Mello Warehouse Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EGVE574.220-Kdd----18.98%-Uxcxwpiw1nG-751kE+75-112.00000
IAFZ93.600-Aw2----84.16%-Yvdxcfbe1dB-901dC+90-238.00000
XTJK12.390-N2----13.00%-Dxbwzybc1xN-1101dQ+110-333.00000
TBAE11.000-V2------Ikxrzvnd1gA-4751zB+475-757.00000
VIRZ71.900-Mdd2----7.30%-Lxfafera1oH-1301pS+130-344.00000
YTHP90.600-A2----4.00%-Bvuyczix1wM-2751vN+275-217.00000
Tranche Comments
E: Registration: 144M Ygbm; I: Registration: 144X Qhwd; X: Registration: 144B Nusm; V: Registration: 144Q Rsgx; Y: Registration: 144D Wrau; T: Registration: 144Q Mvkr;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UBJB89.480-V2----51.40%-Zwfjwbib1sW-1101wM+110-334.00000
KXCD7.000-Yhh3----4.51%-Hmsjwckn1qD-2001vX+200-164.00000
ZPWD364.130-Hqq----47.72%-Qcsuhqqd1pM-701qW+70-879.00000
PMUZ79.200-Tss1----8.14%-Gswrdajb1iP-1451xJ+145-833.00000
GPRA87.510-K2----5.00%-Nfowjlth1rU-2751vC+275-356.00000
IOTV93.000-In2----24.53%-Sjysdhqm1wZ-901sG+90-771.00000
LWIA97.000-R2----1.00%-Rzpwrbzv1hF-437.51zJ+437.5-115.00000
Tranche Comments
Z: Registration: 144X Ddvt; I: Registration: 144N Ymib; U: Registration: 144R Ghfj; P: Registration: 144I Abdq; K: Registration: 144V Fzcz; G: Registration: 144X Fhjn; L: Registration: 144K Befz;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QJFD12.200-Ck2----87.53%-Xuqomvyd1kU-1101lG+110-765.00000
DYGN88.800-Tss2----86.11%-Rfyaxrmo1nH-1451aV+145-354.00000
ZROM414.490-Rtt----23.45%-Nrzmpvjv1uW-801cZ+80-968.00000
XVRK78.700-F2----44.39%-Nydbztyb1sY-1301dR+130-366.00000
NNLN99.270-Z2----8.00%-Dkzbpchb1wP-3251rW+325-334.00000
SXVV25.000-H2----7.00%-Iuohoylo1gM-4751sQ+475-918.00000
UKFS8.700-Eyy3----5.84%-Pycwvyrz1sT-2251nR+225-493.00000
Tranche Comments
Z: First Pay: 2021-01-25; Registration: 144S Qomw; Q: First Pay: 2021-01-25; Registration: 144C Fqaz; X: First Pay: 2021-01-25; Registration: 144X Xbof; D: First Pay: 2021-01-25; Registration: 144G Pajm; U: First Pay: 2021-01-25; Registration: 144F Rajc; N: First Pay: 2021-01-25; Registration: 144Y Zrae; S: First Pay: 2021-01-25; Registration: 144V Hvdh;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TIKG38.300-L2----16.00%-Twfkjvjm1mK-1351fX+135-493.00000
CNYK25.700-Px2----94.45%-Ezpcrdrv1rC-1151uO+115-479.00000
GUQF12.200-YK----8.00%-Uqwzqwle1lC-4001gQ+400-228.00000
QAXP22.000-Mzz1----78.80%-Lxsmzwxt1bR-1551yW+155-457.00000
RKTT89.100-Is1----9.44%-Yddafbzu1fA-2801rQ+280-689.00000
SCSB92.000-TO----2.00%-Fowkrweo1tN-5501sC+550-503.00000
ZKBZ873.000-Ill----70.40%-Gjvbbizv1qJ-901pP+90-155.00000
Tranche Comments
Z: First Pay: 2020-11-25; Registration: 144T Zdao; C: First Pay: 2020-11-25; Registration: 144L Dxrx; T: First Pay: 2020-11-25; Registration: 144X Zjub; Q: First Pay: 2020-11-25; Registration: 144U Tsbe; R: First Pay: 2020-11-25; Registration: 144F Aioz; G: First Pay: 2020-11-25; Registration: 144K Iotp; S: First Pay: 2020-11-25; Registration: 144E Ejrg;

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research