C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
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N2 | NVO | 89.943 | 1.90 | - | - | KK- | UU (A) | - | 86.30% | - | Grpii | Wrawi | - | - | 155 | 3.21% | 3.170% | 92.92385 | Y1 | LBK | 36.293 | 7.79 | - | - | VY | EE (I) | - | 5.85% | - | Roylu | Vtoka | - | - | 400 | 4.08% | 5.620% | 73.30461 | K1 | XLL | 955.164 | 6.71 | - | - | EEE | GGG | - | 20.60% | - | Qfjvs | XHSR | - | - | 120 | 2.49% | 2.404% | 46.62723 | P3 | HIK | 32.979 | 4.50 | - | - | K- | X (Z) | - | 13.30% | - | Cjsym | Ajrww | - | - | 185 | 3.51% | 3.470% | 34.29593 | N1 | AJZ | 23.260 | 9.29 | - | - | ZZZ- | HHH (H) | - | 4.50% | - | Jnxgq | Clliq | - | - | 245 | 4.08% | 4.070% | 78.90222 | Y2 | JNW | 3.550 | 5.47 | - | - | VH | F (K) | - | 4.60% | - | Huxhl | Sunjs | - | - | 485 | 4.08% | - | 46.34398 |
Tranche Comments K1: First Pay: 2022-02-25; Registration: 144M/Qsy E;
N2: First Pay: 2022-02-25; Registration: 144X/Uqw E;
P3: First Pay: 2022-02-25; Registration: 144B/Wli Q;
N1: First Pay: 2022-02-25; Registration: 144W/Gwx Q;
Y1: First Pay: 2022-02-25; Registration: 144A/Yos W;
Y2: First Pay: 2022-02-25; Registration: 144Y/Yhk B; Pricing Speed 25% FLD rn 30% Fzbb |
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