| 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 |
|---|
| K3 | VPV | 779.932 | 8.95 | Xkk | - | - | - | EEE | 29.00% | - | Xqkna | - | - | 2-08->2-12ra Qhe JTMAL2.5 | 2-12lu Jxk VAVUD2.5 | 2.50% | - | 543.36470 | | E5 | GKV | 77.000 | 32.42 | Ktt | - | - | - | GGG | 59.00% | - | Bmsyb | Jwrto | - | 105 | 105 | 2.50% | 2.666% | 84.66713 | | K15 | BNB | 38.410 | 6.71 | Nk1 | - | - | - | SSS | 3.70% | - | Ouzzj | - | - | - | 3-12oq Ejq UTRYC2.5 | 2.50% | - | 74.46000 | | A4 | XIF | 40.278 | 3.27 | Fww | - | - | - | OOO | 75.00% | - | Oklvu | - | - | 2-16->2-20vg Koc KE2.5 | 2-20fp Frz FE2.5 | 2.50% | - | 413.46897 | | F11 | BWA | 90.647 | 4.92 | Oss | - | - | - | MMM | 52.00% | - | Ezmmjitk | SGGM | - | - | 100 | JVWW+100 | - | 20.36563 |
Tranche Comments K3: First Pay: 2021-12-27; Registration: 144L/Eur L;
A4: First Pay: 2021-12-27; Registration: 144K/Btf D;
E5: First Pay: 2021-12-27; Registration: 144H/Tvf B;
F11: First Pay: 2021-12-27; Registration: 144F/Coq P;
K15: First Pay: 2021-12-27; Registration: 144W/Gdr H; |
|
