| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2023-NQM1 (USD 645m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Sep 29, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | WLF | 36.947 | 3.89 | - | - | XXX- | - | KKK | 8.93% | - | LSD | K-Ofgsk | 300-310 | - | 310 | 7.64% | 7.807% | 23.51352 | | O-2 | PPR | 34.580 | 7.73 | - | - | Z- | - | S+ | 4.90% | - | JEP | S-Wqdwb | 650-675 | - | 675 | 7.64% | 11.457% | 69.10880 | | I-1T | QNL | 50.859 | 4.31 | - | - | XXX | - | CCC | 45.48% | - | Xzwxt | Q-Altlr | - | - | - | - | - | - | | R-1 | HCO | 19.959 | 7.21 | - | - | XX- | - | MM+ | 2.50% | - | RWL | T-Vsncl | 450-460 | - | 460 | 7.64% | 9.307% | 81.95630 | | K-1K | EEJ | 671.121 | 8.83 | - | - | DDD | - | BBB | 67.00% | - | Icjeu | B-Xtxbl | 170 | - | 170 | 6.86% | 6.719% | 53.99431 | | C-3 | PUR | 92.461 | 3.93 | - | - | M- | - | F- | 80.50% | - | Pmuub | E-Jncsf | 220-225 | - | 230 | 7.47% | 7.319% | 27.88037 | | L-2 | PCQ | 67.838 | 5.85 | - | - | JJ- | - | HH- | 46.75% | - | Qtcjl | U-Iasmd | 205-210 | - | 215 | 7.32% | 7.169% | 49.36689 |
Tranche Comments K-1K: First Pay: 2023-10-25; Registration: 144A/Mou V;
I-1T: First Pay: 2023-10-25; Registration: 144D/Fjp Y;
L-2: First Pay: 2023-10-25; Registration: 144N/Fhc A;
C-3: First Pay: 2023-10-25; Registration: 144B/Jfr U;
O-1: First Pay: 2023-10-25; Registration: 144C/Lmn Z;
R-1: First Pay: 2023-10-25; Registration: 144N/Hlp L;
O-2: First Pay: 2023-10-25; Registration: 144U/Dde K; Deal Comments Szw-Zxcc Xjjwzdg Mxjcwjj zh 3 gjxjo xwd 30% AXF Originator(s) Xuhabfq Vorf Zoujf Ljf, HfrFfz ZZX ujd Xufzhf Koqzuuuf Xoqv (dbu Pdffhfquzf Xuvazuh) Pricing Speed 25% NKV kt 4 gzxb oxxx (rkze oe yxkz) |
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