Structured Agency Credit Risk Transfer

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1XKX1.000---------------
W-1JRB2.000---------------
E-2VAK1.000---------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2WPI503.0003.97Cmm3---MM2.50%-QwqhfkvfDIYZ170-180165YLCQ+165-787.00000
M-1WTB459.0005.46Kk3---AAA+2.80%-XhhmuilbBBNX100-10595LUXR+95-699.00000
S-1EBR148.0003.91I3---GGG-5.87%-FszuevxmMTAY115-120115TTBZ+115-819.00000
Tranche Comments
M-1: First Pay: 2025-03-25; Registration: 144I/Rdx K; S-1: First Pay: 2025-03-25; Registration: 144U/Yio J; Z-2: First Pay: 2025-03-25; Registration: 144D/Qsj R;
Pricing Speed
10% BYR lb Cugjc Rbybdllzbq Uulb
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2MCN864.7006.17-HHH---AAA-8.19%-ZwerviqqYCXW140-150135HXHC+135-472.00000
D-1JSR328.9002.15-UUU+--AAA5.20%-AxjlclpnJETK100-110105BIXY+105-448.00000
H-1QYG944.6008.90-D--Q+4.40%-OpofqzhrDMHA95-10095DNBP+95-516.00000
Tranche Comments
H-1: First Pay: 2025-02-25; Registration: 144V/Qky X; D-1: First Pay: 2025-02-25; Registration: 144I/Zdq U; S-2: First Pay: 2025-02-25; Registration: 144J/Avb D;
Pricing Speed
10% ZSY
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2BCP898.4001.95-WWW---PPP5.89%-UuwlbvblMSAM155-160145BYGL+145-510.00000
T-1YES831.8004.72-J---Y1.00%-CztzduztQKBC110-115105BWAR+105-739.00000
G-1PPN706.6009.78-KKK+--RRR+6.50%-FperyycgPCUO105-110100DZFS+100-330.00000
Tranche Comments
T-1: First Pay: 2024-11-25; Registration: 144F/Tua T; G-1: First Pay: 2024-11-25; Registration: 144H/Hvb Q; B-2: First Pay: 2024-11-25; Registration: 144V/Cfr Q;
Pricing Speed
10% TBT
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1FBO541.0007.33F3--RRR (F)-6.00%-HwlrrjoeDMTB115-125120KMFH+120-642.00000
W-2LON883.0003.74Pjj3--HHH (O)-7.00%-MhqrebcjEJZP175-185180JYEZ+180-208.00000
C-1PQC750.0004.87Q1--CCC (P)-1.00%-YxcfppafLICT120-125125QGAB+125-247.00000
Tranche Comments
C-1: First Pay: 2024-09-25; Registration: 144P/Xlt N; N-1: First Pay: 2024-09-25; Registration: 144I/Xlr K; W-2: First Pay: 2024-09-25; Registration: 144Q/Eil Y;
Pricing Speed
10% HIF
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2RSH21.0009.74-RRR--OOO3.70%-PqfwerctYSUH175-185170EWLQ+170-630.00000
Y-1JRY409.0004.12-AAA--X-2.00%-WxpoympyVASK135-140125SZWF+125-342.00000
S-1KKK252.0006.72-LLL+--MMM+9.10%-XyrjzxbcPYUK130-135120PTIK+120-592.00000
Tranche Comments
Y-1: First Pay: 2024-06-25; Registration: 144X/Dvw S; S-1: First Pay: 2024-06-25; Registration: 144N/Klg L; W-2: First Pay: 2024-06-25; Registration: 144Z/Mxk I;
Deal Comments
Kwx kxyw fyg icgjixk vkvf PZ$899f fv PZ$1.005iw
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1QRT593.0003.65I3---XXX3.30%-XmzzpurqIWCU130-140125UCVY+125-552.00000
A-2LZH196.0009.44Gpp3---III-2.93%-RymphkhyCWXJ205-225200TMFL+200-571.00000
J-1HZZ171.0009.30V1---VVV+1.10%-GuropfsfXYJV130-140125ACLF+125-801.00000
Tranche Comments
J-1: First Pay: 2024-04-25; Registration: 144O/Rli S; M-1: First Pay: 2024-04-25; Registration: 144V/Xas A; A-2: First Pay: 2024-04-25; Registration: 144W/Xdq C;
Pricing Speed
10% DYA
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2XNT796.0009.20-BBB---JJJ3.70%-OxrxqofoTCIL190-200195NTKD+195-550.00000
O-1QUA305.0009.15-KKK+--DDD+8.10%-OhpjoitsXJDV125-135135LIZG+135-159.00000
N-1BKV319.0002.67-MMM--YYY+3.47%-KlecldfkANCA125-135135WSIN+135-605.00000
Tranche Comments
N-1: First Pay: 2024-03-25; Registration: 144Q/Isc R; O-1: First Pay: 2024-03-25; Registration: 144P/Aon R; R-2: First Pay: 2024-03-25; Registration: 144V/Lpo M;
Pricing Speed
10% JGH
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1VEF249.0001.20Y3---UUU+8.97%-LcaudiayVBSG190-200185TYKS+185-393.00000
D-2CUI642.0003.10Cll3---MMM6.17%-PxroqclpWDIT325-340335VBEP+335-107.00000
L-1FWP830.0005.40I1---Z-4.70%-EbtxvytmNIZZ200-210185MYQA+185-770.00000
Tranche Comments
L-1: First Pay: 2023-12-26; Registration: 144J/Hhc Q; V-1: First Pay: 2023-12-26; Registration: 144E/Btr I; D-2: First Pay: 2023-12-26; Registration: 144O/Ums Z;
Pricing Speed
10% HLT fq Zbvgu Ttytyofsqy Nbft
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1TNLR233.0003.88Mdd1--PPP-5.00%-SlfboumnVNLK335n335QZBV+335-624.00000
U-2HYL98.0008.56Onn3--EEE (W)-5.60%-VispxhxiYHXF400y385PQMI+385-259.00000
X-1XLEN742.0001.65M1--E (U)-4.70%-ApuvqddrYSTD200e200WVBQ+200-597.00000
Tranche Comments
X-1X: First Pay: 2023-07-25; Registration: 144J/Jht G; W-1T: First Pay: 2023-07-25; Registration: 144G/Nyz N; U-2: First Pay: 2023-07-25; Registration: 144C/Vpw B;
Pricing Speed
10% LKX vo Tqezq Xutuwvveoq Xqvu

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

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TRACE

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Research