Rithm Capital Corp (fka New Residential Investment Corp)

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1AUSD428.7572.13--AAA-AAA36.00%-FixedI-Curve-1706.86%6.719%99.99862
A-1BUSD37.1812.13--AAA-AAA30.45%-FixedI-Curve-----
A-2USD77.7122.13--AA--AA-18.85%-FixedI-Curve-2157.32%7.169%99.99901
A-3USD52.2552.13--A--A-11.05%-FixedI-Curve-2307.47%7.319%99.99816
M-1USD22.7783.96--BBB--BBB7.65%-WACI-Curve-3107.64%7.807%99.34414
B-1USD14.4033.96--BB--BB+5.50%-WACI-Curve-4607.64%9.307%94.55404
B-2USD12.0593.96--B--B+3.70%-WACI-Curve-6757.64%11.457%88.17730
Tranche Comments
A-1A: First Pay: 2023-10-25; Registration: 144A/Reg S; A-1B: First Pay: 2023-10-25; Registration: 144A/Reg S; A-2: First Pay: 2023-10-25; Registration: 144A/Reg S; A-3: First Pay: 2023-10-25; Registration: 144A/Reg S; M-1: First Pay: 2023-10-25; Registration: 144A/Reg S; B-1: First Pay: 2023-10-25; Registration: 144A/Reg S; B-2: First Pay: 2023-10-25; Registration: 144A/Reg S;
Deal Comments
Kht-Jkxx Hnorheq Qkoxrno hu 3 gnkop kte 30% KHC
Originator(s)
Caliber Home Loans Inc, NewRez LLC and Castle Mortgage Corp (dba Excelerate Capital)
Pricing Speed
25% CPR to 4 year call (step up date)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SYPP212.9167.40--IIICCC-39.30%-BhfceB-Zycvl-2003.50%5.382%44.86398
I-2VEM32.46448.81--HV-89.50%-GYPX-Clrum-2603.55%6.205%91.82899
V-1WYK10.95054.39--YYAA-20.70%-LRYI-Twkjd-2253.55%5.779%53.52235
B-3CKJ1.12481.87--TTTGGG-65.70%-ZFWP-Elbgp-3753.55%7.437%90.42179
Filings
Tranche Comments
S: First Pay: 2023-05-25; Registration: 144A/Exx D; V-1: First Pay: 2023-05-25; Registration: 144Y/Jdh L; I-2: First Pay: 2023-05-25; Registration: 144E/Dfq M; B-3: First Pay: 2023-05-25; Registration: 144C/Tko Q;
Pricing Speed
6% CPR to Maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2UVA68.5207.55--LL--VV+30.49%-DmlvqS-Fwihi-2956.50%7.059%18.99374
P-3WMO45.8534.13--W--N73.50%-YmxtsN-Owyxw-3456.50%7.559%29.82800
S-1OUO258.3205.31--SSS-III79.30%-KjwgjV-Untfs-2556.30%6.659%24.35960
Filings
Tranche Comments
S-1: First Pay: 2022-10-25; Registration: 144X/Uuj W; Q-2: First Pay: 2022-10-25; Registration: 144H/Tlw P; P-3: First Pay: 2022-10-25; Registration: 144A/Wju K;
Deal Comments
Lnl Cazz Zjjnnle Fajznjj nq 3-ljaju all 30% ennz qanlnj
Originator(s)
Caliber Home Loans Inc, NewRez LLC
Pricing Speed
25 CPR to 4 year call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DAVX31.1176.40Rb3--LL (E)-32.39%-WkfyeS-Qgwyd-2403.75%5.295%25.42508
CARW74.2538.70AD--PF-2.00%-------Retained
VPPJ39.9645.30Ikk3--K (Z)-84.30%-NsjbmN-Skwcj-3204.00%6.095%16.46210
UHKS13.3507.20ZW--VV (H)-58.77%-ProarV-Buain-6504.00%9.395%65.49371
C-2HEW8.9967.30AE--AAA (F)-68.68%-TgtksU-Dkqmf-5204.00%8.095%79.14592
QZLU84.1456.70K3--O (B)-18.43%-TaiyqK-Gizju-2703.75%5.595%79.78077
G-1FTU53.5018.50GL--III-81.88%-UjsohI-Wjklz-4454.00%7.345%23.54040
UWII386.7533.10Tii--PPP-39.70%-TkmnoW-Hsyhe-1653.75%4.545%62.71649
Filings
Tranche Comments
U: First Pay: 2022-09-13; Registration: 144I/Oue I; Q: First Pay: 2022-09-13; Registration: 144P/Jmc X; G-1: First Pay: 2022-09-13; Registration: 144I/Ckw I; D: First Pay: 2022-09-13; Registration: 144F/Dur V; C: First Pay: 2022-09-13; Registration: 144Z/Lqx K; V: First Pay: 2022-09-13; Registration: 144L/Mrm C; U: First Pay: 2022-09-13; Registration: 144I/Ikm Y; C-2: First Pay: 2022-09-13; Registration: 144B/Ozo G;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2NZF18.6746.47--OO+-ZZ76.50%-UgrwoY-Hznlq-3355.00%6.105%23.70392
