| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2022-NQM2 (USD 341m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Mar 3, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | PUS | 64.291 | 2.26 | - | - | WW | - | QQ+ | 16.30% | - | Uywrv | Ycbdc | - | - | 185 | 3.70% | 3.660% | 48.39078 | | M-1 | MYH | 26.470 | 4.56 | - | - | YYY | - | HHH- | 1.36% | - | Twjso | Qfegy | - | - | 265 | 3.89% | 4.460% | 47.72941 | | Y-3 | JIK | 23.182 | 5.49 | - | - | N | - | R- | 3.20% | - | Fwmfn | Fuxiv | - | - | 210 | 3.89% | 3.910% | 76.80021 | | C-1 | JND | 9.900 | 6.60 | - | - | JJ | - | PP | 1.10% | - | Hsilk | Ibewf | - | - | 375 | 3.89% | 5.560% | 63.19384 | | E-1 | KYQ | 603.915 | 8.48 | - | - | AAA | - | CCC | 78.30% | - | Uilro | RTAT | - | - | 150 | 3.08% | 3.193% | 36.74517 | | R-2 | AUB | 4.700 | 3.51 | - | - | Q | - | Z- | 2.78% | - | Egcqq | Xxazh | - | - | 475 | 3.89% | 6.560% | 20.84915 |
Tranche Comments E-1: First Pay: 2022-03-25; Registration: 144Z/Dxo R;
Q-2: First Pay: 2022-03-25; Registration: 144T/Hcd C;
Y-3: First Pay: 2022-03-25; Registration: 144T/Kjg S;
M-1: First Pay: 2022-03-25; Registration: 144D/Gtc L;
C-1: First Pay: 2022-03-25; Registration: 144X/Moc G;
R-2: First Pay: 2022-03-25; Registration: 144W/Hxz E; Pricing Speed 25 VAI br bes 30% Btbzrgey Isysztbzrg |
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