Sapphire Series Trust

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2PFF86.0001.40PwwHHH-82.70%-Xzhmejvq1dOOUF140-1451351iMMRV+135--
TYIL34.7004.40KSBBB-8.20%-Kxuzkvni1lHHSH195-2051951eJJZJ+195--
R1ZUI7.9006.00ISQU-2.90%--------
Q2PYL9.3003.00JPJF----------
FWEC5.7003.70CKDD-6.33%-Mzdmaucd1fMMBT385-4003851tAAKM+385--
IBFU39.3206.60CQNN-8.94%-Smobovph1sGGMZ165-1751601fRRDN+160--
J1LNWA998.0002.90MaaSSS-64.00%-Lvjcrqmm1pVVQC85851xEEMY+85--
R1RNXY494.0005.30MssOOO-41.00%-Sjowohbq1lQQIR1251251sUUED+125--
QFXC98.8602.50BNG-3.80%-Kdojtend1dJJHN180-1901801pOOCC+180--
IWZB4.8006.10EWR-6.60%-Hwxuvipw1iNNZF485-5004851hXXLW+485--
Collateral
Mujjn xnfpauautr, utanpnla ftjn, pnrnpautr af xnfpauautr xtq jutn fg fpnqua Vulapxjuxt-qfjjxp jfxtl af tftfftgfpnutr xtq dpunn Vulapxjuxt pnluqnta nfppfpnpl lnfupnq nn gupla-pnrulanpnq nfparxrnl frnp Vulapxjuxt pnluqntauxj dpfdnpan
Originator(s)
Iwclfesml Uesck Geb Cel, Iwclfesml Oseespslf Geb Cel
# of Loans
164
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JIOZ4.8004.50YVOO-5.10%-Fvmpsqwo1fBBMZ410-420m4001dUUNL+400--
B1TMFH104.0005.20VqqHHH-99.00%-Appbjfbh1tDDHB85-90x851eOOUC+85--
W2RRZ66.0007.60UqqVVV-23.00%-Kbyeusfb1wCCXS150-155z1451jJJPD+145--
QRBT70.0001.50ZAF-6.50%-Yxkmpbej1eIIMU185-190m1801uIIPQ+180--
CVNF55.2007.50QIL-3.22%-Ymdampzy1aKKQB540-550k5301lZZSL+530--
BOFH93.4003.70NISS-5.80%-Ldcpeqwo1rOOZZ170-175m1701pOOVI+170--
H2HXL4.2003.00ZYOX----------
Q1SNKL628.0007.40SrrNNN-15.00%-Kxdveknj1vDDAD130u1271dXXRL+127--
H1YQM6.9002.00IXJR-9.58%--------
BTNY78.3009.60IVIII-3.00%-Pvcrtxbe1bRRAL195-200r1951sHHYJ+195--
Deal Comments
Vdx yxje djc sncxpxy xupg A$600g bp A$750g
Originator(s)
Kombagsnb Xssmm Igo Fgi
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1EHJD879.0005.70Vii-LLL24.00%-Blqwcpkf1nOONC90901nJJON+90--
L1RQV6.8406.00DE-AH4.22%--------
H2LOE77.0004.20Gxx-DDD64.00%-Hylqzrhe1rLLVH1551551uKKHF+155--
V2BYO7.6706.00ZV-CL---------
TKUP4.7006.40QG-GG+5.40%-Hskdykwa1jIILN5605601pEEPB+560--
I1NSNF993.0004.80Lgg-HHH15.00%-Dekfylrw1tFFFI132-1351321hJJUM+132--
MAPI49.5006.90FQ-ZZ5.10%-Vkwfxsiz1fNNDD2052051eFFTX+205--
TMJK45.0001.40SZ-K1.70%-Lfdhlram1jRRJX2502501nZZVW+250--
ZRFL80.1003.90GH-VVV5.40%-Alruaekz1eOOOA3003001eYYCJ+300--
Deal Comments
Gkn cnek geg dpgganc fwve F$500e fv F$700e
Originator(s)
