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 Z-2 RJT 26.131 2.20 - - TT- - WW 14.00% - Qtwpb X-Mnhmx 155-160 160 160 5.82% 5.708% 49.43147 J-3 CAG 16.208 9.70 - - G- - S+ 8.40% - Fvfcd V-Xwrab 170a 175 175 5.97% 5.858% 28.14364 E-1 UKB 8.350 1.79 - - OO- - HHH- 9.43% - Ykjka O-Bzacl 300u 330 330 7.17% 7.377% 37.34728 B-2 NQN 7.159 8.21 - - J- - YY- 1.40% - Vgvyn I-Fdbcs 470-480 465 465 7.17% 8.727% 86.69778 Z-1 UOW 839.800 4.30 - - YYY - BBB 77.81% - Ggvlb J-Vjmpr 130-135 130-135 125 5.47% 5.358% 95.83338 P-1 GWT 5.230 4.90 - - PPP- - GGG+ 3.50% - Evtiw A-Bmnjg 230-235 230p 230 6.39% 6.377% 29.86309
Tranche Comments
Z-1: First Pay: 2024-12-26; Registration: 144G/Pji K;
Z-2: First Pay: 2024-12-26; Registration: 144N/Mtx R;
J-3: First Pay: 2024-12-26; Registration: 144Z/Nrm S;
P-1: First Pay: 2024-12-26; Registration: 144W/Mej U;
E-1: First Pay: 2024-12-26; Registration: 144A/Moi I;
B-2: First Pay: 2024-12-26; Registration: 144E/Tjo S;
Originator(s)
ItpKty EEO, Ojbvrpqja Ofjzpje EEO
Risk Retention
NN - Hwsz TN/NT - Hws
Pricing Speed
25% ASV og oqs 20% Mvoqggfu Vsossvoqgg
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