New Residential Mortgage Loan Trust (NRMLT) 2022-NQM1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD204.7371.92--AAA-AAA20.40%-FixedEDSF-1102.28%2.205%99.99999
A-2USD15.3043.99--AA-AA+14.45%-FixedSwaps-1453.00%2.963%99.99999
A-3USD11.3173.99--A-A+10.05%-FixedSwaps-1723.27%3.233%99.99999
M-1USD8.7453.99--BBB-BBB+6.65%-FixedSwaps-2053.60%3.563%100.00000
B-1USD4.8873.99--BB-BB+4.75%-FixedSwaps-3003.87%4.513%97.49857
B-2USD4.1153.99--B-B+3.15%-FixedSwaps-4003.87%5.513%94.03488
Filings
Tranche Comments
A-1: First Pay: 2022-02-25; Registration: 144A/Reg S; A-2: First Pay: 2022-02-25; Registration: 144A/Reg S; A-3: First Pay: 2022-02-25; Registration: 144A/Reg S; M-1: First Pay: 2022-02-25; Registration: 144A/Reg S; B-1: First Pay: 2022-02-25; Registration: 144A/Reg S; B-2: First Pay: 2022-02-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to the 30% Optional Redemption
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