C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | NRMLT 2024-RTL2 (USD 408m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Sep 17, 2024 | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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N1 | JSI | 832.000 | 9.90 | - | - | - | Q (X) | - | 46.00% | - | Nyapy | L-Rocdd | 205-215 | 205g | 205 | 5.44% | 5.506% | 53.43667 | O1 | WCQ | 50.100 | 5.60 | - | - | - | TT (V) | - | 1.90% | - | FJJ | - | 410-430 | 8.00%f | - | - | 8.000% | 89.62668 | Z2 | OCV | 87.700 | 5.30 | - | - | - | MMM (X) | - | 24.90% | - | Rjukm | J-Uplah | 240-255 | 240j | 240 | 5.79% | 5.856% | 30.82385 |
Tranche Comments N1: Registration: 144V/Qdg L;
Z2: Registration: 144G/Cra Q;
O1: Registration: 144X/Emg Y; Originator(s) Eogowow Mwjoxwt TTM Risk Retention ZV - Wzmr NZ - Wzm |
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