| 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 |
|---|
| S3 | XSC | 769.744 | 6.50 | Enn | - | - | - | EEE | 10.10% | - | Fiovd | - | - | 1-26wf Vwp EFON2.5 | 1-26iw Fxj MEGM2.5 | 2.50% | - | 540.28416 | | T4 | KPU | 60.850 | 9.55 | Arr | - | - | - | SSS | 84.30% | - | Yqfcs | - | - | 2-00->2-04sr Qgp DS2.5 | 2-02vp Ayw UY2.5 | 2.50% | - | 778.56000 | | W11 | ECN | 64.827 | 6.30 | Dcc | - | - | - | NNN | 85.70% | - | Bjjleqcr | QOTQ | - | 95 | 95 | NBAM+95 | - | 11.79161 | | N15 | ASM | 63.200 | 1.50 | Fy1 | - | - | - | HHH | 4.20% | - | Jzzuq | - | - | 2-20mu Wgq FPJF2.5 | 2-20az Wem NZET2.5 | 2.50% | - | 366.90673 | | N5 | RPR | 14.438 | 54.54 | Uhh | - | - | - | SSS | 59.20% | - | Ewmzi | Oxrwo | - | 95x | 95 | 2.50% | 2.481% | 262.60575 |
Tranche Comments S3: First Pay: 2021-10-25; Registration: 144I/Zto C;
T4: First Pay: 2021-10-25; Registration: 144U/Pwl K;
N5: First Pay: 2021-10-25; Registration: 144J/Hmi L;
W11: First Pay: 2021-10-25; Registration: 144J/Olf J;
N15: First Pay: 2021-10-25; Registration: 144F/Bdb A; Risk Retention TTd 5% Tvvpvqvf Dffbvcev Vcbfffgb (TDV) |
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