| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NRART 2020-T1 (USD 600m) | Rithm Capital Corp (fka New Residential Investment Corp) | | USOA | Aug 18, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-K1 | PRG | 3.722 | 3.45 | - | RR | - | - | - | - | - | Nvhqb | Djitp | - | 525-535 | 530 | 5.47% | 5.530% | 23.66394 | | K-Q1 | RXC | 863.131 | 6.57 | - | EEE | - | - | - | - | - | Wnuhx | Swvtq | - | 120-125 | 120 | 1.43% | 1.430% | 69.95524 | | F-P1 | CHI | 50.188 | 4.66 | - | EEE | - | - | - | - | - | Xvrbx | Gxtwp | - | 290-300 | 280 | 3.01% | 3.030% | 18.28175 | | L-E1 | NCC | 62.189 | 7.90 | - | B | - | - | - | - | - | Abqex | Xfaeg | - | 215-225 | 205 | 2.27% | 2.280% | 66.93629 | | D-I1 | PMM | 11.533 | 4.62 | - | XX | - | - | - | - | - | Ocnvw | Urvlv | - | 165-175 | 160 | 1.82% | 1.830% | 35.86664 |
Tranche Comments K-Q1: First Pay: 2020-09-15; Registration: 144M/Blk O;
D-I1: First Pay: 2020-09-15; Registration: 144L/Toj I;
L-E1: First Pay: 2020-09-15; Registration: 144F/Ttx C;
F-P1: First Pay: 2020-09-15; Registration: 144K/Nin C;
H-K1: First Pay: 2020-09-15; Registration: 144P/Kem N; |
|
