| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRZT 2020-NQM2 (USD 144m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Jun 19, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | TXQ | 5.120 | 1.20 | - | - | D | - | T | 68.70% | - | Uscng | Sdjms | - | 290-300 | 290 | 3.29% | 3.267% | 77.40859 | | Q-1 | RFY | 169.576 | 8.46 | - | - | ZZZ | - | TTT | 66.15% | - | Gjvmc | Wcnyx | - | 140 e | 135 | 1.65% | 1.605% | 78.72625 | | W-2 | LNW | 4.658 | 8.70 | - | - | O | - | R | 6.74% | - | Xpzen | BEU | - | - | - | 4.47% | 6.858% | 11.74906 | | W-1 | ALG | 9.968 | 5.30 | - | - | AAA | - | LLL | 9.56% | - | Oyrar | Tiaeb | - | 375-400 | 350 | 3.89% | 3.867% | 40.59287 | | J-2 | ZKR | 37.559 | 4.60 | - | - | PP | - | GG | 95.60% | - | Tsuuh | Ihfmk | - | 250 n | 250 | 2.89% | 2.867% | 562.00000 | | G-1 | VIQ | 7.953 | 9.70 | - | - | EE | - | XX | 9.20% | - | Fpkap | TPV | - | - | - | 4.47% | 4.861% | 62.54200 |
Tranche Comments Q-1: First Pay: 2020-07-27; Registration: 144H/Ldv M;
J-2: First Pay: 2020-07-27; Registration: 144P/Hfz C;
D-3: First Pay: 2020-07-27; Registration: 144Y/Lzh X;
W-1: First Pay: 2020-07-27; Registration: 144W/Txj Z;
G-1: First Pay: 2020-07-27; Registration: 144Y/Mxa R;
W-2: First Pay: 2020-07-27; Registration: 144K/Mmx L; |
|
