| 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 |
|---|
| X-2 | MKJ | 4.921 | 7.56 | - | - | O- | - | PP- | 7.10% | - | Ojswy | M-Jnwsd | 470-480 | 465 | 465 | 7.17% | 8.727% | 44.57037 | | P-3 | EFF | 45.870 | 5.30 | - | - | I- | - | C+ | 7.70% | - | Fpcvm | Q-Ayqlq | 170a | 175 | 175 | 5.97% | 5.858% | 78.11746 | | F-1 | TFQ | 5.925 | 9.93 | - | - | LLL- | - | AAA+ | 1.10% | - | Favcp | R-Nibas | 230-235 | 230c | 230 | 6.39% | 6.377% | 27.30080 | | O-1 | IZC | 4.910 | 8.73 | - | - | MM- | - | YYY- | 9.25% | - | Knfgv | B-Ptjxg | 300e | 330 | 330 | 7.17% | 7.377% | 74.19524 | | X-2 | VFC | 71.949 | 5.80 | - | - | BB- | - | DD | 31.00% | - | Sslaa | O-Lykak | 155-160 | 160 | 160 | 5.82% | 5.708% | 46.34641 | | Y-1 | IQQ | 816.780 | 3.30 | - | - | JJJ | - | CCC | 13.38% | - | Rjagu | N-Mxlrd | 130-135 | 130-135 | 125 | 5.47% | 5.358% | 34.38545 |
Tranche Comments Y-1: First Pay: 2024-12-26; Registration: 144X/Dbd A;
X-2: First Pay: 2024-12-26; Registration: 144D/Plq H;
P-3: First Pay: 2024-12-26; Registration: 144C/Kyd Y;
F-1: First Pay: 2024-12-26; Registration: 144I/Aix F;
O-1: First Pay: 2024-12-26; Registration: 144G/Pne T;
X-2: First Pay: 2024-12-26; Registration: 144Q/Pcw J; Originator(s) HvfWvs SSJ, Jxvqrlsqb Jsqllqj SSJ Risk Retention XZ - Llhf BX/XK - Llh Pricing Speed 25% EAJ js jkv 20% Ukjrsiqf Jvkvwkjrsi |
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