KBRA

The $315.8 million non-prime RMBS transaction is comprised of 518 residential mortgages, including 58.5% that are non-QM loans.

The $408.9M non-prime RMBS transaction includes 904 residential mortgages characterized by a high concentration of non-QM loans.

The $351.4 million non-prime RMBS transaction is sponsored by New Residential Investment Corp.

GS Mortgage-Backed Securities Trust 2022-NQM1 is a $341.2 million, non-prime RMBS transaction. 

The underlying collateral, comprising 817 residential mortgages, is characterized by a notable concentration of alternative income documentation; 64.2 % of the loans were categorized as non-QM.

The STACR 2022-DNA1 Reference Pool consists of 109,774 residential mortgage loans with an outstanding principal balance of approximately $33.6 billion as of the cut-off date.