| 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 |
|---|
| V14 | AQK | 51.224 | 5.55 | Nr1 | - | - | LLL | - | 3.94% | - | Emnmw | - | - | - | 2-18ba Ngb QARE3.0 | 3.00% | - | 85.80000 | | T3 | UCW | 51.000 | 6.85 | Jnn | - | - | MMM | - | 23.00% | - | Ayofs | - | - | 1-24->1-28lu Iyl ULMB2.5 | 1-24cq Ltc XVGG2.5 | 2.50% | - | 50.32035 | | O4 | ZWX | 85.000 | 9.24 | Fee | - | - | KKK | - | 51.00% | - | Rivnk | - | - | 2-16wc l Tvw GK 2.5 | 2-14ld Srl YC 2.5 | 2.50% | - | 28.20404 | | C2C | VZR | 992.000 | 5.49 | Unn | - | - | WWW | - | 20.00% | - | Ygjai | - | - | - | - | 3.00% | - | - | | T5 | PEX | 81.000 | 79.90 | Qaa | - | - | JJJ | - | 74.00% | - | Ugpof | Tonhj | - | 120 | 120 | 2.50% | 3.111% | 33.68231 | | C11 | QPN | 81.800 | 5.66 | Fuu | - | - | XXX | - | 29.00% | - | Dhlmvmeu | ZIJD | - | 85f | 80 | HLYH+80 | - | 21.87441 | | O2 | QNK | 895.499 | 3.93 | Frr | - | - | AAA | - | 99.00% | - | Aqybd | - | - | - | 1-26mv Rgm JTMG3.0 | 3.00% | - | 652.28200 |
Tranche Comments O2: First Pay: 2022-02-25; Registration: 144K/Rqr W;
C2C: First Pay: 2022-02-25; Registration: 144C/Nen T;
T3: First Pay: 2022-02-25; Registration: 144Q/Gfu U;
O4: First Pay: 2022-02-25; Registration: 144I/Noq B;
T5: First Pay: 2022-02-25; Registration: 144U/Hsl R;
C11: First Pay: 2022-02-25; Registration: 144A/Bib A;
V14: First Pay: 2022-02-25; Registration: 144K/Tyh B; Risk Retention Xzvxpvp qjll pqosjx 5% Dljxjolq Bqpojjsl Kxoqpqpo (DBK) jx sjjvptsxjq qjow D.X. Jpqtjo Ijpy Iqoqxojvx Ivlqp |
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