2022-NQM2

New Residential Mortgage Loan Trust (NRMLT) 2022-NQM2

Rithm Capital Corp (fka New Residential Investment Corp)

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	283.895	1.92	-	-	AAA	-	AAA	19.20%	-	Fixed	EDSF	-	150	3.08%	3.193%	99.62421
A-2	USD	18.622	3.96	-	-	AA	-	AA+	13.90%	-	Fixed	Swaps	-	185	3.70%	3.660%	99.99865
A-3	USD	14.757	3.96	-	-	A	-	A-	9.70%	-	Fixed	Swaps	-	210	3.89%	3.910%	99.74385
M-1	USD	11.068	3.96	-	-	BBB	-	BBB-	6.55%	-	Fixed	Swaps	-	265	3.89%	4.460%	97.78287
B-1	USD	6.500	3.96	-	-	BB	-	BB	4.70%	-	Fixed	Swaps	-	375	3.89%	5.560%	93.99608
B-2	USD	6.500	3.96	-	-	B	-	B-	2.85%	-	Fixed	Swaps	-	475	3.89%	6.560%	90.70348

Hide Details

Filings

ABS-15G

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

Research

Explore all other research.

COMPANY

FINSIGHT.COM