<p>纽约 --（商业资讯）--KBRA 对新住宅抵押贷款信托 2026-NQM2（NRMLT 2026-NQM2）发行的 10 类抵押贷款支持票据赋予初步评级，该交易金额为 5.08 亿美元，由 Rithm Capital Corp.（前身为新住宅投资公司）赞助，后者是一家在纽约证券交易所上市（NYSE: RITM）的房地产投资信托（REIT）。该交易的基础抵押贷款主要由 NewRez LLC 发放（占 67.6%）。此外，所有贷款将由 NewRez LLC 进行服务。</p>
<p>NRMLT 2026-NQM2 以 882 笔住宅抵押贷款为担保，这些贷款的平均期限约为两个月。NRMLT 2026-NQM2 的借款人拥有 758 的非零加权平均（WA）原始信用评分，且加权平均（WA）原始贷款价值比（LTV）为 72.4%，加权平均（WA）综合贷款价值比（CLTV）也为 72.4%。</p>
<p>KBRA 的评级方法包括通过其住宅资产损失模型（REALM）对抵押贷款池进行逐笔分析，审查第三方贷款文件尽职调查的结果，对交易的现金流模型分析，以及对关键交易方的审查和对交易法律结构及文件的评估。该分析在我们的美国 RMBS 评级方法论中有进一步描述。</p>
<p>要访问评级和相关文件，请点击这里。</p>
<p>点击这里查看报告。</p>
<p><strong>相关出版物</strong></p>
<ul>
<li>RMBS KCAT</li>
<li>新住宅抵押贷款信托 2026-NQM2（NRMLT 2026-NQM2）撕纸</li>
</ul>
<p><strong>方法论</strong></p>
<ul>
<li>RMBS：美国 RMBS 评级方法论</li>
<li>结构性融资：全球结构性融资对手方方法论</li>
<li>ESG 全球评级方法论</li>
</ul>
<p><strong>披露</strong></p>
<p>有关关键信用考虑因素的更多信息，包括考虑可能影响这些信用评级的因素的敏感性分析，以及如何导致评级上调或下调的 ESG 因素（如果它们是信用评级或评级展望变化的关键驱动因素），可以在上述完整评级报告中找到。</p>
<p>用于准备信用评级的所有实质性重要来源的描述，以及用于确定信用评级的方法（包括任何重要模型和相关关键评级假设的敏感性分析，如适用）可在此处的信息披露表中获得。</p>
<p>有关每个评级类别含义的信息可以在此处找到。</p>
<p>与此评级行动相关的进一步披露可在上述信息披露表中找到。有关 KBRA 政策、方法论、评级标准和披露的更多信息，请访问 www.kbra.com。</p>
<p><strong>关于 KBRA</strong></p>
<p>Kroll 债券评级机构（KBRA），作为主要信用评级机构之一，是一家全方位服务的信用评级机构，已在美国证券交易委员会注册为 NRSRO。Kroll 债券评级机构欧洲有限公司已在欧洲证券和市场管理局注册为信用评级机构。Kroll 债券评级机构英国有限公司已在英国金融行为监管局注册为信用评级机构。此外，KBRA 被安大略省证券委员会指定为资产支持证券发行人提交短期招股说明书或货架招股说明书的指定评级机构（DRO）。KBRA 还被台湾金融监督管理委员会认定为合格评级机构，并被美国国家保险委员会协会认定为信用评级提供者（CRP）。</p>
<p>文档编号：1013291</p>
<p><img src="https://imageproxy.pbkrs.com/https://cts.businesswire.com/ct/CT/query-ZGlzdHJvPW54JmlkPWJ3bmV3cyZsYW5nPWVuJnNpZD1hY3FyOCZzdHk9MjAyNjAyMDM1ODU2NzdyMQ?x-oss-process=image/auto-orient,1/interlace,1/resize,w_1440,h_1440/quality,q_95/format,jpg" alt="" original-src="https://imageproxy.pbkrs.com/https://cts.businesswire.com/ct/CT/query-ZGlzdHJvPW54JmlkPWJ3bmV3cyZsYW5nPWVuJnNpZD1hY3FyOCZzdHk9MjAyNjAyMDM1ODU2NzdyMQ"/></p>
<p>在 businesswire.com 查看源版本：https://www.businesswire.com/news/home/20260203585677/en/</p>
<p>分析联系人</p>
<p>Minxi Qiu，主任（首席分析师）</p>
<p>+1 646-731-1263</p>
<p>minxi.qiu@kbra.com</p>
<p>Bianca Rexach，副主任</p>
<p>+1 646-731-1410</p>
<p>bianca.rexach@kbra.com</p>
<p>Edward DeVito，高级董事总经理（评级委员会主席）</p>
<p>+1 646-731-2319</p>
<p>edward.devito@kbra.com</p>
<p>业务发展联系人</p>
<p>Daniel Stallone，董事总经理</p>
<p>+1 646-731-1308</p>
<p>daniel.stallone@kbra.com</p>
<p>来源：Kroll 债券评级机构（KBRA）</p>

