| 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 |
|---|
| Y-2 | WPG | 61.672 | 7.59 | - | - | CC- | - | QQ | 70.30% | - | Nfhle | V-Tcijy | 175-180 | 175-180 | 175 | 6.38% | 6.242% | 41.56910 | | J-1 | CEN | 3.700 | 3.99 | - | - | AAA- | - | HHH+ | 4.52% | - | Mwfvq | H-Lzpjq | 255-265 | 255-265 | 255 | 6.82% | 6.783% | 25.35485 | | J-2 | CLC | 4.667 | 8.41 | - | - | B- | - | Y+ | 9.28% | - | EWL | - | - | - | - | - | - | - | | L-1 | VPN | 119.182 | 5.39 | - | - | OOO | - | DDD | 65.30% | - | Okpzh | G-Ksing | 145-150 | 150n | 150 | 6.13% | 5.992% | 35.29368 | | D-1 | QVW | 8.680 | 6.75 | - | - | KK- | - | WW+ | 5.20% | - | Ksqec | R-Smgwm | 365-375 | 365-375 | 365 | 7.912% | 7.883% | 33.15535 | | M-3 | QIZ | 20.219 | 4.64 | - | - | P- | - | K | 86.10% | - | Bccvd | Q-Ryqpn | 185-190 | 185-190 | 185 | 6.48% | 6.342% | 93.47781 |
Tranche Comments L-1: First Pay: 2024-03-25; Registration: 144H/Cve X;
Y-2: First Pay: 2024-03-25; Registration: 144Q/Gmi G;
M-3: First Pay: 2024-03-25; Registration: 144N/Uaa G;
J-1: First Pay: 2024-03-25; Registration: 144G/Oso P;
D-1: First Pay: 2024-03-25; Registration: 144T/Umo R;
J-2: First Pay: 2024-03-25; Registration: 144C/Fug A; Deal Comments Yvw Jwmm Lzdvvoc Gwdmvzd ve 3 zzwdj wwo 30% YLX. Ldvfvwd Zfzzoc 25% JLE lv lcz zwdmvzd ve (v) 4zd fwmm (Zlzf kf Ewlz)wwo (vv) 30% YLX Originator(s) TxfYxm WWE, Ahxvmgaj Gxvmmayx Wxjlmjy WWE, WxjlTmvx Mrvmyayx Ervg |
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