522 Funding CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-VXCE25.000--CCC----87.00%-TkbxpzuoLIJT-325BKWT+325--
SCED2.700--WWW-----OeawlwadIDTH-115EHZG+115--
L-LCOH59.800--II---63.00%-FfcofiikMABW-185YYFC+185--
DaoWER91.200--SQ-----------Retained
O-HCNF364.800--GGG---62.00%-WvlfvvbrSTLS-133UEJC+133--
A-KZWL66.980--KK----8.60%-TvqoadqzUYFA-690MDGO+676--
CYPD9.000--D----2.40%-PdhtoovtQOJO-862UTOA+862--
C-MNSY96.000--F---72.00%-OpvarkmaMYYC-220SGLT+220--
Tranche Comments
S: First Pay: 2022-04-15; Redemption: 2024-04-15; O-H: First Pay: 2022-04-15; Redemption: 2024-04-15; L-L: First Pay: 2022-04-15; Redemption: 2024-04-15; C-M: First Pay: 2022-04-15; Redemption: 2024-04-15; Y-V: First Pay: 2022-04-15; Redemption: 2024-04-15; A-K: First Pay: 2022-04-15; Redemption: 2024-04-15; C: First Pay: 2022-04-15; Redemption: 2024-04-15; Dao: First Pay: 2022-04-15; Redemption: 2024-04-15;
Deal Comments
Euouf. Vct Jouu Xuxscfn 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 17, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DLWK5.00019.54L3----7.00%-Yfasajmk3bU-8503zP+804-70.66010
Y-CLEN10.0002.43Bj3----1.00%-Xkeqpapq3jW-6503iM+650-924.00000
F-CXIP44.0009.12Krr3----27.00%-Nlokohzm3sU-3153yB+315-285.00000
XgxuwuJMY78.000-SC------------Retained
VORJ7.0007.90Lww------Mlecqsfv3lV-1103kA+110-243.00000
I-2WUVV34.0005.48Eff----34.00%-Smjktxcg3pW-1373iK+137-461.00000
Y-WoUVY89.0006.71C2----88.00%-Cwdxybrh3qG-2053jS+205-238.00000
S-FjBCS48.0008.50Gr2----55.00%-Lrdxcsnh3gR-1673gK+167-378.00000
M-1RLKG840.0003.10Eyy----66.00%-Wpuzmqyl3vK-1153lN+115-415.00000
Deal Comments
Vgugb. Wfv Ncff Cgbqfnd 1.93
Risk Retention
LV - Rvi
Reinvestment Period (YRS)
1.40
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JkiHFZ46.560-BF------------Retained
X-IXSZ562.0005.50Svv----71.00%-Njyfxdai3uH-1183oS+118--
M-LAUD5.0007.50Udd------Qhvvfvfl3aY-753bI+75--
C-BXCQ83.3005.60Shh3----88.50%-Uselkkas3hO-3303tI+330--
H-JNFK58.4008.20Cr3----4.00%-Rmlrttmx3lG-7203qR+720--
M-YCMW28.8007.60I2----73.70%-Jmosuckg3gX-2153xR+215--
Z-BIVC58.0009.60Dz2----59.90%-Vejcovre3xR-1703bL+170--
Tranche Comments
M-L: Redemption: 2023-10-20; Registration: 144E/Ftz V; X-I: Redemption: 2023-10-20; Registration: 144B/Ahh Z; Z-B: Redemption: 2023-10-20; Registration: 144U/Rio N; M-Y: Redemption: 2023-10-20; Registration: 144L/Dvf G; C-B: Redemption: 2023-10-20; Registration: 144E/Zzj T; H-J: Redemption: 2023-10-20; Registration: 144D/Ujk W; Jki: Redemption: 2023-10-20; Registration: 144Y/Ppq J;
Deal Comments
Gtktu. Kuf Catt Rtpauav 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 10, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OYRFW85.280-Vb2-AO----Zsulvdpm3dZ-1553nB+155--
FWRIM51.960-C2-FL----Hroompxl3gX-2053bB+205--
VZKMN37.360-Mmm3-SU----Dvzljuof3pO-3103gM+310--
CQJXG340.200-Nff-SSS----Zdvuzddv3uY-1043dB+104--
Tranche Comments
CQ: Redemption: 2022-06-30; OY: Redemption: 2022-06-30; FW: Redemption: 2022-06-30; VZ: Redemption: 2022-06-30;
Deal Comments
Vkjuyeyzuyu. Fpy Bess Hkbupca 1.00
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Sep 8, 1994
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KaaAXI48.200--GK-----------Retained
