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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
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
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
C-1
QSR
768.153
2.47
-
-
-
-
-
79.00%
-
Rtxgo
WGW
3.50%x
-
3.23%
3.250%
47.32962
P-2
BSN
75.534
8.20
-
-
-
-
-
65.00%
-
Ctfed
OYU
5.25-5.375%
-
5.00%
5.250%
51.16218
Tranche Comments
P-2: First Pay: 2020-09-25; Registration: 144A/Dko I; C-1: First Pay: 2020-09-25; Registration: 144B/Fwf P;
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