| 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 |
|---|
| C-1 | PJF | 69.259 | 6.94 | - | - | JJJ | - | GGG+ | 4.20% | - | Rnxad | Ywtps | - | - | 160 | 2.44% | 2.411% | 54.24559 | | Q-2 | GWK | 9.520 | 4.56 | - | - | H | - | J+ | 2.38% | - | Nbchr | Ncdtc | - | - | 320 | 4.05% | 4.011% | 51.91469 | | R-1 | WZP | 3.972 | 2.44 | - | - | XX | - | VV+ | 9.30% | - | Iilic | Uvvjl | - | - | 255 | 3.40% | 3.361% | 37.63203 | | C-3 | JWO | 23.603 | 9.70 | - | - | W | - | B+ | 66.90% | - | Suwrx | Korfj | - | - | 110 | 1.52% | 1.471% | 80.78730 | | N-1 | YCU | 233.818 | 4.60 | - | - | KKK | - | TTT | 82.50% | - | Qwral | Htige | - | - | 75 | 1.16% | 1.121% | 81.52105 | | D-2 | OYE | 7.633 | 6.20 | - | - | PP | - | AA+ | 22.60% | - | Pysqt | Lfrpi | - | - | 95 | 1.36% | 1.321% | 16.97828 |
Tranche Comments N-1: First Pay: 2021-10-25; Registration: 144Y/Dnc P;
D-2: First Pay: 2021-10-25; Registration: 144L/Kzz D;
C-3: First Pay: 2021-10-25; Registration: 144J/Bzv M;
C-1: First Pay: 2021-10-25; Registration: 144N/Cyd A;
R-1: First Pay: 2021-10-25; Registration: 144D/Buo O;
Q-2: First Pay: 2021-10-25; Registration: 144N/Qet Y; Deal Comments Zck Rgjj Ayyicyv 2.00 Pricing Speed 25% TSY yr 30% Tcpp |
|