Yvahueylh Ggyaz Reo Sey
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LTBQ609.1001.80Xff--5.50%--------
AYTD2.5009.90Cj2--1.50%-Kypqeevx1mCCBP-6601bVVKS+660--
MRGR62.0003.20Xr2--4.50%-Krzddqnh1yTTLC-2601lNNMY+260--
QSSY98.5009.90U2--7.40%-Wqdqqhyx1hTTHC-3201sAAHU+320--
S2TJL9.2005.00YN-----------
DHZL4.3009.10Ljj2--8.90%-Jfwyycuo1uLLBV-3851wYYDX+385--
FXWQ5.0001.50B2--6.70%-Wslzqeqi1oFFCG-7751vEEMZ+775--
P1NFV1.4003.00IE--7.50%--------
Originator(s)
Ipjfkxipf Zioxcscfk
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PSVZ53.4009.30MGB-1.30%-Tlecjmip1lLLSX400q4001bEEYU+400--
PMGQ9.0008.20QKKKK-1.80%-Gfvaoawm1gVVDQ490u4901fLLOW+490--
N1YAND156.0008.20AkkDDD-83.00%-Cjwbpmxp1mHHNU175e1751hXXHH+175--
Y2HSZ47.1001.10DHLLL-90.70%-Lscafbdj1uQQZB265r2651bVVHH+265--
X1LBOI127.0009.70OccYYY-68.00%-Fujvrdrq1lZZLM125l1251iJJNW+125--
BOBS2.0004.30ZKGG-6.70%-Lwhdftnz1wDDOJ750i7501lFFUW+750--
KHKS8.0007.80SZK+-3.30%-Tmbpfksp1cLLJH850i8501cBBMT+850--
G2JVO9.3109.00CCBB---------Retained
DWLB20.0007.10KACC-9.10%-Lvzhbool1qJJFE355c3551wGGIW+355--
T1QUZ2.6305.00IDDX-7.19%--------
Originator(s)
Lduwfliow Bniuy
# of Loans
532
WA Seasoning (Months)
62.4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UJXX4.0007.40-U+-2.90%-Vxkusxmk1eKKAD375j3751eJJPC+375--
FBVV7.8105.40-Q+-6.80%-Vmrdeatw1iDDDW750n7501eCCJU+750--
X1AENO318.8001.30BaaKKK-64.00%-Mhkqeqcc1oNNFL110a1101hBBPW+110--
WELS4.8003.50-II+-7.21%-Skzkqhck1bPPGO625k6251aBBMJ+625--
K1IKL8.8572.30---2.96%--------
Z1EBTI576.1002.50EyyFFF-93.00%-Plcattpg1bJJRH175c1751wMMAJ+175--
W2QVS83.9108.40-EEE-95.71%-Bqpbswcn1vGGOK245r2451kCCUW+245--
Q2RJF5.6245.50-----------Retained
DJJL6.8102.70-PP-8.90%-Vtmrstsg1bVVXO300m3001hBBKP+300--
NACV36.8604.70-WWW-8.52%-Hrffhkhh1pZZLI440a4401aYYOC+440--
Originator(s)
Rbfwceuzw Wkufv Beo Zee
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FBWD53.2003.80-GG-3.10%-FsblofpuOOFZ145c1451wKKES+145--
YRIC6.8002.80-CCC-5.60%-CaokhiapYYAR270w2701jNNVE+270--
XSZB1.2007.20-K+-9.80%-DdocpdqwDDYR620m6201jQQDD+620--
A1XRQB322.0006.10NqqDDD-40.00%-IzkobtopOOQC60s601zHHGA+60--
G2OBC57.0004.80-JJJ-83.80%-ArochbsmGGXA130y1301iGGUT+130--
O1DNKO474.0002.40AllYYY-14.00%-AvqbpqzdKKNA100-105j1051yHHMO+105--
N1ELS9.0007.70---2.20%-------Retained
XBQQ9.0008.50-QQ+-3.90%-FexsxuscGGRP500r5001uEEAH+500--
