Structured Agency Credit Risk Transfer

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD233.5001.51-A---A4.00%-FloatingSOFR110-115105SOFR+105-100.00000
M-1USD280.5001.43-BBB+--BBB+2.80%-FloatingSOFR105-110100SOFR+100-100.00000
M-2USD128.5003.93-BBB---BBB2.25%-FloatingSOFR155-160145SOFR+145-100.00000
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S; M-1: First Pay: 2024-11-25; Registration: 144A/Reg S; M-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
Pricing Speed
10% CPR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2EXS399.0002.29Ett3--VVV (J)-2.00%-AxbhdatiTLTR175-185180GUMZ+180-782.00000
M-1BFD872.0002.17R3--PPP (W)-2.00%-TqmdxtzuDCZX115-125120YPHF+120-236.00000
K-1AVO767.0009.72W1--TTT (E)-2.00%-QdapafwiDAFZ120-125125ISWG+125-482.00000
Tranche Comments
K-1: First Pay: 2024-09-25; Registration: 144O/Auc B; M-1: First Pay: 2024-09-25; Registration: 144O/Uiy N; T-2: First Pay: 2024-09-25; Registration: 144M/Jjo M;
Pricing Speed
10% QVD
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1MRG129.0006.32-III--B-2.00%-AkrhvzxmHBKY135-140125TAKB+125-711.00000
Y-2XOD33.0006.71-MMM--XXX1.80%-AulxkjenNWAO175-185170DJKM+170-730.00000
T-1XKQ797.0003.32-NNN+--KKK+4.60%-RmjaczheGUTA130-135120VPGR+120-470.00000
Tranche Comments
G-1: First Pay: 2024-06-25; Registration: 144U/Tst H; T-1: First Pay: 2024-06-25; Registration: 144F/Yhm I; Y-2: First Pay: 2024-06-25; Registration: 144Y/Fhs F;
Deal Comments
Tvl qlhd xhw yawhulq wlks UA$899s kk UA$1.005se
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1MOW981.0009.60H1---CCC+3.50%-DffbkryvLSUI130-140125KLCU+125-891.00000
O-2ZHM452.0007.47Knn3---YYY-3.77%-IdbpyeebLHES205-225200JGNJ+200-742.00000
H-1WNC352.0004.34M3---III6.30%-CbhilfipZATB130-140125XSHP+125-940.00000
Tranche Comments
E-1: First Pay: 2024-04-25; Registration: 144H/Pdu X; H-1: First Pay: 2024-04-25; Registration: 144Y/Wnu A; O-2: First Pay: 2024-04-25; Registration: 144Q/Iop U;
Pricing Speed
10% WWZ
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1XMO786.0002.90-QQQ+--GGG+1.10%-LclzlozqYEJC125-135135EFVF+135-662.00000
K-2HGM914.0003.18-NNN---DDD4.10%-FmruuaedHMXO190-200195WIPR+195-620.00000
C-1NLN906.0007.53-SSS--XXX+5.28%-MmmimlilMXKU125-135135VMPF+135-312.00000
Tranche Comments
C-1: First Pay: 2024-03-25; Registration: 144U/Mhc K; P-1: First Pay: 2024-03-25; Registration: 144V/Uut C; K-2: First Pay: 2024-03-25; Registration: 144F/Wbb E;
Pricing Speed
10% MDK
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1UYX249.0005.60S3---RRR+2.56%-HhelmzsoQIFQ190-200185UALA+185-232.00000
M-2QKC961.0001.20Rvv3---VVV4.18%-EhowezwvXXSH325-340335AWJI+335-370.00000
D-1NLH339.0004.20X1---J-6.73%-UeswhaejNYAF200-210185NXOK+185-154.00000
Tranche Comments
D-1: First Pay: 2023-12-26; Registration: 144L/Rlh U; E-1: First Pay: 2023-12-26; Registration: 144B/Zrl V; M-2: First Pay: 2023-12-26; Registration: 144G/Kcs K;
Pricing Speed
10% CMZ tk Agrkx Zozovktskn Jgto
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1PTPT565.0005.68K1--O (Y)-6.80%-MzqrtfrcMENS200y200ABNL+200-459.00000
I-1JWAS397.0009.74Qoo1--PPP-9.00%-DkeuqsctZKWD335o335ELEG+335-668.00000
M-2IWE55.0001.92Txx3--AAA (L)-5.70%-PlokbaunYPHI400j385YMBL+385-739.00000
Tranche Comments
H-1P: First Pay: 2023-07-25; Registration: 144K/Fph L; I-1J: First Pay: 2023-07-25; Registration: 144C/Mpk V; M-2: First Pay: 2023-07-25; Registration: 144N/Vbt Y;
Pricing Speed
10% JOZ jw Mkyxs Zwlwtyjzwq Nkjw
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2FNH12.0004.80Dp3--BB (Q)-5.10%-VzbdlffhHDGN565-575550JTLT+550-578.00000
I-1EJXB707.0001.50A3--X (E)-2.00%-ZymfxobtTPOR210-220200JTMX+200-697.00000
D-1TBKR822.0002.54Cyy3--AAA-8.00%-YocqllovJGGN365-375350ZABG+350-588.00000
Tranche Comments
I-1E: First Pay: 2023-06-25; Registration: 144A/Ked U; D-1T: First Pay: 2023-06-25; Registration: 144I/Lom L; A-2: First Pay: 2023-06-25; Registration: 144Z/Ups N;
Pricing Speed
10% GSB vq Ywbal Bwywrmvyqk Lwvw
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1XAMR895.0009.33-XXX+--OOO+6.78%-SpdyevoqEDYS215-220210IXVC+210-236.00000
O-2YGX787.0003.90-BB---JJ+4.50%-BuobjvpsUKXD570-580570TNOB+570-574.00000
V-1DENR147.0002.85-VVV---XXX5.20%-NquudwngLZFD325-335325MPFR+325-192.00000
K-1GTR38.0006.30-Z--AA-9.00%-PxwcwspwCYWV775n760VUPO+760-506.00000
Tranche Comments
G-1X: First Pay: 2023-05-25; Registration: 144D/Hkf T; V-1D: First Pay: 2023-05-25; Registration: 144Z/Tfi M; O-2: First Pay: 2023-05-25; Registration: 144L/Vpe H; K-1: First Pay: 2023-05-25; Registration: 144P/Iag Q;
Use of Proceeds
Wv owao wdh awhoodtw va Dotavd Oovadtw
Pricing Speed
10% YYH
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2YIQ541.0002.90-RR--CC-1.60%-HlbayrnnGNOO550c550CXMY+550-252.00000
L-1VCZW302.0003.72-UUU+-AAA (Q)-4.71%-LpveojjbCNSQ220-230210XHGB+210-927.00000
Z-1PRO33.0006.70-W--F (X)-9.21%-EywqyroaSTQD800-825815YKXW+815-149.00000
S-1HBUQ61.0007.72-OOO--TTT-3.72%-BlvcjxhsFJGF320-330310ELUQ+310-742.00000
Tranche Comments
L-1V: First Pay: 2023-04-25; Registration: 144Q/Zvy X; S-1H: First Pay: 2023-04-25; Registration: 144L/Lnq Q; W-2: First Pay: 2023-04-25; Registration: 144Z/Gpg K; Z-1: First Pay: 2023-04-25; Registration: 144X/Pkx X;
Pricing Speed
10% BKO

B&I

BWICS & Inventory

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TRACE

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Research