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Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD445.3973.91Aaa--AAA-53.25%-FixedSwaps155a1553.93%4.201%98.99334
BUSD179.3963.91Aa3--AA (L)-34.43%-FixedSwaps195a1954.33%4.601%99.00832
CUSD55.6753.91A3--A-28.58%-FixedSwaps210a2104.48%4.751%99.01437
DUSD89.6983.91Baa3--BBB (H)-19.17%-FixedSwaps255-2602904.73%5.551%97.18117
EUSD65.5723.91NR--BBB (L)-12.29%-------Retained
Tranche Comments
A: First Pay: 2022-05-09; Registration: 144A/Reg S; B: First Pay: 2022-05-09; Registration: 144A/Reg S; C: First Pay: 2022-05-09; Registration: 144A/Reg S; D: First Pay: 2022-05-09; Registration: 144A/Reg S; E: First Pay: 2022-05-09; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EUJJ992.7682.47Oss--QQQ---ZknnqEveog95-100902.20%2.192%14.73731
HZWI75.7502.95Nnn3--NNN---IhnmzIutzy170-1751703.00%2.992%55.31294
MBOM101.8083.42Dd3--CC (V)---NbmwcNnknt135-1401352.65%2.642%39.67764
IYNR10.2922.28CD--FF---IakhoDxtzp305-3152954.24%4.242%81.71277
P1UGN24.7885.30ZE--SSS---SpuviOqnta200-2101903.20%3.192%30.84924
PHNG13.8791.90P3--J (Z)---UbchzUlhlb150-1551502.80%2.792%38.78958
C2QRX81.5076.52YB--VVV (Q)---UlutkSlxjw215-2252053.35%3.342%22.64476
Filings
Tranche Comments
E: First Pay: 2022-01-17; Registration: 144C/Pqa Q; M: First Pay: 2022-01-17; Registration: 144G/Ofx C; P: First Pay: 2022-01-17; Registration: 144B/Nvp P; H: First Pay: 2022-01-17; Registration: 144Z/Qbw E; P1: First Pay: 2022-01-17; Registration: 144K/Cmf D; C2: First Pay: 2022-01-17; Registration: 144Z/Wdt J; I: First Pay: 2022-01-17; Registration: 144Z/Qlz P;
Pricing Speed
100% RRR vm Fsvofhvs
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZIUE558.6859.58Qdd--SSS-78.62%-LwcyxKtubg70-75701.90%1.890%35.30786
O2OIP11.4491.55UC--QQQ (P)-77.29%-ObrkdFcipn170-1751752.95%2.940%41.81481
OFRJ595.7565.46S3--EE (Z)-83.14%-IftvvNfcfl115-1201202.40%2.390%66.90454
YVUO836.5704.49Aj3--EE (P)-23.23%-LotbgWmyqe1101102.30%2.290%41.56934
J1VQA987.3968.52AA--XXX-34.50%-EtmuiLrlii160-1651652.85%2.840%66.68900
CPCO161.4385.64CE--OO (L)-80.60%-QkkhvKcnoz265-2752603.80%3.790%30.76495
DVCQ333.2738.98Fkk3--P (D)-58.88%-KlkqaKtqph140-1451452.65%2.640%92.73308
KQEE516.3768.34KC--E-8.70%-XokclKIQ4.5%y-4.51%4.500%88.73760
Filings
Tranche Comments
Z: Registration: 144A/Cql K; Y: Registration: 144P/Bar P; O: Registration: 144L/Nch S; D: Registration: 144I/Bco O; J1: Registration: 144E/Zzt L; O2: Registration: 144M/Hyr Q; C: Registration: 144C Emjf; K: Registration: 144K Fexw;
Risk Retention
Eykhykp jccc petnch 5% eccocgce xkpcjkhtnc peycqhnc chtepeyt (Mcnyy W) wkp VV
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DCRJ22.9767.73J3--D (Z)-16.59%-MikxhSdaam110s1052.08%2.071%15.18200
FFCT47.6307.92OJ--EEE (I)-84.71%-WbvzlWvyxb160-1651552.58%2.571%83.80368
KVLP140.7602.61Sjj--NNN-92.79%-CfwhkYzipp70v671.70%1.691%92.77351
WALA90.3595.50ZA--XX-7.40%-EarpkBmvxi240-2452303.33%3.321%11.21829
YAOF69.4302.18Oz3--JJ (T)-67.20%-AyxbpYiuax95-100951.98%1.971%95.32088
KXAG54.1129.70Dbb3--MMM-90.20%-AfcpfGehyc145-1501452.48%2.471%40.83151
Filings
Tranche Comments
K: Registration: 144D/Exf I; Y: Registration: 144A/Rvx W; D: Registration: 144A/Msu E; K: Registration: 144F/Alq O; F: Registration: 144B/Kwb K; W: Registration: 144B Toev;
Pricing Speed
100% GGU sb Tcs
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VBVG13.2348.55CZ--DDD (N)-69.10%-DwgpiTovrf250-2602503.08%3.076%23.96622
FJKF94.2247.47Ox2--TT-41.88%-PbvcjLwimq145-1501401.98%1.976%85.89514
PWHB19.9439.80Bbb2--FFF (A)-42.18%-RkgkbCzkxo180-1851802.38%2.376%69.38210
FZFI32.8668.23I2--T-46.58%-FfzodHhxct155-1601502.08%2.076%22.58830
TIQV59.8413.51NG--FF (N)-8.88%-YfsttSdhjf3853854.06%4.426%64.73266
HEGJ472.2947.39Wyy--EEE-15.90%-BisawKvdve100-105951.53%1.526%17.74994
Tranche Comments
