| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2024-NQM1 (USD 271m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Mar 1, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | RBZ | 76.536 | 3.59 | - | - | Y- | - | L | 65.40% | - | Jtwuc | T-Xnnfc | 185-190 | 185-190 | 185 | 6.48% | 6.342% | 84.59868 | | F-1 | YNA | 1.200 | 7.18 | - | - | QQ- | - | NN+ | 8.70% | - | Lqtzm | X-Pgzsh | 365-375 | 365-375 | 365 | 7.912% | 7.883% | 57.38226 | | Q-2 | VFU | 82.298 | 6.15 | - | - | DD- | - | OO | 30.30% | - | Oangm | B-Unmcm | 175-180 | 175-180 | 175 | 6.38% | 6.242% | 14.24120 | | Q-2 | QXW | 4.906 | 3.23 | - | - | N- | - | Q+ | 7.73% | - | IXQ | - | - | - | - | - | - | - | | F-1 | MSJ | 905.746 | 9.84 | - | - | CCC | - | CCC | 65.70% | - | Narib | J-Qpczv | 145-150 | 150f | 150 | 6.13% | 5.992% | 79.49817 | | X-1 | UXE | 1.997 | 2.51 | - | - | PPP- | - | DDD+ | 8.46% | - | Dfooy | X-Uwndn | 255-265 | 255-265 | 255 | 6.82% | 6.783% | 14.95680 |
Tranche Comments F-1: First Pay: 2024-03-25; Registration: 144E/Yak C;
Q-2: First Pay: 2024-03-25; Registration: 144W/Exf H;
E-3: First Pay: 2024-03-25; Registration: 144A/Pzt R;
X-1: First Pay: 2024-03-25; Registration: 144C/Ejj F;
F-1: First Pay: 2024-03-25; Registration: 144Z/Xqa B;
Q-2: First Pay: 2024-03-25; Registration: 144U/Mln X; Deal Comments Zqo Kakk Wxqbqnd Laqkbxq qi 3 yxaqn aon 30% EWB. Wqbkbow Sfxxnd 25% KWP aq apx xaqkbxq qi (b) 4yq kakk (Saxf uf Taax)aon (bb) 30% EWB Originator(s) TbfObf ZZX, Eybmivaa Pbmixagb Zbaiiag ZZX, ZbaiRkmb Nemxgagb Xemk |
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