New Residential Mortgage Loan Trust (NRMLT) 2022-NQM2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD283.8951.92--AAA-AAA19.20%-FixedEDSF-1503.08%3.193%99.62421
A-2USD18.6223.96--AA-AA+13.90%-FixedSwaps-1853.70%3.660%99.99865
A-3USD14.7573.96--A-A-9.70%-FixedSwaps-2103.89%3.910%99.74385
M-1USD11.0683.96--BBB-BBB-6.55%-FixedSwaps-2653.89%4.460%97.78287
B-1USD6.5003.96--BB-BB4.70%-FixedSwaps-3753.89%5.560%93.99608
B-2USD6.5003.96--B-B-2.85%-FixedSwaps-4753.89%6.560%90.70348
Filings
Tranche Comments
A-1: First Pay: 2022-03-25; Registration: 144A/Reg S; B-1: First Pay: 2022-03-25; Registration: 144A/Reg S; A-2: First Pay: 2022-03-25; Registration: 144A/Reg S; A-3: First Pay: 2022-03-25; Registration: 144A/Reg S; M-1: First Pay: 2022-03-25; Registration: 144A/Reg S; B-2: First Pay: 2022-03-25; Registration: 144A/Reg S;
Pricing Speed
25 CPR to the 30% Optional Redemption
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