C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | IMPRL 2022-NQM6 (USD 398m) | A&D Mortgage LLC | | USOA | Sep 27, 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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R-1 | GMK | 138.210 | 1.70 | - | - | QQQ | VVV | - | 20.68% | - | Hvurr | L-Vijfk | - | 225u | 235 | 6.82% | 6.663% | 60.97954 | Z-1 | OPS | 62.106 | 5.66 | - | - | XXX- | QQQ (X) | - | 62.40% | - | Rsqcn | P-Zsqlk | - | 460-470 | 525 | 7.10% | 9.557% | 93.99406 | F-3 | HRJ | 44.798 | 8.50 | - | - | S- | U (X) | - | 10.16% | - | Ufhgh | Y-Spigx | - | 325e | 400 | 7.10% | 8.313% | 53.32533 | D-2 | ESP | 28.395 | 5.66 | - | - | OQ | J (X) | - | 4.40% | - | Oqryh | V-Uckgy | - | 750o | - | - | - | Retained | Q-1 | GHH | 88.139 | 5.85 | - | - | PF | PP (V) | - | 8.94% | - | Nwhcm | G-Wyqmq | - | 650z | 725 | 7.10% | 11.557% | 26.78449 | N-2 | AHC | 82.567 | 3.70 | - | - | YY- | MM (M) | - | 67.00% | - | Ahgtu | D-Uzhyf | - | 260b | 270 | 7.10% | 7.013% | 45.60039 |
Tranche Comments R-1: First Pay: 2022-10-25; Registration: 144O/Rpy T;
N-2: First Pay: 2022-10-25; Registration: 144Q/Hmz Y;
F-3: First Pay: 2022-10-25; Registration: 144C/Vuc D;
Z-1: First Pay: 2022-10-25; Registration: 144F/Izq P;
Q-1: First Pay: 2022-10-25; Registration: 144J/Txy N;
D-2: First Pay: 2022-10-25; Registration: 144M/Psy W; Pricing Speed 25 GNH si 4 Mshk Ghbb |
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