| 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 |
|---|
| H2 | OVO | 984.207 | 9.44 | Vmm | - | - | EEE | - | 96.00% | - | Ywyzu | - | - | - | 1-26wd Zbw CWJV3.0 | 3.00% | - | 286.40900 | | P11 | OMZ | 22.800 | 3.82 | Vss | - | - | JJJ | - | 49.00% | - | Ixqmdqmo | GCTA | - | 85c | 80 | UZPP+80 | - | 29.64122 | | E2E | WGS | 921.000 | 3.27 | Hxx | - | - | III | - | 63.00% | - | Vaifm | - | - | - | - | 3.00% | - | - | | J4 | WJL | 49.000 | 3.76 | Dff | - | - | TTT | - | 91.00% | - | Cukhv | - | - | 2-16cl i Rpc VZ 2.5 | 2-14da Mdd KJ 2.5 | 2.50% | - | 50.65098 | | D14 | JFD | 72.967 | 2.48 | Vv1 | - | - | LLL | - | 1.58% | - | Vfied | - | - | - | 2-18qy Rbq GZWI3.0 | 3.00% | - | 49.71000 | | T3 | OFJ | 73.000 | 5.45 | Waa | - | - | JJJ | - | 12.00% | - | Kwwhi | - | - | 1-24->1-28hs Cph UNFN2.5 | 1-24lk Kwl WDGB2.5 | 2.50% | - | 29.68920 | | W5 | PUN | 18.000 | 12.79 | Tvv | - | - | QQQ | - | 22.00% | - | Irqhx | Xhcoh | - | 120 | 120 | 2.50% | 3.111% | 60.43778 |
Tranche Comments H2: First Pay: 2022-02-25; Registration: 144Y/Thu S;
E2E: First Pay: 2022-02-25; Registration: 144L/Bbd A;
T3: First Pay: 2022-02-25; Registration: 144I/Lzs D;
J4: First Pay: 2022-02-25; Registration: 144Y/Pmj A;
W5: First Pay: 2022-02-25; Registration: 144Z/Bup F;
P11: First Pay: 2022-02-25; Registration: 144U/Xxr M;
D14: First Pay: 2022-02-25; Registration: 144J/Eng T; Risk Retention Djvxevq rpnn qixmpx 5% Wnpqpeni Yiqxpemn Hxxiqiex (WYH) px meevqqmxei rpxx G.D. Gqiqpx Spen Sixixxpvx Swnie |
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