Imperial Fund Mortgage Trust (IMPRL) 2021-NQM3

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD192.5512.01-AAA-AAA-36.90%-FixedSwaps98981.60%1.546%99.99949
A2USD23.0392.01-AA-AA-29.35%-FixedSwaps115-1201201.82%1.766%99.99877
A3USD36.7702.01-A-A-17.30%-FixedSwaps130-1351351.98%1.916%99.99827
M1USD19.6834.01-BBB-BBB-10.85%-FixedSwaps190-2002003.12%3.082%99.99796
B1USD13.8844.01-BB-BB-6.30%-WACSwaps280-290320-4.282%99.48353
B2USD10.8334.01-B-B-2.75%-WACSwaps400-425425-5.332%95.77650
B3USD8.3924.01-NR-NR---------Retained
Filings
Tranche Comments
A1: First Pay: 2021-11-25; Registration: 144A/Reg S; A2: First Pay: 2021-11-25; Registration: 144A/Reg S; A3: First Pay: 2021-11-25; Registration: 144A/Reg S; M1: First Pay: 2021-11-25; Registration: 144A/Reg S; B1: First Pay: 2021-11-25; Registration: 144A/Reg S; B2: First Pay: 2021-11-25; Registration: 144A/Reg S; B3: First Pay: 2021-11-25; Registration: 144A/Reg S;
Deal Comments
Call Protection: 3yr
Pricing Speed
25% CPR to 30% Call
Research
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