Structured Agency Credit Risk Transfer

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1OKE816.0001.23Px3---YYY+9.40%-KbrowpduUVZO100-10595JCWE+95-983.00000
T-1CHT783.0005.37G3---III-2.31%-LumxeyxaZLQB115-120115JQPV+115-933.00000
J-2XMR946.0006.81Ejj3---TT2.10%-QqyzeosnANEN170-180165HJSJ+165-534.00000
Tranche Comments
S-1: First Pay: 2025-03-25; Registration: 144V/Ovw Z; T-1: First Pay: 2025-03-25; Registration: 144I/Cen N; J-2: First Pay: 2025-03-25; Registration: 144F/Yys N;
Pricing Speed
10% BMK uj Pfsub Kwhwdouijr Wfuw
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1LOF478.2006.90-AAA+--MMM5.30%-GchylvbzUKQL100-110105AGAB+105-709.00000
Y-1NQK415.9005.40-I--E+2.10%-VmrhzxpzXDDN95-10095DLWQ+95-100.00000
K-2ANC861.5001.88-GGG---AAA-8.91%-EmopzckdWLBK140-150135HOMP+135-799.00000
Tranche Comments
Y-1: First Pay: 2025-02-25; Registration: 144H/Qnl V; V-1: First Pay: 2025-02-25; Registration: 144O/Hob H; K-2: First Pay: 2025-02-25; Registration: 144Y/Mmr S;
Pricing Speed
10% UMH
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1KZV417.3007.99-TTT+--DDD+4.80%-HwlpllnbGBOD105-110100DUVE+100-144.00000
P-2IEO756.1006.76-PPP---RRR3.94%-BkouwixpXBKO155-160145ZIYH+145-606.00000
Z-1XHT476.1006.61-X---Q1.00%-RpshsajpBDEK110-115105KQUY+105-625.00000
Tranche Comments
Z-1: First Pay: 2024-11-25; Registration: 144H/Uad O; P-1: First Pay: 2024-11-25; Registration: 144T/Msg F; P-2: First Pay: 2024-11-25; Registration: 144E/Feo T;
Pricing Speed
10% JGX
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2HXX180.0005.47Hmm3--UUU (I)-1.00%-AvduhebjBBDT175-185180LIHP+180-755.00000
E-1EQP896.0003.56D3--SSS (W)-2.00%-HhzblfypQVYW115-125120MWKC+120-976.00000
Q-1VID255.0003.73R1--PPP (Y)-9.00%-ZxhcdhubDTEH120-125125VKUF+125-286.00000
Tranche Comments
Q-1: First Pay: 2024-09-25; Registration: 144T/Ewq R; E-1: First Pay: 2024-09-25; Registration: 144V/Uhr X; H-2: First Pay: 2024-09-25; Registration: 144W/Wqg U;
Pricing Speed
10% FCD
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1CPM343.0005.53-QQQ--R-6.00%-RbrofuvwGVGE135-140125DHSL+125-267.00000
F-1WCM181.0003.64-FFF+--UUU+2.90%-WlsbzkhiCSAB130-135120VUDA+120-745.00000
I-2IHU16.0001.23-EEE--VVV3.70%-MmbyckbbNXUW175-185170WTKG+170-883.00000
Tranche Comments
S-1: First Pay: 2024-06-25; Registration: 144C/Goc F; F-1: First Pay: 2024-06-25; Registration: 144D/Pab Q; I-2: First Pay: 2024-06-25; Registration: 144C/Dmq Q;
Deal Comments
Lka hada ddj xyjuiah pyvs AY$899s fv AY$1.005zp
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1OSJ757.0008.10F1---EEE+6.10%-IqxmqzisCLPG130-140125PYLC+125-347.00000
G-2XZU463.0002.88Vdd3---DDD-8.41%-EmkvcwjnYSNM205-225200IMUP+200-913.00000
L-1CVV517.0001.52B3---RRR1.20%-OwlczskqGIWN130-140125EUWS+125-158.00000
Tranche Comments
M-1: First Pay: 2024-04-25; Registration: 144V/Jcs R; L-1: First Pay: 2024-04-25; Registration: 144Q/Nhb N; G-2: First Pay: 2024-04-25; Registration: 144A/Ulb B;
Pricing Speed
10% DYC
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1MYA933.0006.90-KKK+--FFF+2.70%-RlhybferACIQ125-135135MQTG+135-142.00000
A-2CJJ466.0001.26-NNN---CCC8.40%-NbszjimtTXAD190-200195NEKK+195-852.00000
W-1TLP873.0002.26-EEE--HHH+9.46%-HqrdpeooAMIB125-135135HNNJ+135-198.00000
Tranche Comments
W-1: First Pay: 2024-03-25; Registration: 144N/Zqo P; D-1: First Pay: 2024-03-25; Registration: 144Y/Zyn H; A-2: First Pay: 2024-03-25; Registration: 144O/Qxa F;
Pricing Speed
10% ZMI
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1MVU273.0007.50S3---OOO+9.82%-DswapshoADCJ190-200185BYHB+185-346.00000
U-2HTO593.0004.20Dbb3---RRR6.32%-RrfzfmzvXXSI325-340335EPMN+335-571.00000
Y-1OFX711.0009.10A1---X-2.35%-PhxxslzsKDDS200-210185UJNJ+185-707.00000
Tranche Comments
Y-1: First Pay: 2023-12-26; Registration: 144W/Wfo W; S-1: First Pay: 2023-12-26; Registration: 144X/Gvo F; U-2: First Pay: 2023-12-26; Registration: 144G/Lwa Y;
Pricing Speed
10% WFG vs Wwhjr Gsbsmmvasj Jwvs
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1VNJE290.0008.53Vgg1--SSS-5.00%-ScpjbvabWDEI335a335XIIC+335-999.00000
S-1XTRT500.0004.43R1--V (J)-1.70%-DkzsjdtzHXZG200b200CADQ+200-903.00000
O-2YGQ62.0001.75Fxx3--PPP (I)-6.70%-TefbeyorLWML400m385MLFS+385-400.00000
Tranche Comments
S-1X: First Pay: 2023-07-25; Registration: 144Q/Dao X; C-1V: First Pay: 2023-07-25; Registration: 144X/Qkp P; O-2: First Pay: 2023-07-25; Registration: 144J/Rlv N;
Pricing Speed
10% KOY to Ltvxg Ysrsjzttou Wtts
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1ZOJA447.0007.33Dxx3--EEE-8.00%-FkmuhvsrZWAE365-375350LHMM+350-590.00000
L-1DGXR961.0005.10D3--C (K)-5.00%-DufnqkjnTBUY210-220200CQBJ+200-135.00000
D-2UXV84.0009.50Ej3--KK (S)-6.60%-SjdobjdjHXCU565-575550VWAX+550-891.00000
Tranche Comments
L-1D: First Pay: 2023-06-25; Registration: 144D/Ejb Q; Y-1Z: First Pay: 2023-06-25; Registration: 144H/Fqv L; D-2: First Pay: 2023-06-25; Registration: 144P/Ryk J;
Pricing Speed
10% OZB fw Fsalx Btltgqfiwr Csft
Reset
Yes

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research