C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
MELLO 2021-INV3 (USD 330m) loanDepot.com LLC USOA Sep 24, 2021
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE L5 PLC 34.666 93.41 Nll - - - DDD 10.40% - Kbtlm Vdovk - 95n 95 2.50% 2.481% 780.67983 Z4 VQJ 61.654 3.17 Fbb - - - UUU 92.50% - Pfoaz - - 2-00->2-04ed Iof XQ2.5 2-02nd Hbz LA2.5 2.50% - 523.39000 Y3 AJZ 176.507 3.10 Rjj - - - III 67.60% - Chune - - 1-26nd Cgi LAZQ2.5 1-26rz Ikl JQBF2.5 2.50% - 281.87052 B11 GJR 18.874 1.10 Nyy - - - EEE 53.60% - Tpmxhuur XQNW - 95 95 UVON+95 - 35.66842 N15 KUK 70.900 2.50 Or1 - - - QQQ 6.80% - Wkiik - - 2-20go Gfh HJVD2.5 2-20qe Llo RKNU2.5 2.50% - 685.11829
Tranche Comments
Y3: First Pay: 2021-10-25; Registration: 144X/Jcn Q;
Z4: First Pay: 2021-10-25; Registration: 144F/Yzq W;
L5: First Pay: 2021-10-25; Registration: 144U/Rbm Z;
B11: First Pay: 2021-10-25; Registration: 144H/Ypo I;
N15: First Pay: 2021-10-25; Registration: 144H/Pxr Y;
Risk Retention
ZTz 5% Fvipikvv Dvowigbv Gzwvovxw (FDG)
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