| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MELLO 2021-MTG3 (USD 306m) | loanDepot.com LLC | | USOA | Jul 1, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-27 | WFE | 87.857 | 6.41 | Bh1 | - | - | MMM | - | 8.00% | - | Rrcfm | - | - | <2-20>-<2-26> ne VHDZ 2.5 ZVC | <3-00> vk ZHHN 2.5 UZF | 2.50% | 2.393% | 101.65639 | | I-11 | WQV | 14.200 | 9.31 | Jgg | - | - | RRR | - | 74.00% | - | Ghrzaadf | UCMO | - | 77.5 | 85 | BTXT+85 | - | 89.28075 | | J-9 | VSU | 351.510 | 1.76 | Zzz | - | - | EEE | - | 43.00% | - | Jgtpd | - | - | <1-26>-<2-00> di NC 2.5 VBU | <2-04> cy DC 2.5 VOF | 2.50% | 1.619% | 726.48971 | | M-3 | YXI | 455.364 | 1.65 | Cww | - | - | DDD | - | 94.00% | - | Lbzul | - | - | <2-06>-<2-12> lu NUVE 2.5 YNG | <2-06> ck GAFK 2.5 AGH | 2.50% | 2.198% | 366.51200 | | C-22 | QQA | 58.203 | 64.10 | Yjj | - | - | MMM | - | 46.00% | - | Hkyrw | Gbobn | - | 100-105 | 105 | 2.50% | 2.569% | 28.46054 |
Tranche Comments M-3: Registration: 144N/Tjk D;
J-9: Registration: 144B/Caz K;
I-11: Registration: 144V/Xvp G;
C-22: Registration: 144F/Ntg C;
X-27: Registration: 144Q/Hqb H; |
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