| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRZT 2021-INV2 (USD 440m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Dec 2, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-9 | QTT | 43.000 | 14.53 | Xii | - | - | - | III | 29.00% | - | Abfjk | Itmmx | - | 105-110 | 110 | 2.50% | 2.649% | 15.81612 | | U-11 | FFG | 535.444 | 6.42 | Hyy | - | - | - | III | 62.00% | - | Jcpyjtau | BMLI | - | 90-95 | 95 | UDBF+95 | - | 27.23415 | | P-4 | AGI | 46.552 | 8.86 | Yy1 | - | - | - | VVV | 5.60% | - | Rylhj | - | - | <20-28> xb E-2 | <2-24> is YPCS 2.50 | 2.50% | 2.579% | 26.12053 | | E-7 | UAL | 48.111 | 6.24 | Rnn | - | - | - | EEE | 77.00% | - | Lpgts | - | - | <2-14> aqpa ge LH 2.50 | <2-12> eo YW 2.50 | 2.50% | 1.963% | 829.90412 | | P-2 | OHT | 983.246 | 7.39 | Huu | - | - | - | GGG | 97.00% | - | Uoogm | - | - | <2-04>-<2-07> xw JMOI 2.50 | <2-04> cu JUYB 2.50 | 2.50% | 2.430% | 874.36496 |
Tranche Comments P-2: Registration: 144K/Pia T;
P-4: Registration: 144E/Rdm D;
E-7: Registration: 144D/Xbu T;
Z-9: Registration: 144E/Owd R;
U-11: Registration: 144B/Zbo Y; |
|
