| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | IMPRL 2022-NQM1 (USD 405m) | A&D Mortgage LLC | | USOA | Feb 1, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | YYH | 38.640 | 9.55 | - | - | FFF- | BBB (W) | - | 7.40% | - | Vmzwt | Abguq | - | - | 245 | 4.08% | 4.070% | 57.41106 | | Q1 | YBO | 93.895 | 9.62 | - | - | NF | AA (W) | - | 7.98% | - | Hulol | Hlggw | - | - | 400 | 4.08% | 5.620% | 54.31063 | | U1 | OLQ | 467.387 | 1.50 | - | - | VVV | JJJ | - | 21.10% | - | Xpyhr | PAUJ | - | - | 120 | 2.49% | 2.404% | 74.33895 | | C2 | WXZ | 28.759 | 2.78 | - | - | VV- | DD (E) | - | 42.17% | - | Imwpm | Eyprp | - | - | 155 | 3.21% | 3.170% | 83.28681 | | A3 | ZNM | 23.230 | 5.91 | - | - | M- | S (L) | - | 22.90% | - | Jcyqn | Qimai | - | - | 185 | 3.51% | 3.470% | 25.15888 | | P2 | RVK | 8.750 | 8.88 | - | - | OY | Q (Q) | - | 8.57% | - | Nrtxn | Crmzl | - | - | 485 | 4.08% | - | 75.94452 |
Tranche Comments U1: First Pay: 2022-02-25; Registration: 144A/Hvr P;
C2: First Pay: 2022-02-25; Registration: 144T/Kpc U;
A3: First Pay: 2022-02-25; Registration: 144W/Kkn Q;
U1: First Pay: 2022-02-25; Registration: 144W/Uzr U;
Q1: First Pay: 2022-02-25; Registration: 144V/Bup L;
P2: First Pay: 2022-02-25; Registration: 144G/Zws K; Pricing Speed 25% NYM rv 30% Nnuu |
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