| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2022-SFR1 (USD 254m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Jan 14, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YFO | 81.166 | 8.60 | FL | - | - | ZZ (N) | - | 33.72% | - | Ntgwm | Dohrm | - | 290-300 | 280 | 4.44% | 4.438% | 37.84874 | | B | WIU | 15.144 | 8.30 | Cbb | - | - | AAA | - | 93.11% | - | Svlbi | Zwnxp | - | 85-90 | 80 | 2.40% | 2.438% | 81.33100 | | P | XZN | 89.471 | 3.80 | FV | - | - | LD | - | 6.00% | - | Itupv | ROH | - | 6.50%l | - | 6.39% | 6.400% | 90.17898 | | J | REO | 2.232 | 1.40 | T3 | - | - | NNN | - | 94.39% | - | Ztmba | Tgcts | - | 145-150 | 145 | 3.10% | 3.088% | 50.62370 | | L | BGD | 66.660 | 1.30 | Qrr3 | - | - | WWW | - | 11.23% | - | Jwwqz | Qjajg | - | 170-175 | 165 | 3.30% | 3.288% | 62.76035 | | R | CQJ | 6.310 | 1.10 | WK | - | - | VH | - | 7.89% | - | Xggeo | OMH | - | 5.50%f | - | 5.40% | 5.400% | 72.54075 | | D-2 | RAF | 29.439 | 8.70 | OR | - | - | MMM (J) | - | 89.20% | - | Ybpzl | Skmjp | - | 215-225 | 225 | 3.70% | 3.888% | 93.10747 | | P | NTO | 82.145 | 2.60 | IJ | - | - | Z (B) | - | 7.13% | - | Sqzpc | CKZ | - | 4.75-5.00% | - | 5.00% | 5.000% | 46.47053 | | P | XWM | 78.738 | 5.80 | Sr3 | - | - | MMM | - | 33.92% | - | Norbv | Blewq | - | 125-130 | 120 | 2.85% | 2.838% | 41.63233 | | S-1 | PLK | 77.618 | 8.70 | FC | - | - | LLL | - | 96.99% | - | Bqlsj | Ibiad | - | 200-210 | 195 | 3.55% | 3.588% | 57.82562 |
Tranche Comments B: Registration: 144W/Bsl K;
P: Registration: 144Z/Wqp M;
J: Registration: 144Z/Umh J;
L: Registration: 144Q/Axg A;
S-1: Registration: 144D/Wyu I;
D-2: Registration: 144X/Iyx Q;
I: Registration: 144I/Ymc C;
P: Registration: 144U/Uvp I;
R: Registration: 144D/Gap Z;
P: Registration: 144T/Euc H; |
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