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Market Overview
RMBS
Non-Performing Loans
Parent Companies
Rithm Capital Corp (fka New Residential Investment Corp)
New Residential Mortgage Loan Trust
2020-NPL2
New Residential Mortgage Loan Trust (NRZT) 2020-NPL2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
NRZT 2020-NPL2 (USD 272m)
Rithm Capital Corp (fka New Residential Investment Corp)
AMH
,
GSC
,
NOM
USOA
Sep 3, 2020
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
R-1
FNI
810.535
2.31
-
-
-
-
-
69.00%
-
Xflqn
SXC
-
3.50%d
-
3.23%
3.250%
61.30352
B-2
MME
33.358
3.68
-
-
-
-
-
17.00%
-
Izmcb
NFF
-
5.25-5.375%
-
5.00%
5.250%
87.66663
Tranche Comments
R-1: First Pay: 2020-09-25; Registration: 144B/Las W; B-2: First Pay: 2020-09-25; Registration: 144P/Rrw O;
Commentary
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