New Residential Mortgage Loan Trust (NRMLT) 2022-SFR2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD143.1865.08Aaa--AAA-61.40%-FixedI-Curve-1653.75%4.545%96.43243
BUSD57.4925.08Aa3--AA (H)-45.91%-FixedI-Curve-2403.75%5.295%93.22156
CUSD17.3565.08A3--A (H)-41.23%-FixedI-Curve-2703.75%5.595%91.97239
DUSD23.8645.08Baa3--A (L)-34.80%-FixedI-Curve-3204.00%6.095%91.01537
E-1USD42.3065.08NR--BBB-23.39%-FixedI-Curve-4454.00%7.345%86.11490
E-2USD6.5085.08NR--BBB (L)-21.64%-FixedI-Curve-5204.00%8.095%83.32417
FUSD42.3055.08NR--BB (L)-10.23%-FixedI-Curve-6504.00%9.395%78.73631
GUSD37.9665.08NR--NR---------Retained
Filings
Tranche Comments
F: First Pay: 2022-09-13; Registration: 144A/Reg S; C: First Pay: 2022-09-13; Registration: 144A/Reg S; E-1: First Pay: 2022-09-13; Registration: 144A/Reg S; B: First Pay: 2022-09-13; Registration: 144A/Reg S; G: First Pay: 2022-09-13; Registration: 144A/Reg S; D: First Pay: 2022-09-13; Registration: 144A/Reg S; A: First Pay: 2022-09-13; Registration: 144A/Reg S; E-2: First Pay: 2022-09-13; Registration: 144A/Reg S;
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