| 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 |
|---|
| P-1 | QVC | 51.399 | 3.44 | - | - | QQQ- | - | VVV+ | 4.66% | - | Xfoki | U-Xqqgi | 210t | 210m | 210 | 5.62% | 5.605% | 62.61735 | | A-1 | EZC | 13.583 | 1.33 | - | - | GG- | - | PPP- | 6.12% | - | Xwlod | L-Lkdmw | 325-335 | 315-325 | 310 | 6.61% | 6.605% | 94.28653 | | F-2 | HFE | 14.710 | 4.92 | - | - | CC- | - | BB+ | 61.40% | - | Zgjrt | P-Mchjz | 160-165 | 165 | 165 | 5.37% | 5.262% | 22.31728 | | F-2 | MRS | 33.137 | 1.48 | - | - | U- | - | XX- | 6.77% | - | Daryz | R-Bfdlr | 475-500 | 500 | 500 | 7.66% | 8.505% | 99.23995 | | C-1 | JAO | 531.549 | 6.41 | - | - | VVV | - | UUU | 46.80% | - | Hbvei | F-Fsiqt | 135-140 | 140 | 140 | 5.12% | 5.012% | 49.86033 | | M-3 | VSG | 27.275 | 6.46 | - | - | J- | - | D+ | 7.30% | - | Hoiqw | F-Sjvbv | 170q | 170 | 170 | 5.42% | 5.312% | 75.69740 |
Tranche Comments C-1: First Pay: 2024-10-15; Registration: 144W/Edc V;
F-2: First Pay: 2024-10-15; Registration: 144U/Hif T;
M-3: First Pay: 2024-10-15; Registration: 144A/Ezh F;
P-1: First Pay: 2024-10-15; Registration: 144E/Aph S;
A-1: First Pay: 2024-10-15; Registration: 144Q/Ivg Z;
F-2: First Pay: 2024-10-15; Registration: 144N/Axq X; Risk Retention QX - Mrgt RQ/QM - Mrg Pricing Speed 25% CUL is iri 20% Vxipsnic Liniwxipsn |
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