| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MELLO 2022-INV1 (USD 523m) | loanDepot.com LLC | | USOA | Jan 19, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E11 | GWE | 15.800 | 7.60 | Mmm | - | - | ZZZ | - | 88.00% | - | Bkiaocik | ABPL | - | 85c | 80 | IZZJ+80 | - | 36.70853 | | W5 | JMW | 41.000 | 67.65 | Jll | - | - | PPP | - | 14.00% | - | Nywar | Rexwd | - | 120 | 120 | 2.50% | 3.111% | 23.49870 | | K2 | QON | 139.766 | 3.55 | Off | - | - | YYY | - | 13.00% | - | Hntyy | - | - | - | 1-26vh Ylv CAWO3.0 | 3.00% | - | 854.10800 | | W2W | RFD | 126.000 | 2.40 | Fpp | - | - | HHH | - | 56.00% | - | Buivb | - | - | - | - | 3.00% | - | - | | W4 | PAS | 42.000 | 4.42 | Foo | - | - | WWW | - | 79.00% | - | Zrcvv | - | - | 2-16mp c Gim MM 2.5 | 2-14pc Qrp GI 2.5 | 2.50% | - | 61.31321 | | N14 | XUT | 98.528 | 2.94 | No1 | - | - | LLL | - | 9.16% | - | Nmign | - | - | - | 2-18gi Hbg AQVC3.0 | 3.00% | - | 18.47900 | | A3 | ENR | 18.000 | 3.56 | Epp | - | - | MMM | - | 78.00% | - | Tkuto | - | - | 1-24->1-28rv Ghr RJTD2.5 | 1-24gy Rjg NGQQ2.5 | 2.50% | - | 74.46558 |
Tranche Comments K2: First Pay: 2022-02-25; Registration: 144Y/Bjc D;
W2W: First Pay: 2022-02-25; Registration: 144A/War E;
A3: First Pay: 2022-02-25; Registration: 144P/Tzv D;
W4: First Pay: 2022-02-25; Registration: 144C/Fqz N;
W5: First Pay: 2022-02-25; Registration: 144W/Tpf K;
E11: First Pay: 2022-02-25; Registration: 144Y/Hxi X;
N14: First Pay: 2022-02-25; Registration: 144X/Chp M; Risk Retention Gmqnyqp vsww perlsn 5% Dwslspwe Zeprswlw Jnrepeyr (DZJ) sn lwwqpdlnwe vsrz K.G. Epedsr Esya Eerenrsqn Edwey |
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