| 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 |
|---|
| O-11 | XQD | 94.760 | 2.52 | Cll | - | - | WWW | - | 62.00% | - | Jdaptlsa | CJEC | - | 77.5 | 85 | UZAF+85 | - | 20.43098 | | N-22 | PFI | 61.796 | 22.20 | Rcc | - | - | OOO | - | 29.00% | - | Dnaxb | Tjaht | - | 100-105 | 105 | 2.50% | 2.569% | 29.18887 | | F-3 | WBC | 878.260 | 5.30 | Gdd | - | - | KKK | - | 98.00% | - | Qpury | - | - | <2-06>-<2-12> sc UQIZ 2.5 GUS | <2-06> oa FAYI 2.5 OFY | 2.50% | 2.198% | 748.65887 | | B-27 | VLU | 94.654 | 3.10 | Ey1 | - | - | LLL | - | 4.00% | - | Akvxu | - | - | <2-20>-<2-26> wq TYDX 2.5 WTG | <3-00> wg ZZPR 2.5 QZP | 2.50% | 2.393% | 272.16218 | | X-9 | RCH | 891.550 | 7.13 | Tzz | - | - | DDD | - | 36.00% | - | Embgs | - | - | <1-26>-<2-00> vn ZG 2.5 HEV | <2-04> az SP 2.5 OAW | 2.50% | 1.619% | 393.85878 |
Tranche Comments F-3: Registration: 144Q/Omo G;
X-9: Registration: 144F/Mwq E;
O-11: Registration: 144L/Ibp A;
N-22: Registration: 144D/Xoy C;
B-27: Registration: 144M/Jbe G; |
|
