| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2024-NQM2 (USD 706m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Sep 9, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | JTL | 34.768 | 8.80 | - | - | PP- | - | VVV- | 8.93% | - | Bahxy | G-Jbifn | 325-335 | 315-325 | 310 | 6.61% | 6.605% | 15.97052 | | S-3 | HLS | 67.557 | 9.76 | - | - | L- | - | L+ | 1.70% | - | Pggbs | I-Izrwp | 170b | 170 | 170 | 5.42% | 5.312% | 82.99758 | | H-2 | KJO | 49.922 | 4.59 | - | - | Z- | - | UU- | 2.18% | - | Dgskt | Q-Hpdyw | 475-500 | 500 | 500 | 7.66% | 8.505% | 42.26109 | | V-1 | TAS | 260.681 | 4.80 | - | - | YYY | - | FFF | 20.30% | - | Zphwl | G-Sdhfy | 135-140 | 140 | 140 | 5.12% | 5.012% | 28.18559 | | N-1 | QQD | 74.160 | 9.99 | - | - | FFF- | - | EEE+ | 1.18% | - | Rzbmd | P-Oitsz | 210m | 210r | 210 | 5.62% | 5.605% | 84.68858 | | T-2 | NKJ | 90.740 | 9.86 | - | - | FF- | - | TT+ | 79.70% | - | Efonh | X-Qkdjm | 160-165 | 165 | 165 | 5.37% | 5.262% | 69.65165 |
Tranche Comments V-1: First Pay: 2024-10-15; Registration: 144X/Uwj S;
T-2: First Pay: 2024-10-15; Registration: 144G/Zlj Z;
S-3: First Pay: 2024-10-15; Registration: 144I/Llc W;
N-1: First Pay: 2024-10-15; Registration: 144M/Jhi X;
F-1: First Pay: 2024-10-15; Registration: 144G/Usc V;
H-2: First Pay: 2024-10-15; Registration: 144D/Ywu I; Risk Retention AO - Flfx RA/AA - Flf Pricing Speed 25% TGJ so sth 20% Hxseougt Jhkhcxseou |
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