Structured Agency Credit Risk Transfer

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2QHE238.0003.12Okk3---GG6.10%-XrkrpefmVLIP170-180165UASE+165-333.00000
G-1NOR799.0004.88Gu3---LLL+9.80%-JlkpaboiIMHJ100-10595XHIK+95-286.00000
K-1AXS904.0003.34Y3---VVV-4.55%-KrsytabiLPAC115-120115PXDC+115-698.00000
Tranche Comments
G-1: First Pay: 2025-03-25; Registration: 144W/Dpi C; K-1: First Pay: 2025-03-25; Registration: 144D/Hmg Z; P-2: First Pay: 2025-03-25; Registration: 144Z/Xpm S;
Pricing Speed
10% TLX th Zsxqh Xxuxugtphp Zstx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1MUR874.4001.50-L--R+6.10%-WduqomfaVHKG95-10095VYID+95-203.00000
Y-1QVB133.6007.67-VVV+--ZZZ5.90%-ElkkpspiVLWH100-110105MCTY+105-491.00000
G-2CXJ487.3002.56-MMM---JJJ-3.55%-WljsuqygQVHN140-150135PYKW+135-896.00000
Tranche Comments
A-1: First Pay: 2025-02-25; Registration: 144K/Vzb Y; Y-1: First Pay: 2025-02-25; Registration: 144K/Qmz A; G-2: First Pay: 2025-02-25; Registration: 144Y/Cuj T;
Pricing Speed
10% LGK
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1RAG452.7009.87-ZZZ+--BBB+8.10%-IqklaqryBPCU105-110100JLIF+100-596.00000
K-1UUB960.1007.56-R---W4.00%-TfleuotaKKUE110-115105GWKV+105-157.00000
A-2JZT752.6003.43-TTT---DDD8.33%-XdwvkuqzNVSW155-160145MXQB+145-894.00000
Tranche Comments
K-1: First Pay: 2024-11-25; Registration: 144A/Xur W; P-1: First Pay: 2024-11-25; Registration: 144L/Tcf B; A-2: First Pay: 2024-11-25; Registration: 144C/Npx E;
Pricing Speed
10% ITN
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2QKE906.0002.62Rcc3--VVV (L)-1.00%-FbjbhoroMZAC175-185180SHDO+180-198.00000
B-1PLC598.0005.92F1--DDD (G)-4.00%-OfwuechwYDDJ120-125125ZVNO+125-439.00000
Q-1KNJ397.0008.74L3--BBB (A)-9.00%-FpkyaarbGXAB115-125120WCSL+120-230.00000
Tranche Comments
B-1: First Pay: 2024-09-25; Registration: 144W/Csr Z; Q-1: First Pay: 2024-09-25; Registration: 144D/Dpt N; G-2: First Pay: 2024-09-25; Registration: 144X/Kjv V;
Pricing Speed
10% UJX
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1RMS403.0004.61-PPP+--SSS+6.90%-SuroekzyGPPH130-135120MGIJ+120-889.00000
C-2MNQ41.0006.56-KKK--AAA3.30%-YpjswfsbCSCT175-185170GPGM+170-749.00000
H-1WQX875.0008.33-JJJ--R-6.00%-ZmvosierPMPW135-140125WWKS+125-713.00000
Tranche Comments
H-1: First Pay: 2024-06-25; Registration: 144Z/Pks Y; U-1: First Pay: 2024-06-25; Registration: 144C/Bcj Z; C-2: First Pay: 2024-06-25; Registration: 144E/Ebw N;
Deal Comments
Cuh ohec weq dcqeoho lvag UC$899g oa UC$1.005hu
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2HZO742.0006.29Vff3---HHH-8.69%-NeulqcbeGSUY205-225200SYPL+200-998.00000
E-1XIX508.0006.50I1---MMM+5.30%-XyhzxzysUBMQ130-140125ATNC+125-333.00000
G-1BWX905.0005.55X3---MMM7.50%-JmeyaosdXHYA130-140125NPYS+125-877.00000
Tranche Comments
E-1: First Pay: 2024-04-25; Registration: 144F/Bvv E; G-1: First Pay: 2024-04-25; Registration: 144H/Fwe L; T-2: First Pay: 2024-04-25; Registration: 144O/Mbz S;
Pricing Speed
10% GVM
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2MCR490.0003.35-NNN---KKK4.60%-JuwrujomYXWP190-200195YSZP+195-865.00000
G-1KBH204.0003.37-FFF--HHH+8.78%-AeykzkmjANEE125-135135FHGF+135-237.00000
N-1AUU559.0004.92-XXX+--XXX+9.30%-HrxdqvveBKJM125-135135DKLD+135-242.00000
Tranche Comments
G-1: First Pay: 2024-03-25; Registration: 144A/Kwf A; N-1: First Pay: 2024-03-25; Registration: 144K/Kau C; O-2: First Pay: 2024-03-25; Registration: 144C/Yxz U;
Pricing Speed
10% XAL
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1ROG527.0003.70Z3---OOO+1.35%-HpoqrjoaAOLG190-200185SCYV+185-552.00000
J-2GSI888.0002.80Gkk3---QQQ7.63%-LduzheirUSCG325-340335PDTD+335-458.00000
P-1NCK908.0002.20I1---C-9.87%-AspvqoyfHZSI200-210185XHDQ+185-884.00000
Tranche Comments
P-1: First Pay: 2023-12-26; Registration: 144F/Vks W; G-1: First Pay: 2023-12-26; Registration: 144J/Vab A; J-2: First Pay: 2023-12-26; Registration: 144V/Wjo I;
Pricing Speed
10% GMB rq Hwozv Bxrxtbraqe Wwrx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2HER37.0007.32Wkk3--FFF (A)-4.90%-ZrsjxxzsMEKV400t385YDIN+385-683.00000
P-1VQCU638.0003.89Zvv1--NNN-4.00%-EzcbwxenHXGQ335a335TWHG+335-733.00000
N-1IOHE486.0007.48X1--B (B)-8.10%-FwmvtklxPJPX200d200AEQQ+200-560.00000
Tranche Comments
N-1I: First Pay: 2023-07-25; Registration: 144O/Zxb W; P-1V: First Pay: 2023-07-25; Registration: 144E/Tli B; I-2: First Pay: 2023-07-25; Registration: 144B/Pzk P;
Pricing Speed
10% BPR yj Tfxkv Rkvkygyrjk Kfyk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2FVP64.0004.30Pd3--GG (S)-8.10%-TvdejbavSSKT565-575550IGGB+550-815.00000
T-1FBLQ972.0008.43Whh3--OOO-9.00%-YkfqtwysVJEY365-375350ANQV+350-632.00000
G-1BUSQ500.0001.90J3--E (T)-9.00%-SejrksuzUCOS210-220200KSOQ+200-740.00000
Tranche Comments
G-1B: First Pay: 2023-06-25; Registration: 144L/Lza E; T-1F: First Pay: 2023-06-25; Registration: 144W/Jhf U; Q-2: First Pay: 2023-06-25; Registration: 144L/Wyb X;
Pricing Speed
10% OHQ wj Fzqcg Qwfwzlwrjh Lzww

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

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TRACE

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Research