C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
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T-1 | QQN | 179.989 | 7.82 | - | - | ZZZ | - | YYY | 34.25% | - | Ivwfz | W-Aktjo | - | - | 230 | 5.00% | 5.055% | 21.22979 | M-3 | YSF | 69.296 | 1.87 | - | - | G | - | M- | 5.91% | - | Gnxkf | G-Jpmzm | - | - | 385 | 5.00% | 6.605% | 59.14549 | P-2 | XRQ | 62.312 | 7.28 | - | - | GG+ | - | YY | 50.32% | - | Nirhd | B-Zqrnk | - | - | 335 | 5.00% | 6.105% | 37.60571 |
Tranche Comments T-1: First Pay: 2022-07-25; Registration: 144H/Npl B;
P-2: First Pay: 2022-07-25; Registration: 144X/Eom C;
M-3: First Pay: 2022-07-25; Registration: 144X/Bve Q; Pricing Speed 25% BTO sb svt 4 tw Bmuu |
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