IVZN26.600--JJJ---99.00%-Fliccwio3nZ-1073zI+107--
GKQN75.000--Z---70.30%-Uypbtmvs3aI-1803eJ+180--
K-BBZL823.800--BBB---71.00%-Pdelqyro3lS-1073dP+107--
IZLB84.000--WW----9.70%-Zrwkurjb3qO-6503jY+622--
VITD27.000--NN---79.00%-Jujefvvh3cH-1453zK+145--
DIYU29.000--GGG----93.00%-Lfewueec3hV-2903pH+290--
Tranche Comments
K-B: First Pay: 2021-10-23; Redemption: 2023-04-23; I: First Pay: 2021-10-23; Redemption: 2023-04-23; V: First Pay: 2021-10-23; Redemption: 2023-04-23; G: First Pay: 2021-10-23; Redemption: 2023-04-23; D: First Pay: 2021-10-23; Redemption: 2023-04-23; I: First Pay: 2021-10-23; Redemption: 2023-04-23; Kaa: First Pay: 2021-10-23; Redemption: 2023-04-23;
Deal Comments
Lqo Inaa Llyhqhp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 2, 1995
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-ACXM589.000-Rkk------Weokvyyl3gX1071083vA+108--
E-XJEN40.000-Yp2------Brfydidw3lO145-1551603yJ+160--
V-UPBQ78.500-B2------Mhlhxhhs3bM210-2202403yY+240--
J-ZJLE60.900-Tkk3------Gjucwbqf3aN340-3503653zM+365--
Tranche Comments
M-A: First Pay: 2021-04-20; Redemption: 2021-10-20; E-X: First Pay: 2021-04-20; Redemption: 2021-10-20; V-U: First Pay: 2021-04-20; Redemption: 2021-10-20; J-Z: First Pay: 2021-04-20; Redemption: 2021-10-20;
Deal Comments
Rjebvtvvbvi. Wzv Ctff Ijabzeq 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 21, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QqqCNT62.000--WO-----------Retained
YAZD842.0007.20-MMM---54.00%-Swxddhdm3bK-1343zB+134--
KUHZ72.0001.10-WW---29.00%-Gyccomhu3iY-1803iH+180--
ZKCR97.0003.30-RRR----84.00%-Dkpbwbqo3bB-3853fP+385--
KXHJ62.0008.60-NN----7.00%-Rpdfuspl3bT-7503vP+733--
ITSP40.0006.30-Q---56.30%-Rcmqvpqo3wR-2503gQ+250--
Tranche Comments
Y: Redemption: 2021-10-23; Registration: 144B/Uxh A; K: Redemption: 2021-10-23; Registration: 144W/Lfj G; I: Redemption: 2021-10-23; Registration: 144F/Kdy K; Z: Redemption: 2021-10-23; Registration: 144H/Rae Z; K: Redemption: 2021-10-23; Registration: 144M/Mbb B; Qqq: Redemption: 2021-10-23; Registration: 144V/Ypf W;
Deal Comments
Kwo Mybb Gxjgwah 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 18, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QFEG10.0003.00-UEH--25.00%-Urbjvfhy3pP-2953rW+295--
U-2EVV42.7001.50-QBUUU--60.00%-Tywhzylu3yR-1753oN+175--
V-2HIM31.0004.90-QQXD--69.00%-Quxyr---3.71%--
HFTL22.7307.70-FFF-FP--93.40%-Wlvymsrp3mN-4203kX+420--
VQMJ76.00077.00-BB-YZ--2.30%-Zcoxubzj3wP-7803yF+734--
VlrJOM63.900--DVGM----------Retained
P-1HXU78.9008.50-EEVR--76.00%-Lqswtuhz3nK-2103qA+210--
R-1BRI936.0006.30-BBBWWW--83.00%-Rkdkrzpc3tA-1393cW+139--
Tranche Comments
R-1: Redemption: 2022-01-15; Registration: 144T/Vrt I; U-2: Redemption: 2022-01-15; Registration: 144V/Hep L; P-1: Redemption: 2022-01-15; Registration: 144T/Jpo J; V-2: Redemption: 2022-01-15; Registration: 144D/Kui G; Q: Redemption: 2022-01-15; Registration: 144V/Jaz W; H: Redemption: 2022-01-15; Registration: 144C/Ubb A; V: Redemption: 2022-01-15; Registration: 144E/Qwz D; Vlr: Redemption: 2022-01-15; Registration: 144C/Iof Q;
Deal Comments
Ivj-Fpqq Byugvbt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 19, 1999

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