抵押贷款证券 ETF - Janus Henderson

RITM

SMBS

抵押贷款支持证券 ETF - iShares

JHMB

组合抵押贷款支持债券 ETF - SPDR

PMBS

住宅房地产股 ETF - iShares

房地产投资信托股 ETF - iShares

JMTG

<p>KBRA 已对 Rithm Capital Corp.赞助的 5.08 亿美元非优质 RMBS 交易 New Residential Mortgage Loan Trust 2026-NQM2 的 10 个类别的抵押贷款支持票据分配了初步评级。该交易由 882 笔住宅抵押贷款支持，主要由 NewRez LLC 发放，平均原始信用评分为 758，贷款价值比为 72.4%。分析包括贷款级别评估和现金流建模，具体细节见 KBRA 的美国 RMBS 评级方法</p>

<p>NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 10 classes of mortgage-backed notes from New Residential Mortgage Loan Trust 2026-NQM2 (NRMLT 2026-NQM2), a $508.0 million non-prime RMBS transaction sponsored by Rithm Capital Corp. (formerly New Residential Investment Corp.), a publicly traded (NYSE: RITM) real estate investment trust (REIT). The underlying mortgages in the subject pool were primarily originated by NewRez LLC (67.6%). In addition, all loans will be serviced by NewRez LLC.</p>
<div class="lb-trans"><p>纽约 --（商业资讯）--KBRA 对新住宅抵押贷款信托 2026-NQM2（NRMLT 2026-NQM2）发行的 10 类抵押贷款支持票据赋予初步评级，该交易金额为 5.08 亿美元，由 Rithm Capital Corp.（前身为新住宅投资公司）赞助，后者是一家在纽约证券交易所上市（NYSE: RITM）的房地产投资信托（REIT）。该交易的基础抵押贷款主要由 NewRez LLC 发放（占 67.6%）。此外，所有贷款将由 NewRez LLC 进行服务。</p>
</div><p>NRMLT 2026-NQM2 is collateralized by a pool of 882 residential mortgages, seasoned approximately two months. Borrowers in NRMLT 2026-NQM2 possess a non-zero WA original credit score of 758 and exhibit a weighted average (WA) original loan-to-value (LTV) of 72.4% and a WA combined LTV (CLTV) of 72.4%. .</p>
<div class="lb-trans"><p>NRMLT 2026-NQM2 以 882 笔住宅抵押贷款为担保，这些贷款的平均期限约为两个月。NRMLT 2026-NQM2 的借款人拥有 758 的非零加权平均（WA）原始信用评分，且加权平均（WA）原始贷款价值比（LTV）为 72.4%，加权平均（WA）综合贷款价值比（CLTV）也为 72.4%。</p>
</div><p>KBRA’s rating approach incorporated loan-level analysis of the mortgage pool through its Residential Asset Loss Model (REALM), an examination of the results from third-party loan file due diligence, cash flow modeling analysis of the transaction’s payment structure, reviews of key transaction parties and an assessment of the transaction’s legal structure and documentation. This analysis is further described in our U.S. RMBS Rating Methodology.</p>
<div class="lb-trans"><p>KBRA 的评级方法包括通过其住宅资产损失模型（REALM）对抵押贷款池进行逐笔分析，审查第三方贷款文件尽职调查的结果，对交易的现金流模型分析，以及对关键交易方的审查和对交易法律结构及文件的评估。该分析在我们的美国 RMBS 评级方法论中有进一步描述。</p>
</div><p>To access ratings and relevant documents, click here.</p>
<div class="lb-trans"><p>要访问评级和相关文件，请点击这里。</p>
</div><p>Click here to view the report.</p>
<div class="lb-trans"><p>点击这里查看报告。</p>
</div><p><strong>Related Publications</strong></p>
<div class="lb-trans"><p><strong>相关出版物</strong></p>
</div><ul>
<li>RMBS KCAT</li>
<li>New Residential Mortgage Loan Trust 2026-NQM2 (NRMLT 2026-NQM2) Tear Sheet</li>
