| 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 |
|---|
| G-1 | HWB | 2.831 | 7.40 | - | - | AAA | - | JJJ | 5.77% | - | Ozwib | Akoam | - | 375-400 | 350 | 3.89% | 3.867% | 38.78794 | | K-2 | ZEG | 98.926 | 9.70 | - | - | YY | - | QQ | 98.50% | - | Twbld | Mfexa | - | 250 y | 250 | 2.89% | 2.867% | 718.00000 | | U-3 | OSG | 9.400 | 7.40 | - | - | L | - | I | 41.97% | - | Fpuaj | Zvmte | - | 290-300 | 290 | 3.29% | 3.267% | 65.81659 | | R-1 | JEC | 2.746 | 4.70 | - | - | MM | - | QQ | 9.59% | - | Jrujo | JXE | - | - | - | 4.47% | 4.861% | 49.80090 | | W-1 | KPU | 259.228 | 4.51 | - | - | EEE | - | DDD | 92.99% | - | Fjulu | Wbtwa | - | 140 v | 135 | 1.65% | 1.605% | 24.38630 | | O-2 | UWO | 2.882 | 3.60 | - | - | Z | - | D | 5.72% | - | Hquzd | TUW | - | - | - | 4.47% | 6.858% | 67.52442 |
Tranche Comments W-1: First Pay: 2020-07-27; Registration: 144I/Dmw S;
K-2: First Pay: 2020-07-27; Registration: 144V/Wzu Q;
U-3: First Pay: 2020-07-27; Registration: 144Q/Iyx U;
G-1: First Pay: 2020-07-27; Registration: 144I/Ptp H;
R-1: First Pay: 2020-07-27; Registration: 144Q/Iyb B;
O-2: First Pay: 2020-07-27; Registration: 144L/Oat W; |
|
