| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | IMPRL 2021-NQM4 (USD 293m) | A&D Mortgage LLC | | USOA | Nov 19, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | XJQ | 1.968 | 2.00 | - | - | - | M (R) | M | 4.70% | - | Bpjzr | Xcujh | - | - | 440 | 4.10% | 5.609% | 84.44871 | | H3 | KWH | 84.327 | 4.20 | - | - | - | T | W+ | 86.10% | - | Wvnhj | Yvgiy | - | - | 160 | 2.45% | 2.380% | 92.90035 | | B1 | PRN | 777.308 | 1.20 | - | - | - | RRR | KKK | 99.20% | - | Bkvus | Jtnpk | - | - | 125 | 2.09% | 2.030% | 38.77961 | | E2 | RVV | 41.450 | 5.90 | - | - | - | RR | MM+ | 66.22% | - | Gsajy | Clxzq | - | - | 145 | 2.30% | 2.230% | 67.33388 | | P1 | HIP | 46.500 | 3.00 | - | - | - | SS (P) | ZZ+ | 5.50% | - | Szjgb | Cioqv | - | - | 350 | 4.10% | 4.709% | 85.35517 | | L1 | ARX | 39.460 | 5.00 | - | - | - | XXX (E) | HHH+ | 7.35% | - | Cnpqz | Qfyqx | - | - | 220 | 3.45% | 3.409% | 38.24696 |
Tranche Comments B1: First Pay: 2021-12-27; Registration: 144Z/Yww B;
E2: First Pay: 2021-12-27; Registration: 144Z/Onq H;
H3: First Pay: 2021-12-27; Registration: 144H/Gop L;
L1: First Pay: 2021-12-27; Registration: 144E/Ler N;
P1: First Pay: 2021-12-27; Registration: 144C/Edl I;
O2: First Pay: 2021-12-27; Registration: 144P/Pdp Z; Pricing Speed 25% TQR iw 30% Tuee |
|
