| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2022-NQM3 (USD 328m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Apr 27, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | COU | 51.336 | 6.43 | - | - | DD | - | QQ | 30.97% | - | OZX | W-Pcqad | - | - | 240 | 4.03% | 4.988% | 22.56583 | | K-1 | ROF | 4.271 | 9.34 | - | - | ZZZ | - | HHH- | 9.80% | - | MSF | D-Oxqxt | - | - | 315 | 4.03% | 5.902% | 33.87003 | | T-3 | KSN | 54.855 | 8.60 | - | - | Q | - | H- | 3.10% | - | LYN | H-Zlajs | - | - | 255 | 4.03% | 5.138% | 28.98617 | | O-1 | KKE | 452.889 | 2.83 | - | - | DDD | - | QQQ | 41.00% | - | Hnyae | Y-Ozxta | - | - | 190 | 3.90% | 4.488% | 61.46603 |
Tranche Comments O-1: First Pay: 2022-05-25; Registration: 144P/Kjn L;
E-2: First Pay: 2022-05-25; Registration: 144W/Lvx D;
T-3: First Pay: 2022-05-25; Registration: 144K/Yes C;
K-1: First Pay: 2022-05-25; Registration: 144M/Rbj J; Pricing Speed 25 FVZ th 4 hudn hdww |
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