Vericrest Opportunity Loan Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2HWI52.9178.20-----6.72%-BahoyOQG5.500%-5.44%5.500%323.00000
W-1NCW127.1007.68-----50.00%-RckqcGSK2.750%-2.73%2.750%942.00000
Tranche Comments
W-1: First Pay: 2022-01-25; Registration: 144T/Pct J; B-2: First Pay: 2022-01-25; Registration: 144G/Ueg W;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1WQZ38.2409.72-----59.40%-TnnuyVXI--2.49%2.500%650.00000
B-2LJP39.3567.20-----28.63%-EwxyvOHT--5.32%5.375%682.00000
Tranche Comments
F-1: Registration: 144J/Cfr K; B-2: Registration: 144V/Fcr D;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1PPF15.5429.55-----14.10%-LbkekTYD--1.99%2.000%774.00000
O-2JNF2.4419.00-----89.27%-IuelePPV--3.97%4.000%279.00000
Tranche Comments
U-1: Registration: 144G/Blg T; O-2: Registration: 144V/Ubc E;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1GYK494.0009.50-----12.16%-LhqlyJGG2.00-2.125%-1.87%1.875%289.00000
U-2TIG34.0003.40-----67.40%-SuzpdQKE4.25-4.375%-4.21%4.250%523.00000
Tranche Comments
V-1: Registration: 144F/Uos T; U-2: Registration: 144E/Ifv M;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1GFZ935.0004.70-----45.52%-EgwenILN2.000%r-1.99%2.000%202.00000
M-2ZPL35.0007.60-----56.90%-SwaleZIH4.875%b-4.83%4.875%954.00000
Tranche Comments
N-1: First Pay: 2021-05-25; Registration: 144K/Vud E; M-2: First Pay: 2021-05-25; Registration: 144A/Mbt A;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1HKX291.0007.54-----28.20%-LtyniQPK--1.99%2.000%265.00000
G-2KBY44.0002.40-----48.52%-SrpptGAS--4.83%4.875%591.00000
Tranche Comments
X-1: First Pay: 2021-05-25; Registration: 144T/Bzc U; G-2: First Pay: 2021-05-25; Registration: 144J/Ufd H;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1XYO205.0007.18-----69.59%-IwpaqVQY2.125%p-2.12%2.125%932.00000
Y-2KXN61.0007.39-----26.66%-KuvmmEIS5.000%r-4.95%5.000%896.00000
Tranche Comments
S-1: First Pay: 2021-04-26; Registration: 144W/Iwr J; Y-2: First Pay: 2021-04-26; Registration: 144F/Wnc S;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1OTF179.8849.16-----78.26%-NqyixIGX2.250%p-2.12%2.125%370.00000
N-2YUV98.7331.99-----47.83%-MahjoXTG5.000%q-4.95%5.000%787.00000
Tranche Comments
S-1: First Pay: 2021-04-26; Registration: 144H/Phj E; N-2: First Pay: 2021-04-26; Registration: 144G/Ulx I;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1HVI115.0009.16-----73.60%-GbvxwJPT--2.24%2.250%985.00000
Tranche Comments
I-1: First Pay: 2021-04-26; Registration: 144L/Auo P;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1QJL610.0005.64-----43.25%-JgprkNOI--2.12%2.125%451.00000
P-2WWX83.0002.80-----38.76%-AysaoKOK--4.83%4.875%726.00000
Tranche Comments
N-1: First Pay: 2021-03-25; Registration: 144Q/Ele R; P-2: First Pay: 2021-03-25; Registration: 144A/Kkn C;

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