| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | IMPRL 2022-NQM2 (USD 390m) | A&D Mortgage LLC | | USOA | Mar 10, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | RCE | 17.583 | 2.70 | - | - | LH | - | BB- | 6.80% | - | Esrlj | Dgrfu | - | 425g | - | - | - | - | | D2 | CPL | 22.657 | 9.60 | - | - | OO- | - | PP+ | 39.40% | - | Dpgkk | Jylmt | - | 200t | 200 | 4.02% | 3.940% | 56.21573 | | V1 | NPQ | 426.818 | 8.80 | - | - | ZZZ | - | DDD | 19.20% | - | Dshna | Irucx | - | 160k | 160 | 3.64% | 3.540% | 27.33237 | | X2 | NYJ | 67.700 | 6.10 | - | - | YO | - | G- | 4.38% | - | Cqnps | Xymvk | - | 525w | - | - | - | - | | A3 | HRC | 72.204 | 2.50 | - | - | S- | - | U- | 56.13% | - | Fjwye | Xlvdv | - | 220w | 220 | 4.20% | 4.140% | 18.65463 | | H1 | RWD | 47.415 | 1.20 | - | - | EEE- | - | WWW- | 11.33% | - | Ninpu | Hcuvy | - | 295j | - | - | - | - |
Tranche Comments V1: First Pay: 2022-04-25; Registration: 144I/Grg I;
D2: First Pay: 2022-04-25; Registration: 144W/Drx M;
A3: First Pay: 2022-04-25; Registration: 144J/Cfg K;
H1: First Pay: 2022-04-25; Registration: 144I/Pfc N;
X1: First Pay: 2022-04-25; Registration: 144Y/Bnw F;
X2: First Pay: 2022-04-25; Registration: 144X/Vhi J; Pricing Speed 25% NON ev 30% Nbnn |
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