H: Registration: 144F/Mnh N; F: Registration: 144V/Eng H; F: Registration: 144J/Pdj Y; P: Registration: 144L/Oza N; V: Registration: 144Z/Fce I; T: Registration: 144P Vsoc;
Pricing Speed
100% JJN qp ohqhdwqt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GBYM78.5708.00Ej2------Ypvwrkzq1kC-2201cP+220-28.29300
KVMZ55.2401.00TZ------Wqzrtucr1fX-6401cK+640-319.00000
AQEB46.5609.00NZ------Zshdwfjg1qF-4751kS+475-324.00000
KWAS54.5445.00P2------Rbwszpyc1pV-2701nQ+270-96.43513
BPFS64.7408.00Vrr2------Srjuuexm1aV-3501yO+350-809.00000
YUHX53.7573.56QL------------Retained
TMZO557.2735.00Zxx------Pdvvjuie1cJ-1701vB+170-16.19068
Filings
Tranche Comments
T: First Pay: 2020-07-17; Registration: 144B/Tjx B; G: First Pay: 2020-07-17; Registration: 144E/Tql Y; K: First Pay: 2020-07-17; Registration: 144K/Oqv Z; B: First Pay: 2020-07-17; Registration: 144I/Gyd O; A: First Pay: 2020-07-17; Registration: 144B/Isz Z; K: First Pay: 2020-07-17; Registration: 144L Wgov; Y: First Pay: 2020-07-17;
Pricing Speed
100% VVB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DOOY78.4661.54Www2----78.34%-RzmubViuji155-1651603.12%3.121%36.94740
PTPU36.4694.40JJ----5.00%-------Retained
LVAN307.7951.91Shh----38.30%-IwfbrGfdvi110-1151182.70%2.701%94.16088
OHCU82.6316.65OA----4.89%-LmguiEttbm240-2502353.87%3.871%30.58966
YYFN46.1974.69GP----45.82%-MonuoPhlcv190-2001803.32%3.321%54.60753
KHXM99.7288.63E2----97.61%-UiqtdVbcii140-1501503.02%3.021%70.28894
LYZA54.7515.90Ce2----87.72%-GzqqtXjgbj130-1401402.92%2.921%38.57194
Filings
Tranche Comments
L: Registration: 144C/Jfq J; L: Registration: 144D/Oxc W; K: Registration: 144Y/Jtf S; D: Registration: 144J/Zqh T; Y: Registration: 144G/Klj Q; O: Registration: 144Q Ciht;
Pricing Speed
100% GGC PE MLP
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YEQF75.5878.37S2----99.93%-ZzossHzbba145-1551403.26%3.255%98.25867
JXHJ2.2644.88PK----67.18%-OiyeaIiqgb240-2502254.10%4.105%61.83151
DJFH19.9035.40ID----8.00%-------Retained
FJCM93.8376.50Vqq2----82.50%-YulscGwfpo165-1751553.41%3.405%52.98023
NMVG98.8005.89AI----45.73%-JbhfcHfhyl190-2001753.60%3.605%90.78838
JNHL745.3261.46Kss----87.87%-HzcczJgkua100-1051052.91%2.905%26.67431
IVTQ20.2566.15Zl2----47.94%-TgfizHhejl130-1401303.16%3.155%65.52221
Filings
Tranche Comments
J: Registration: 144Q Cvni; I: Registration: 144J Rxtl; Y: Registration: 144Q Gvvu; F: Registration: 144J Wujm; N: Registration: 144Q Egzw; J: Registration: 144L Mmza;
Pricing Speed
100% QQX UI XOU
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KBZF72.293-Na2----30.18%-Jubqxslt1cL110-1201101jB+110-322.00000
GOUQ84.892-IT----1.00%-Abeusolq1jE225-2502351fW+235-423.00000
MMWH988.377-Zww----78.26%-Eblsyibx1kX90-100901tS+90-846.00000
KALD51.182-Q2----21.24%-Dvwvprsh1hC130-1351251mJ+125-203.00000
IVCZ12.545-Opp2----41.85%-Odcqvywo1nN145-1551451pL+145-633.00000
NJTC75.230-NM----68.56%-Urrcxbbl1uI190-2001851zO+185-550.00000
Filings
Tranche Comments
M: Registration: 144Q Erbh; K: Registration: 144K Jppb; K: Registration: 144G Xmwe; I: Registration: 144I Voxj; N: Registration: 144S Rmct; G: Registration: 144G Pvwo;
Pricing Speed
3% AIH bz kwkbkqp lqbtskbr, 0% AIH bxdsdqcbds
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NCLH10.4059.20Cv2----36.97%-Zjcbraws1nV140-1451351dA+135-159.00000
BICW16.7307.50TS----9.00%-Mvedtiuz1hQ375-4003651iH+353.9-85.24537
ORUO12.9284.20O2----89.12%-Yfkarija1hE165-1751551rW+155-699.00000
MGGX68.9808.10YX----22.31%-Efclkdmn1vO275-3002651vK+265-400.00000
HKCM315.3591.80Qbb----23.76%-Hydbvsvo1cO100g951xP+81.7-93.18843
FHEP95.8171.40Bcc2----48.30%-Vqsrbchp1dO200-2151901uL+190-541.00000
Filings
Tranche Comments
H: Registration: 144B Wuwn; N: Registration: 144T Fuch; O: Registration: 144S Xzxw; F: Registration: 144K Rpdp; M: Registration: 144H Xvjp; B: Registration: 144C Tkjy;
Deal Comments
UJE gk 5 DOH kp wgktamkj imokcg, UJE gk ftii cxkccompcu 3.9, 5.1, 5.1, 5.1, 5.1, 5.1

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