Investor Loans

Residential mortgage-backed notes supported by 573 loans with a total interest-bearing balance of $270 milllion.

RCKT Mortgage Trust offering comprises 330 residential mortgages with an aggregate principal balance of $337.9 million.

The certificates are supported by 747 loans with a balance of $394.59 million; of the loans, 66.4% are designated as Non-QM.

The CSMC 2022-NQM3 Trust RMBS offering comprises 1,137 residential mortgages characterized by a significant concentration of loans underwritten using alternative income documentation.

With a balance of $346.1 million, the New Residential Mortgage Loan Trust notes are secured mainly by Non-QM loans.

The $425.7 million non-prime RMBS transaction comprises 998 residential mortgages characterized by a notable concentration of alternative income documentation.

Approximately 49.8% of the loans in the pool were categorized as non-qualified (non-QM) mortgages.

Sale consists of approximately 7,600 loans with an unpaid principal balance of approximately $1.49 billion.

The offering is a credit risk sharing transaction with a total note offering of $1.84 billion.

ICE says the futures contracts will offer investors a more refined hedge to manage exposure to U.S. residential mortgage rates.