 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 |
|---|
| H-2 | GWQ | 4.847 | 6.70 | - | - | FF | - | CC+ | 54.10% | - | Tfulh | Hjcbn | - | - | 95 | 1.36% | 1.321% | 59.38063 | | V-3 | VQO | 32.131 | 6.10 | - | - | G | - | K+ | 47.78% | - | Ahqns | Zbgeb | - | - | 110 | 1.52% | 1.471% | 60.68245 | | M-1 | HTV | 90.406 | 3.67 | - | - | XXX | - | BBB+ | 2.30% | - | Hglcu | Ertxv | - | - | 160 | 2.44% | 2.411% | 61.51859 | | T-1 | GKQ | 5.349 | 1.84 | - | - | SS | - | AA+ | 4.75% | - | Tmqan | Hgaub | - | - | 255 | 3.40% | 3.361% | 27.44778 | | K-1 | JYC | 978.662 | 9.10 | - | - | XXX | - | III | 75.70% | - | Akpfp | Dyngh | - | - | 75 | 1.16% | 1.121% | 63.92816 | | Y-2 | TOO | 4.570 | 2.80 | - | - | O | - | X+ | 2.66% | - | Qbrbd | Enomm | - | - | 320 | 4.05% | 4.011% | 21.43414 |
Tranche Comments K-1: First Pay: 2021-10-25; Registration: 144V/Pmh L;
H-2: First Pay: 2021-10-25; Registration: 144R/Xkj R;
V-3: First Pay: 2021-10-25; Registration: 144W/Gph H;
M-1: First Pay: 2021-10-25; Registration: 144E/Bje X;
T-1: First Pay: 2021-10-25; Registration: 144L/Ukb Q;
Y-2: First Pay: 2021-10-25; Registration: 144N/Wdz R; Deal Comments Qfg Zqhh Gekeflb 2.00 Pricing Speed 25% EDI eh 30% Ebnn |
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