2024-NQM2

New Residential Mortgage Loan Trust (NRMLT) 2024-NQM2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Rithm Capital Corp (fka New Residential Investment Corp)

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Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X-2	KNA	18.831	6.46	-	-	V-	-	AA-	8.12%	-	Wygzz	Y-Laqax	475-500	500	500	7.66%	8.505%	54.33687
I-1	RCJ	100.202	4.27	-	-	CCC	-	ZZZ	50.50%	-	Bszzq	O-Ffkbo	135-140	140	140	5.12%	5.012%	78.40544
O-3	JIA	33.380	8.84	-	-	Q-	-	K+	6.10%	-	Xotfr	J-Fxtlu	170s	170	170	5.42%	5.312%	85.68839
R-1	YST	67.311	3.46	-	-	DDD-	-	PPP+	9.49%	-	Gucpm	R-Jgruu	210a	210m	210	5.62%	5.605%	43.57920
O-1	AQS	17.601	6.78	-	-	BB-	-	LLL-	8.70%	-	Qprxu	R-Idxod	325-335	315-325	310	6.61%	6.605%	56.73113
F-2	TQP	55.800	9.37	-	-	ZZ-	-	QQ+	85.62%	-	Koqxu	X-Lmdas	160-165	165	165	5.37%	5.262%	34.52456

Filings

ABS-15G

Tranche Comments

I-1: First Pay: 2024-10-15; Registration: 144M/Dob W; F-2: First Pay: 2024-10-15; Registration: 144H/Iip M; O-3: First Pay: 2024-10-15; Registration: 144Q/Cdq U; R-1: First Pay: 2024-10-15; Registration: 144V/Jsu N; O-1: First Pay: 2024-10-15; Registration: 144V/Irr H; X-2: First Pay: 2024-10-15; Registration: 144Q/Jbw C;

Risk Retention

MX - Qqih WM/MM - Qqi

Pricing Speed

25% QDL ez etn 20% Ceeczynf Lnrnheeczy