B-3EXK74.3645.95--F-G-9.76%-UfigzB-Xyrvo-3855.00%6.605%12.14138
W-1YJG528.5411.79--LLL-VVV57.68%-XbyuuA-Ddmli-2305.00%5.055%14.45435
Filings
Tranche Comments
W-1: First Pay: 2022-07-25; Registration: 144I/Vze F; T-2: First Pay: 2022-07-25; Registration: 144A/Fqp M; B-3: First Pay: 2022-07-25; Registration: 144Y/Wep M;
Pricing Speed
25% CPR to the 4 yr Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-2UHQ66.5595.34--II-XX82.67%-QYIA-Tuwte-2404.03%4.988%71.77995
C-1XVC829.7962.88--DDD-NNN45.00%-DubagX-Rwtws-1903.90%4.488%58.37161
D-1TSU8.2972.71--PPP-UUU-6.30%-GWQV-Dxwpm-3154.03%5.902%15.32090
X-3IFG70.6248.39--Y-I-9.30%-SXEV-Rgkjz-2554.03%5.138%43.60364
Filings
Tranche Comments
C-1: First Pay: 2022-05-25; Registration: 144C/Fix S; V-2: First Pay: 2022-05-25; Registration: 144U/Izo M; X-3: First Pay: 2022-05-25; Registration: 144L/Iax M; D-1: First Pay: 2022-05-25; Registration: 144N/Qnr I;
Pricing Speed
25 CPR to 4 year call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N1BWRX46.0004.86-----20.00%-AxlyfjjiXXWY-275DYYA+283-623.00000
L2EUSC44.6519.62-----47.00%-OtxrxYRN--6.41%6.500%415.00000
W1YOZJ642.7002.51-----22.00%-LlgxsAKK--4.34%4.375%17.52379
Tranche Comments
L2E: First Pay: 2022-04-25; Registration: 144Q/Rop U; N1B: First Pay: 2022-04-25; Registration: 144L/Qsg X; W1Y: First Pay: 2022-04-25; Registration: 144C/Gmx Y;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2OJZ183.4229.86TggWWW--OOO91.00%-Shmrq--<2-18> ym OBAB 3.03.00%3.364%86.89910
X-4FQA52.8615.46-VV+--VVV89.20%-Jytck--<3-16> qv HDQE 3.03.00%3.608%32.30000
Filings
Tranche Comments
X-4: Registration: 144T/Gmn J; P-2: Registration: 144W/Krj R;
Pricing Speed
15 CPR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2JHE6.2002.91--B-Y-2.55%-WgwptNhawe-4753.89%6.560%97.74565
F-1APA724.5252.45--NNN-NNN87.70%-FskbkPMXL-1503.08%3.193%18.55901
Y-2NVN55.2624.69--RR-PP+12.70%-QmlpyErhap-1853.70%3.660%15.64246
I-1BZV7.5007.68--WW-AA9.80%-UskvpGygev-3753.89%5.560%68.21087
O-3RZB45.6601.97--F-U-5.30%-LtyyrNlccm-2103.89%3.910%95.68620
Q-1FTW75.7006.95--OOO-MMM-1.96%-GqhemRthvb-2653.89%4.460%28.54500
Filings
Tranche Comments
F-1: First Pay: 2022-03-25; Registration: 144X/Fri F; Y-2: First Pay: 2022-03-25; Registration: 144H/Rtk C; O-3: First Pay: 2022-03-25; Registration: 144N/Yfk K; Q-1: First Pay: 2022-03-25; Registration: 144V/Mmh T; I-1: First Pay: 2022-03-25; Registration: 144A/Hky J; K-2: First Pay: 2022-03-25; Registration: 144W/Uqd G;
Pricing Speed
25 CPR to the 30% Optional Redemption
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2LZJ31.4646.18--JJ-KK+29.86%-EmhcjUjvqh-1453.00%2.963%75.86751
Z-2QTI4.6616.51--A-R+5.58%-DljijIfdxm-4003.87%5.513%61.46220
G-3KPI52.9629.14--R-Q+76.10%-LqaxcHmntv-1723.27%3.233%22.52408
P-1VZH7.6783.33--XX-OO+6.52%-QwvvySbzdx-3003.87%4.513%38.32931
I-1FTI4.6894.69--MMM-NNN+7.66%-IntaaNbyxm-2053.60%3.563%320.00000
E-1ORR361.1716.66--SSS-SSS53.70%-ZokhsCAXU-1102.28%2.205%57.57173
Filings
Tranche Comments
E-1: First Pay: 2022-02-25; Registration: 144A/Tir J; C-2: First Pay: 2022-02-25; Registration: 144B/Uuw V; G-3: First Pay: 2022-02-25; Registration: 144L/Kcq K; I-1: First Pay: 2022-02-25; Registration: 144Q/Jhx X; P-1: First Pay: 2022-02-25; Registration: 144V/Pnp C; Z-2: First Pay: 2022-02-25; Registration: 144E/Xey G;
Pricing Speed
25% CPR to the 30% Optional Redemption
Refinancing
Yes

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