Got one from a mnemonic engram that never made it to my inventory or mailbox. Had the space.
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Is it in your collections?
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You'll need to define it better. Mnemonic engrams only drop cosmetics. If it was a ghost shell, ship, or sparrow then you can retrieve them from collections even if you dismantled them. If it was an exotic ornament, you "unlock" them as opposed to dismantling them. They appear in the modifications inventory that you'd find your ship transmats, and after unlocking them you just go to the exotic it's for and equip it.
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Was it an ornament for an exotic? Eververse sells ornaments for exotics or can give ornaments from those engrams, but the only exotics they give will be a ship, ghost, or sparrow.
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Mnemonic Engrams contain cosmetics only. If it was an exotic, it could have been a Ghost Shell, Ship, Sparrow, or Ornament. Make sure to check these inventory slots as well as the Modifications section. Do you happen to remember what it was?
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If it was an ornament check your modifications section.