| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MELLO 2021-INV4 (USD 326m) | loanDepot.com LLC | | USOA | Nov 19, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D5 | CGU | 45.000 | 36.41 | Cbb | - | - | - | PPP | 10.00% | - | Dokyd | Ovblb | - | 105 | 105 | 2.50% | 2.666% | 63.58229 | | J11 | MSO | 92.822 | 3.87 | Hhh | - | - | - | SSS | 10.00% | - | Wvjwmmkh | QIYK | - | - | 100 | PGQQ+100 | - | 53.75630 | | T3 | AKN | 888.372 | 1.52 | Wzz | - | - | - | LLL | 82.00% | - | Eklet | - | - | 2-08->2-12az Jsx ZIAGN2.5 | 2-12jx Rvm FYXGJ2.5 | 2.50% | - | 159.48300 | | V15 | OVQ | 75.760 | 2.70 | Nr1 | - | - | - | HHH | 7.50% | - | Oylby | - | - | - | 3-12zq Clu NLALL2.5 | 2.50% | - | 45.65060 | | I4 | ULM | 31.783 | 7.65 | Xvv | - | - | - | OOO | 61.00% | - | Roqfn | - | - | 2-16->2-20wo Mjv MG2.5 | 2-20fp Eri EY2.5 | 2.50% | - | 671.73622 |
Tranche Comments T3: First Pay: 2021-12-27; Registration: 144I/Jzo X;
I4: First Pay: 2021-12-27; Registration: 144F/Mnl I;
D5: First Pay: 2021-12-27; Registration: 144P/Qul Z;
J11: First Pay: 2021-12-27; Registration: 144V/Abv Y;
V15: First Pay: 2021-12-27; Registration: 144V/Xwa W; |
|
