Willis Engine Structured Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FZOI166.0008.71--N-P-82.1%CguxvW-Nsyjt335-3653508.00%8.461%16.68111
Tranche Comments
F: First Pay: 2023-12-15; Registration: 144E/Eiq H;
Collateral
51 ltvktli, 4 qkktkqzli
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZEMZ60.2006.00----NN-74.0%MuobmWTR7.75%k-7.39%7.500%17.24034
KEPK77.2005.40----AAA-34.0%SozliFMS5.00%k-5.44%5.500%82.43808
OZZB345.7007.80----H-30.0%RurypNMI3.30-3.50%-3.10%3.125%24.80886
Tranche Comments
O: First Pay: 2021-06-15; Registration: 144L/Tuz O; K: First Pay: 2021-06-15; Registration: 144J/Bpx G; Z: First Pay: 2021-06-15; Registration: 144F/Kih E;
Collateral
29 yqjjxuykdj dkuyudik xaokaxop 1 dkuiudjx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BINX230.0001.10--M-E--MusesTKT3.50-3.70%-3.23%3.250%19.63112
SWUF63.5003.90--SSS-AAA--GyjghBLP4.50-4.70%-4.21%4.250%53.42803
KRNC76.9007.00--JJ-II--TliaiQLA6.875-7.00%-6.66%6.750%79.71727
Tranche Comments
B: Registration: 144O/Eeo N; S: Registration: 144Y/Ljc R; K: Registration: 144F/Otq Y;
Collateral
54 kpuudckjmc mjckcmcx dtajtddh 3 mjcccmudd
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZFCE225.5286.76--Y-Z--WzinxZedmy190-2001904.75%4.798%81.59338
FKHH63.1006.29--TTT-GGG--YncjnKNQ--5.44%5.500%31.17624
Tranche Comments
Z: Registration: 144B Wsfy; F: Registration: 144E Qobq;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KIVO650.7001.68--A-R--DwtnmPGL4.75%u2644.69%4.750%61.82487
FPNG85.0009.87--KKK-HHH--WmhomUVY6.75%l4646.36%6.750%78.84964
Tranche Comments
K: Registration: 144W Pdid; F: Registration: 144H Sxnj;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGFG587.0009.20-CI----Fqkot---5.50%--
Refinancing
Yes

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