</ul>
<div class="lb-trans"><ul>
<li>RMBS KCAT</li>
<li>新住宅抵押贷款信托 2026-NQM2（NRMLT 2026-NQM2）撕纸</li>
</ul>
</div><p><strong>Methodologies</strong></p>
<div class="lb-trans"><p><strong>方法论</strong></p>
</div><ul>
<li>RMBS: U.S. RMBS Rating Methodology</li>
<li>Structured Finance: Global Structured Finance Counterparty Methodology</li>
<li>ESG Global Rating Methodology</li>
</ul>
<div class="lb-trans"><ul>
<li>RMBS：美国 RMBS 评级方法论</li>
<li>结构性融资：全球结构性融资对手方方法论</li>
<li>ESG 全球评级方法论</li>
</ul>
</div><p><strong>Disclosures</strong></p>
<div class="lb-trans"><p><strong>披露</strong></p>
</div><p>Further information on key credit considerations, sensitivity analyses that consider what factors can affect these credit ratings and how they could lead to an upgrade or a downgrade, and ESG factors (where they are a key driver behind the change to the credit rating or rating outlook) can be found in the full rating report referenced above.</p>
<div class="lb-trans"><p>有关关键信用考虑因素的更多信息，包括考虑可能影响这些信用评级的因素的敏感性分析，以及如何导致评级上调或下调的 ESG 因素（如果它们是信用评级或评级展望变化的关键驱动因素），可以在上述完整评级报告中找到。</p>
</div><p>A description of all substantially material sources that were used to prepare the credit rating and information on the methodology(ies) (inclusive of any material models and sensitivity analyses of the relevant key rating assumptions, as applicable) used in determining the credit rating is available in the Information Disclosure Form(s) located here.</p>
<div class="lb-trans"><p>用于准备信用评级的所有实质性重要来源的描述，以及用于确定信用评级的方法（包括任何重要模型和相关关键评级假设的敏感性分析，如适用）可在此处的信息披露表中获得。</p>
</div><p>Information on the meaning of each rating category can be located here.</p>
<div class="lb-trans"><p>有关每个评级类别含义的信息可以在此处找到。</p>
</div><p>Further disclosures relating to this rating action are available in the Information Disclosure Form(s) referenced above. Additional information regarding KBRA policies, methodologies, rating scales and disclosures are available at www.kbra.com.</p>
<div class="lb-trans"><p>与此评级行动相关的进一步披露可在上述信息披露表中找到。有关 KBRA 政策、方法论、评级标准和披露的更多信息，请访问 www.kbra.com。</p>
</div><p><strong>About KBRA</strong></p>
<div class="lb-trans"><p><strong>关于 KBRA</strong></p>
</div><p>Kroll Bond Rating Agency, LLC (KBRA), one of the major credit rating agencies (CRA), is a full-service CRA registered with the U.S. Securities and Exchange Commission as an NRSRO. Kroll Bond Rating Agency Europe Limited is registered as a CRA with the European Securities and Markets Authority. Kroll Bond Rating Agency UK Limited is registered as a CRA with the UK Financial Conduct Authority. In addition, KBRA is designated as a Designated Rating Organization (DRO) by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized as a Qualified Rating Agency by Taiwan’s Financial Supervisory Commission and is recognized by the National Association of Insurance Commissioners as a Credit Rating Provider (CRP) in the U.S.</p>
