| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRMLT 2024-NQM3 (USD 265m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Dec 4, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | CMF | 58.553 | 3.90 | - | - | P- | - | E+ | 7.70% | - | Nnloa | R-Nsgtb | 170n | 175 | 175 | 5.97% | 5.858% | 20.10882 | | B-2 | NGX | 3.132 | 1.99 | - | - | L- | - | UU- | 8.90% | - | Qmjve | B-Ebcze | 470-480 | 465 | 465 | 7.17% | 8.727% | 62.59816 | | F-1 | OBP | 1.340 | 7.95 | - | - | PP- | - | MMM- | 3.44% | - | Jtyws | M-Mlibx | 300p | 330 | 330 | 7.17% | 7.377% | 16.86023 | | T-2 | RWE | 21.325 | 7.40 | - | - | TT- | - | LL | 72.00% | - | Pgbbw | M-Blwns | 155-160 | 160 | 160 | 5.82% | 5.708% | 44.13204 | | D-1 | WLX | 7.192 | 5.52 | - | - | HHH- | - | RRR+ | 8.50% | - | Owobl | R-Npufd | 230-235 | 230d | 230 | 6.39% | 6.377% | 87.35406 | | X-1 | UMQ | 852.600 | 1.50 | - | - | RRR | - | BBB | 83.13% | - | Lipko | E-Mafgn | 130-135 | 130-135 | 125 | 5.47% | 5.358% | 71.26095 |
Tranche Comments X-1: First Pay: 2024-12-26; Registration: 144Y/Buo U;
T-2: First Pay: 2024-12-26; Registration: 144T/Npz U;
L-3: First Pay: 2024-12-26; Registration: 144N/Rre J;
D-1: First Pay: 2024-12-26; Registration: 144Q/Ivq G;
F-1: First Pay: 2024-12-26; Registration: 144U/Fkm W;
B-2: First Pay: 2024-12-26; Registration: 144Q/Yox H; Originator(s) OzvWzw VVR, Rwvlktzxf Svxqtxj VVR Risk Retention CI - Ttfv SC/CY - Ttf Pricing Speed 25% LLT xo xhw 20% Iwxoosnx Twvwdwxoos |
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