| 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 |
|---|
| D-1 | RRI | 66.293 | 2.45 | - | - | EE- | - | UU+ | 2.20% | - | EAI | V-Qfgct | 450-460 | - | 460 | 7.64% | 9.307% | 10.30207 | | I-1J | YGL | 83.487 | 9.55 | - | - | GGG | - | NNN | 26.85% | - | Dtnzn | U-Ehnqr | - | - | - | - | - | - | | H-1 | AUM | 65.523 | 8.40 | - | - | MMM- | - | EEE | 8.12% | - | GUV | U-Rbyrh | 300-310 | - | 310 | 7.64% | 7.807% | 59.70322 | | H-1H | ZSV | 305.776 | 8.13 | - | - | III | - | TTT | 56.00% | - | Tcrxv | L-Wngml | 170 | - | 170 | 6.86% | 6.719% | 66.32451 | | F-3 | ZWQ | 67.571 | 9.58 | - | - | J- | - | V- | 12.70% | - | Hbsqc | H-Pzgdj | 220-225 | - | 230 | 7.47% | 7.319% | 17.34528 | | D-2 | TAF | 15.100 | 8.15 | - | - | Q- | - | Z+ | 4.10% | - | IPX | L-Mnpoc | 650-675 | - | 675 | 7.64% | 11.457% | 80.60510 | | F-2 | XIB | 39.254 | 1.69 | - | - | YY- | - | XX- | 63.92% | - | Vzhkl | B-Rtari | 205-210 | - | 215 | 7.32% | 7.169% | 10.99671 |
Tranche Comments H-1H: First Pay: 2023-10-25; Registration: 144W/Cze F;
I-1J: First Pay: 2023-10-25; Registration: 144U/Oxc X;
F-2: First Pay: 2023-10-25; Registration: 144E/Ouz B;
F-3: First Pay: 2023-10-25; Registration: 144G/Ase C;
H-1: First Pay: 2023-10-25; Registration: 144M/Ppk Y;
D-1: First Pay: 2023-10-25; Registration: 144I/Pqq H;
D-2: First Pay: 2023-10-25; Registration: 144D/Eiq R; Deal Comments Muj-Lhmm Mwuuubp Hhumuwu up 3 cwhuy hjb 30% DMQ Originator(s) Qfkiuly Yqsl Cqffo Sff, WlsClh CCQ fff Qfoqkl Wqyqbfbl Qqym (fuf Dbflklyfql Qfmiqfk) Pricing Speed 25% GKI tl 4 oogh mgii (atok lk igto) |
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