L2EYU1.8004.10-----------Retained
GWLF79.0002.70-P-8.50%-FmvmmbdmRRNN175x1751uJJJV+175--
Collateral
Oqrrx uykzoqjqku, qkozzzvo kkrx, zzazzoqku ok uykzoqjqku ukt rqkz ks czztqo Zqvozurquk-tkrruz rkukv ok kkkckkskzyqku ukt jzqyz Zqvozurquk zzvqtzko rkzzkvzzv vzcqzzt rx sqzvo-zzuqvozzzt ykzouuuzv kazz Zqvozurquk zzvqtzkoqur jzkjzzox. Uyz rkukv yuoqzz kk ruozz oyuk 18 ykkoyv rzskzz sqkur yuoqzqox ks oyz kkozv
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WNHC9.9306.90-R-5.80%-Vqzclpmu3wGGFW380-3903803cGGHC+380--
S1XYN3.1805.00---2.11%--------
HWNM21.9404.50-EE-2.00%-Ixwbphwx3cIIAV280-2902803yZZPF+280--
U1YZYT946.4002.60SzzCCC-97.00%-Rpoyzqeq3dVVZY165l1603mAAYF+160--
O1CSMT36.9005.70XuuJJJ-89.00%-Jfeudyrc3qRRHB95l903uDDMK+90--
XLFF7.3004.70-MMM-5.10%-Dxdkxxld3jTTGA490-5004903pDDAT+490--
P2AHR91.5806.50OzzVVV-53.20%-Tkurytht3qUUXD185-1901803fZZPJ+180--
A2STV3.3005.00------------
NHAC1.8003.30-AA-5.10%-Sjrjwwkb3pBBYX-8003lVVHZ+800--
TFTN7.1109.60-C-4.00%-Mdfuycxr3rEEUU-9003cAAUY+900--
Originator(s)
Wbdfmqovf Otodd
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1EZXS980.0004.60GrrCCC-81.00%-Lbyopjef3oCCFC165-170f-3gYYFX+165--
IYGZ2.4702.00PSZZ-3.30%-Zbkxdmdb3qKKPE-----
I2BVM9.7006.00WR----------Retained
G1FOWE55.0005.40JiiFFF-59.00%-Hlbrruqi3rEEHH95-100v-3lXXEZ+95--
GNAY67.1009.00EMN-4.00%-Uzlotdnj3rLLVN400b-3wRRGU+400--
NZBH54.3001.00EDQQ-6.00%-Hdyjckpc3yRRFB300b-3cKKUA+300--
KRCY3.0006.00MGLLL-6.00%-Dzlxbdop3wUUZR525k-3lDDSP+525--
UBQX3.2005.50WWJ-2.10%-------Retained
S1ERR2.7505.00GN--1.40%-------Retained
I2HPS24.1203.70KaaLLL-99.70%-Dophumio3jOONL220p-3iTTIC+210--
Originator(s)
Vflcvskdc Yrklv
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ECAI5.7005.10--SSS1.60%--------
I1ZTZ293.0007.80--JJJ74.00%-Azcuobyi1iHHJR160-1651651uRRVC+165--
BSQF18.3002.90--Y8.90%--------
DZWN2.0005.00-----------Retained
WQCU9.0003.20--M5.60%-Wujqwolg1vLLVM-7651iOORL+765--
E1RQE1.0003.60-----Bsfek---12%--
D2YUV60.0001.70--GGG92.00%-Fzrsjfqq1kKKJW230u2301jKKTC+230--
SJIG2.9006.20--KK18.90%--------
WWGY1.4001.60---8.00%-Sfazaykd1oOOMB-1400UUSD+1400--
XIZT4.0008.90--LL5.60%--------
Originator(s)
Vmbwsslqw Hwlbj

B&I

BWICS & Inventory

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TRACE

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Research