| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2022-NQM1 (USD 249m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Jan 24, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | LEC | 65.394 | 8.49 | - | - | UU | - | OO+ | 34.86% | - | Xcqtd | Ynqfp | - | - | 145 | 3.00% | 2.963% | 27.62588 | | P-1 | VBA | 3.681 | 7.46 | - | - | VVV | - | QQQ+ | 7.93% | - | Jhmxv | Qqrfn | - | - | 205 | 3.60% | 3.563% | 296.00000 | | Y-2 | CWF | 2.205 | 2.58 | - | - | K | - | U+ | 8.14% | - | Cfoql | Yryuv | - | - | 400 | 3.87% | 5.513% | 49.13980 | | Q-1 | FUQ | 368.909 | 8.99 | - | - | SSS | - | RRR | 67.50% | - | Vtpjm | QLQQ | - | - | 110 | 2.28% | 2.205% | 97.20443 | | G-3 | HAN | 78.798 | 7.29 | - | - | E | - | N+ | 50.10% | - | Paptg | Qqwhh | - | - | 172 | 3.27% | 3.233% | 62.17404 | | L-1 | RBQ | 6.496 | 2.63 | - | - | ZZ | - | MM+ | 6.23% | - | Vanlu | Mnmdg | - | - | 300 | 3.87% | 4.513% | 13.71193 |
Tranche Comments Q-1: First Pay: 2022-02-25; Registration: 144U/Ult X;
M-2: First Pay: 2022-02-25; Registration: 144V/Djl G;
G-3: First Pay: 2022-02-25; Registration: 144W/Jdy K;
P-1: First Pay: 2022-02-25; Registration: 144G/Zch D;
L-1: First Pay: 2022-02-25; Registration: 144Z/Quf N;
Y-2: First Pay: 2022-02-25; Registration: 144W/Wzd U; Pricing Speed 25% JII yy yqc 30% Ocycysyy Icsckcycys |
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