| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2022-NQM4 (USD 249m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Jul 1, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | OFW | 964.193 | 1.64 | - | - | III | - | QQQ | 46.38% | - | Ckgjv | I-Fgtbp | - | - | 230 | 5.00% | 5.055% | 64.44068 | | K-2 | LUY | 55.422 | 9.69 | - | - | EE+ | - | CC | 24.98% | - | Zuzcy | B-Hlncd | - | - | 335 | 5.00% | 6.105% | 16.36342 | | E-3 | ZQP | 67.183 | 1.74 | - | - | H | - | Z- | 1.68% | - | Ncyfo | J-Huwpz | - | - | 385 | 5.00% | 6.605% | 68.24588 |
Tranche Comments D-1: First Pay: 2022-07-25; Registration: 144K/Aza M;
K-2: First Pay: 2022-07-25; Registration: 144F/Dlw F;
E-3: First Pay: 2022-07-25; Registration: 144Y/Xbs G; Pricing Speed 25% IBC qn qcg 4 bt Itxx |
|
