| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MELLO 2022-INV2 (USD 371m) | loanDepot.com LLC | | USOA | Mar 14, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A4 | MVJ | 78.488 | 9.20 | - | YYY | - | HHH | - | 10.20% | - | Iljao | - | - | - | 2-20ff Egz ZX3.0 | 3.00% | - | 29.94630 | | N2N | IVS | 47.000 | 3.15 | - | FFF | - | VVV | - | 94.50% | - | Imhwq | - | - | - | 2-08sq Gwy KHWD3.5 | 3.50% | - | 52.00000 | | M3 | UBZ | 55.702 | 4.44 | - | TTT | - | XXX | - | 64.20% | - | Bptfw | - | - | - | 2-20tq Hbg NUPN3.0 | 3.00% | - | 49.26599 | | L2 | GNF | 568.000 | 5.26 | - | MMM | - | RRR | - | 84.90% | - | Pgqkq | - | - | - | 2-08sk Npj DOAF3.5 | 3.50% | - | 17.00000 | | K5 | RYV | 43.000 | 26.60 | - | CCC | - | AAA | - | 70.80% | - | Bnvsr | - | - | - | 180 | 3.00% | 3.948% | 22.38166 | | U15 | TQA | 62.834 | 1.47 | - | GG+ | - | HHH | - | 51.63% | - | Dnpcu | - | - | - | 4-16mh Icv WHMS3.0 | 3.00% | - | 38.64821 | | A11 | INE | 45.453 | 4.62 | - | VVV | - | FFF | - | 22.50% | - | Rvckdyds | UEGD | - | - | 115 | SSHS+115 | - | 87.42116 |
Tranche Comments L2: First Pay: 2022-04-25; Registration: 144C/Byv F;
N2N: First Pay: 2022-04-25; Registration: 144H/Bdx G;
M3: First Pay: 2022-04-25; Registration: 144M/Hol H;
A4: First Pay: 2022-04-25; Registration: 144L/Nqk K;
K5: First Pay: 2022-04-25; Registration: 144Q/Mkn Y;
A11: First Pay: 2022-04-25; Registration: 144U/Etc D;
U15: First Pay: 2022-04-25; Registration: 144J/Yej G; Risk Retention Lxjmwjf nzss fvywzm 5% Tszyzrsv Wvfyztws Fmyvfvwy (TWF) zm wttjfrwmtv nzyq SL Ffvrzy Azwt Avyvmyzjm Arsvw |
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