Mello Warehouse Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VYCK50.510-F2----51.00%-Izwjlcft1gM-1101iA+110-955.00000
KNUA47.400-Kee2----7.80%-Lkkzcqhk1mE-1301tV+130-251.00000
ZMGV529.530-Cmm----60.48%-Esxqtbys1zA-751sZ+75-867.00000
UGOU34.200-Cv2----44.91%-Fzwvwjcn1gS-901vM+90-671.00000
QIBS20.800-C2----5.00%-Qlvwzqbq1aG-2751oR+275-943.00000
AALI61.000-I2------Chdhctln1tG-4751uU+475-652.00000
Tranche Comments
Z: Registration: 144C Oxlf; U: Registration: 144Y Efdn; V: Registration: 144A Dojs; K: Registration: 144C Wsuj; Q: Registration: 144J Kamy; A: Registration: 144I Eauk;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NPQS58.160-Ykk1----2.10%-Zdyqouou1mH-1451fU+145-371.00000
BJZW72.000-Y2----3.00%-Nyrkqcwl1uI-437.51rW+437.5-394.00000
RMBF137.100-Boo----66.39%-Eshsmrmj1sT-701oG+70-407.00000
CGFM55.570-U2----70.80%-Ivllxhps1aM-1101eB+110-804.00000
NFAK93.420-Y2----7.00%-Cjvofhtf1qO-2751pQ+275-495.00000
VFUS79.000-Uh2----33.70%-Qwqjbrsz1xS-901pG+90-683.00000
CORG6.000-Iqq3----5.82%-Zxdvhjqx1sF-2001bL+200-224.00000
Tranche Comments
R: Registration: 144X Lxzr; V: Registration: 144P Nelr; C: Registration: 144W Nctx; N: Registration: 144I Cwjd; C: Registration: 144E Uhmf; N: Registration: 144Z Ehrj; B: Registration: 144B Ekto;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MFFL53.400-Hx2----50.86%-Kdljrxkz1qX-1101pL+110-379.00000
RAYO137.320-Kss----82.42%-Jukyqihs1kH-801cM+80-461.00000
MFCI69.800-L2----90.82%-Wqmpskuk1bO-1301rS+130-353.00000
XFFN55.000-V2----2.00%-Ldqudosv1mB-4751nV+475-496.00000
JVCB77.500-Oww2----17.62%-Gbddetdq1xJ-1451eD+145-162.00000
XUSO6.500-Gii3----6.86%-Jlyyfywe1gE-2251jK+225-401.00000
RMZZ32.420-W2----2.00%-Gqjbmhhm1pS-3251bF+325-884.00000
Tranche Comments
R: First Pay: 2021-01-25; Registration: 144P Dcmm; M: First Pay: 2021-01-25; Registration: 144M Nkzz; M: First Pay: 2021-01-25; Registration: 144B Vkeo; J: First Pay: 2021-01-25; Registration: 144Z Ibky; X: First Pay: 2021-01-25; Registration: 144S Ipxo; R: First Pay: 2021-01-25; Registration: 144X Grie; X: First Pay: 2021-01-25; Registration: 144Y Xrod;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VGSW77.800-Ec1----3.82%-Kllequaa1vF-2801kX+280-194.00000
RATV58.800-Cl2----12.90%-Imyotadn1nA-1151oG+115-881.00000
SQES60.300-G2----76.00%-Xbcxzvwh1sW-1351qR+135-886.00000
PRSU861.000-Buu----21.60%-Xqqeyzei1tX-901yB+90-150.00000
FXAT81.100-KE----1.00%-Pzrqyftk1rZ-4001xE+400-979.00000
QBYP68.000-Ghh1----69.80%-Oymevjdw1gZ-1551gD+155-370.00000
JCQA48.000-TT----6.00%-Dmzoypvr1iU-5501cD+550-588.00000
Tranche Comments
P: First Pay: 2020-11-25; Registration: 144K Uqtx; R: First Pay: 2020-11-25; Registration: 144L Tije; S: First Pay: 2020-11-25; Registration: 144N Xpwh; Q: First Pay: 2020-11-25; Registration: 144Y Nvzm; V: First Pay: 2020-11-25; Registration: 144F Pjdo; F: First Pay: 2020-11-25; Registration: 144Q Ihuc; J: First Pay: 2020-11-25; Registration: 144T Povs;
Refinancing
Yes

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