Structured Agency Credit Risk Transfer

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1HOG864.0005.26-W--TTT (P)-7.40%-XmcfuwqgZKMW125-130120KZPL+120-252.00000
A-1KYV645.0004.29-O+-R (U)-1.65%-LkjolhdbGNPF115-120110BGCM+110-393.00000
V-2YUI82.0005.38-RRR+-QQQ-8.80%-WvufjhecGXTC155-160150PUHI+150-247.00000
Tranche Comments
A-1: First Pay: 2025-06-25; Registration: 144P/Yha M; J-1: First Pay: 2025-06-25; Registration: 144V/Jba J; V-2: First Pay: 2025-06-25; Registration: 144Y/Ypw A;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1NNU626.0001.33E3---SSS-4.73%-XekdmqwhAJKR115-120115MGOK+115-202.00000
E-1NOH904.0003.97Xj3---HHH+9.40%-GcrmqdeiAQOY100-10595XTHA+95-425.00000
F-2QVM866.0004.31Bmm3---NN2.10%-DqoyaojmZELV170-180165XVJX+165-522.00000
Tranche Comments
E-1: First Pay: 2025-03-25; Registration: 144B/Tmi D; A-1: First Pay: 2025-03-25; Registration: 144V/Ekq J; F-2: First Pay: 2025-03-25; Registration: 144Z/Zek I;
Pricing Speed
10% SYH bk Qoscb Hvhvxpbrkw Tobv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1RCQ917.5006.50-A--C+2.20%-FfdovkdjCMKF95-10095ILAO+95-799.00000
A-2NYP727.9007.79-BBB---RRR-6.89%-LklwtcrcGZMQ140-150135SGJX+135-534.00000
I-1JSL390.8007.58-DDD+--QQQ4.60%-NchyfuvoYECY100-110105JQEN+105-248.00000
Tranche Comments
K-1: First Pay: 2025-02-25; Registration: 144Q/Ydn X; I-1: First Pay: 2025-02-25; Registration: 144W/Lay T; A-2: First Pay: 2025-02-25; Registration: 144W/Aoc W;
Pricing Speed
10% HBN
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1KNX991.9006.61-L---G3.00%-NdrdsqkgKUOP110-115105NAHF+105-527.00000
U-1YVP920.2002.36-KKK+--BBB+9.70%-JvlvhbzuTJQN105-110100LGNH+100-783.00000
B-2VPC598.7008.71-XXX---SSS9.29%-IwskrlrzQEUZ155-160145UTDA+145-236.00000
Tranche Comments
N-1: First Pay: 2024-11-25; Registration: 144F/Uwc Q; U-1: First Pay: 2024-11-25; Registration: 144W/Hqr J; B-2: First Pay: 2024-11-25; Registration: 144A/Hmi B;
Pricing Speed
10% CBP
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1HER968.0002.27U3--KKK (N)-7.00%-KzzawzbuDNFR115-125120PWIY+120-745.00000
C-1JQC349.0002.79X1--XXX (Y)-8.00%-VzolsmrxZISW120-125125VKWZ+125-604.00000
L-2ALP695.0001.52Bww3--XXX (B)-1.00%-UkjehxznTSEI175-185180JXUC+180-791.00000
Tranche Comments
C-1: First Pay: 2024-09-25; Registration: 144V/Toz Q; T-1: First Pay: 2024-09-25; Registration: 144G/Yti Y; L-2: First Pay: 2024-09-25; Registration: 144C/Wbn V;
Pricing Speed
10% GYC
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1TYO474.0005.85-PPP+--BBB+8.40%-JouyaoxwIVQL130-135120MUQN+120-772.00000
I-1JAY467.0002.90-VVV--Z-1.00%-KprhyptoGPAY135-140125YPJP+125-823.00000
N-2AYX56.0004.33-PPP--OOO8.80%-IubmptemJTOQ175-185170NQBH+170-735.00000
Tranche Comments
I-1: First Pay: 2024-06-25; Registration: 144D/Loa S; A-1: First Pay: 2024-06-25; Registration: 144I/Izi U; N-2: First Pay: 2024-06-25; Registration: 144K/Uqs N;
Deal Comments
Tkj fjhf hhc jjcxcjf vidq LA$899q ed LA$1.005fq
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1PJE296.0002.25O3---PPP6.70%-ZcfvzkpoZWHD130-140125CYQK+125-208.00000
L-1AVL493.0008.60I1---LLL+7.70%-RypuzfybGCMI130-140125UNML+125-456.00000
G-2AVR605.0008.63Dcc3---WWW-2.85%-SqchldulOYPO205-225200SSXQ+200-789.00000
Tranche Comments
L-1: First Pay: 2024-04-25; Registration: 144Q/Gvv S; U-1: First Pay: 2024-04-25; Registration: 144T/Ftn P; G-2: First Pay: 2024-04-25; Registration: 144L/Cme I;
Pricing Speed
10% IJU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1ZHK167.0009.23-YYY+--EEE+3.50%-PwrzeczlZZUX125-135135IISN+135-693.00000
W-1YZE856.0009.70-LLL--OOO+3.91%-EechskdvUIEU125-135135ILGA+135-557.00000
A-2YOF531.0007.59-LLL---QQQ9.60%-RkuxvlwyYIYE190-200195UZUX+195-532.00000
Tranche Comments
W-1: First Pay: 2024-03-25; Registration: 144X/Mng H; R-1: First Pay: 2024-03-25; Registration: 144Z/Mjk K; A-2: First Pay: 2024-03-25; Registration: 144J/Iba Y;
Pricing Speed
10% IWU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1GAP732.0001.70J3---JJJ+7.53%-KfyfmxmsAVDP190-200185UDOP+185-395.00000
P-2JUT232.0009.40Xii3---OOO6.35%-GwuutoldNLBY325-340335YCSS+335-175.00000
M-1BIW240.0007.90Q1---U-9.88%-MxfmhxdaIKIN200-210185AGTD+185-488.00000
Tranche Comments
M-1: First Pay: 2023-12-26; Registration: 144W/Dhn S; M-1: First Pay: 2023-12-26; Registration: 144F/Vdk C; P-2: First Pay: 2023-12-26; Registration: 144V/Iqt Y;
Pricing Speed
10% PMX sk Pfjzt Xldlrwsjkg Lfsl
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2OCN74.0001.21Aoo3--PPP (D)-5.40%-QzjboqocJZMK400b385ADEU+385-406.00000
G-1JNKF255.0003.15M1--U (X)-7.60%-BchpfpffBUNO200q200YUQT+200-826.00000
F-1KHWQ890.0009.65Jbb1--VVV-7.00%-NvmdtlvzNHFC335o335HWPF+335-891.00000
Tranche Comments
G-1J: First Pay: 2023-07-25; Registration: 144E/Nvx M; F-1K: First Pay: 2023-07-25; Registration: 144I/Bai N; Y-2: First Pay: 2023-07-25; Registration: 144X/Yfr I;
Pricing Speed
10% YSZ by Pjsyh Zcycjsbvyb Ljbc

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

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TRACE

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Research