<div class="lb-trans"><p>Kroll 债券评级机构（KBRA），作为主要信用评级机构之一，是一家全方位服务的信用评级机构，已在美国证券交易委员会注册为 NRSRO。Kroll 债券评级机构欧洲有限公司已在欧洲证券和市场管理局注册为信用评级机构。Kroll 债券评级机构英国有限公司已在英国金融行为监管局注册为信用评级机构。此外，KBRA 被安大略省证券委员会指定为资产支持证券发行人提交短期招股说明书或货架招股说明书的指定评级机构（DRO）。KBRA 还被台湾金融监督管理委员会认定为合格评级机构，并被美国国家保险委员会协会认定为信用评级提供者（CRP）。</p>
</div><p>Doc ID: 1013291</p>
<div class="lb-trans"><p>文档编号：1013291</p>
</div><p><img src="https://imageproxy.pbkrs.com/https://cts.businesswire.com/ct/CT/query-ZGlzdHJvPW54JmlkPWJ3bmV3cyZsYW5nPWVuJnNpZD1hY3FyOCZzdHk9MjAyNjAyMDM1ODU2NzdyMQ" alt="" original-src="https://cts.businesswire.com/ct/CT?id=bwnews&amp;sty=20260203585677r1&amp;sid=acqr8&amp;distro=nx&amp;lang=en"/></p>
<p>View source version on businesswire.com: https://www.businesswire.com/news/home/20260203585677/en/</p>
<div class="lb-trans"><p>在 businesswire.com 查看源版本：https://www.businesswire.com/news/home/20260203585677/en/</p>
</div><p>Analytical Contacts</p>
<div class="lb-trans"><p>分析联系人</p>
</div><p>Minxi Qiu, Director (Lead Analyst)</p>
<div class="lb-trans"><p>Minxi Qiu，主任（首席分析师）</p>
</div><p>+1 646-731-1263</p>
<div class="lb-trans"><p>+1 646-731-1263</p>
</div><p>minxi.qiu@kbra.com</p>
<div class="lb-trans"><p>minxi.qiu@kbra.com</p>
</div><p>Bianca Rexach, Associate Director</p>
<div class="lb-trans"><p>Bianca Rexach，副主任</p>
</div><p>+1 646-731-1410</p>
<div class="lb-trans"><p>+1 646-731-1410</p>
</div><p>bianca.rexach@kbra.com</p>
<div class="lb-trans"><p>bianca.rexach@kbra.com</p>
</div><p>Edward DeVito, Senior Managing Director (Rating Committee Chair)</p>
<div class="lb-trans"><p>Edward DeVito，高级董事总经理（评级委员会主席）</p>
</div><p>+1 646-731-2319</p>
<div class="lb-trans"><p>+1 646-731-2319</p>
</div><p>edward.devito@kbra.com</p>
<div class="lb-trans"><p>edward.devito@kbra.com</p>
</div><p>Business Development Contact</p>
<div class="lb-trans"><p>业务发展联系人</p>
</div><p>Daniel Stallone, Managing Director</p>
<div class="lb-trans"><p>Daniel Stallone，董事总经理</p>
</div><p>+1 646-731-1308</p>
<div class="lb-trans"><p>+1 646-731-1308</p>
</div><p>daniel.stallone@kbra.com</p>
<div class="lb-trans"><p>daniel.stallone@kbra.com</p>
</div><p>Source: Kroll Bond Rating Agency, LLC</p>
<div class="lb-trans"><p>来源：Kroll 债券评级机构（KBRA）</p>
</div>

KBRA Assigns Preliminary Ratings to New Residential Mortgage Loan Trust 2026-NQM2 (NRMLT 2026-NQM2) | RITM Stock News

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KBRA 为 New Residential Mortgage Loan Trust 2026-NQM2 (NRMLT 2026-NQM2) 分配初步评级 | Rithm Capital 股票新闻