2020-NQM2

New Residential Mortgage Loan Trust (NRZT) 2020-NQM2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Rithm Capital Corp (fka New Residential Investment Corp)

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Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
L-3	LYQ	7.380	6.10	-	-	M	-	B	64.93%	-	Lobzx	Pogxn	-	290-300	290	3.29%	3.267%	36.74766
E-1	GNX	3.317	8.60	-	-	II	-	DD	6.80%	-	Vjhjs	STA	-	-	-	4.47%	4.861%	15.53770
V-2	WYU	21.798	4.80	-	-	ZZ	-	RR	35.50%	-	Pvugc	Ctccd	-	250 z	250	2.89%	2.867%	353.00000
K-1	CAA	1.302	5.10	-	-	VVV	-	UUU	1.21%	-	Ngrhr	Dgttg	-	375-400	350	3.89%	3.867%	57.90694
L-2	KBQ	5.431	9.50	-	-	Z	-	O	2.59%	-	Lnige	HTG	-	-	-	4.47%	6.858%	35.45658
H-1	BSZ	649.640	4.31	-	-	JJJ	-	XXX	59.63%	-	Akvuh	Knxtf	-	140 m	135	1.65%	1.605%	45.25931

Filings

ABS-15G, ABS-15G

Tranche Comments

H-1: First Pay: 2020-07-27; Registration: 144K/Xxf Q; V-2: First Pay: 2020-07-27; Registration: 144D/Zpf K; L-3: First Pay: 2020-07-27; Registration: 144E/Yfy T; K-1: First Pay: 2020-07-27; Registration: 144Q/Zyi A; E-1: First Pay: 2020-07-27; Registration: 144F/Yvf Z; L-2: First Pay: 2020-07-27; Registration: 144K/Mbd A;