| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
ABS | RMBS | | | IMPRL 2021-NQM3 (USD 305m) | A&D Mortgage LLC | | USOA | Oct 19, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | OYG | 22.861 | 5.10 | - | OOO | - | HHH | - | 80.31% | - | Pmcuv | Idlwu | - | 190-200 | 200 | 3.12% | 3.082% | 95.79729 | | X1 | LOZ | 591.955 | 9.10 | - | III | - | MMM | - | 34.80% | - | Nmhnj | Eotdy | - | 98 | 98 | 1.60% | 1.546% | 70.65408 | | U2 | KCQ | 49.635 | 9.50 | - | W | - | L | - | 2.34% | - | HML | Uhnle | - | 400-425 | 425 | - | 5.332% | 48.19820 | | T3 | HNO | 5.128 | 7.90 | - | FR | - | PW | - | - | - | - | - | - | - | - | - | - | Retained | | Z1 | XEF | 37.860 | 5.70 | - | OO | - | XX | - | 6.60% | - | HSI | Cnjnk | - | 280-290 | 320 | - | 4.282% | 24.75425 | | W3 | MCT | 61.400 | 8.50 | - | H | - | P | - | 40.60% | - | Sqzmc | Ilxbl | - | 130-135 | 135 | 1.98% | 1.916% | 45.25394 | | B2 | HYH | 62.480 | 5.40 | - | ZZ | - | WW | - | 64.46% | - | Nfccy | Oqwrf | - | 115-120 | 120 | 1.82% | 1.766% | 91.38460 |
Tranche Comments X1: First Pay: 2021-11-25; Registration: 144C/Mav R;
B2: First Pay: 2021-11-25; Registration: 144U/Poy T;
W3: First Pay: 2021-11-25; Registration: 144C/Yjl Z;
U1: First Pay: 2021-11-25; Registration: 144Z/Mtm Q;
Z1: First Pay: 2021-11-25; Registration: 144M/Car H;
U2: First Pay: 2021-11-25; Registration: 144C/Ivt T;
T3: First Pay: 2021-11-25; Registration: 144O/Lsj E; Deal Comments Cjmm Awddjudcdiq 3uw Pricing Speed 25% QOT bv 30% Qjss |
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