| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2022-SFR2 (USD 333m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Aug 3, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KEG | 33.381 | 1.70 | B3 | - | - | K (L) | - | 72.88% | - | Vfoix | U-Jcsic | - | - | 270 | 3.75% | 5.595% | 50.51328 | | G | APY | 85.768 | 8.90 | Koo3 | - | - | R (M) | - | 63.70% | - | Qchkv | L-Qsyay | - | - | 320 | 4.00% | 6.095% | 82.65560 | | G-2 | JFG | 7.531 | 1.40 | SV | - | - | NNN (M) | - | 54.67% | - | Bjucz | S-Ezaur | - | - | 520 | 4.00% | 8.095% | 24.56816 | | C | QYG | 49.500 | 6.30 | DO | - | - | RR (D) | - | 85.66% | - | Estut | N-Rntxi | - | - | 650 | 4.00% | 9.395% | 80.77222 | | W | JMC | 13.914 | 2.70 | Up3 | - | - | II (C) | - | 78.42% | - | Ojzmb | O-Yiajb | - | - | 240 | 3.75% | 5.295% | 66.58948 | | I-1 | WLN | 10.998 | 5.60 | CM | - | - | HHH | - | 72.15% | - | Jvjsb | Y-Aowof | - | - | 445 | 4.00% | 7.345% | 71.97590 | | X | WGO | 357.471 | 5.80 | Fbb | - | - | OOO | - | 23.90% | - | Plkyo | F-Plsfc | - | - | 165 | 3.75% | 4.545% | 83.28624 | | T | TSK | 18.567 | 9.20 | FU | - | - | PB | - | 3.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments X: First Pay: 2022-09-13; Registration: 144L/Dsg J;
W: First Pay: 2022-09-13; Registration: 144Y/Ins A;
P: First Pay: 2022-09-13; Registration: 144E/Okr N;
G: First Pay: 2022-09-13; Registration: 144I/Vrv U;
I-1: First Pay: 2022-09-13; Registration: 144E/Hwu H;
G-2: First Pay: 2022-09-13; Registration: 144J/Ncf V;
C: First Pay: 2022-09-13; Registration: 144K/Zyf U;
T: First Pay: 2022-09-13; Registration: 144X/Hrf W; |
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