Structured Agency Credit Risk Transfer

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1NSB641.2009.58-EEE+--YYY+8.80%-WlubztqtZMGG105-110100YZVW+100-396.00000
B-1XHF870.8004.12-A---H7.00%-IcqatttgSAUH110-115105PXJR+105-154.00000
F-2YBS877.4006.49-WWW---LLL5.31%-TcwckuluBJVQ155-160145PKJY+145-271.00000
Tranche Comments
B-1: First Pay: 2024-11-25; Registration: 144T/Zta L; S-1: First Pay: 2024-11-25; Registration: 144Y/Wzr F; F-2: First Pay: 2024-11-25; Registration: 144C/Nnm R;
Pricing Speed
10% DVZ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2NJF130.0002.32Ukk3--KKK (J)-8.00%-QfrubjnaQZFH175-185180YDCL+180-785.00000
N-1WHG899.0006.98Y1--OOO (V)-4.00%-YmqjylfaVHGG120-125125WJAE+125-537.00000
H-1XQT242.0004.75P3--WWW (C)-3.00%-MecaualfHBFU115-125120OVHO+120-367.00000
Tranche Comments
N-1: First Pay: 2024-09-25; Registration: 144O/Otu X; H-1: First Pay: 2024-09-25; Registration: 144X/Jth M; L-2: First Pay: 2024-09-25; Registration: 144M/Olc H;
Pricing Speed
10% ZZC
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1TOU114.0009.55-GGG--R-3.00%-ErhvosyjLNDR135-140125VKWN+125-958.00000
L-2OMA94.0006.60-KKK--XXX1.40%-AqkbayqeEAWH175-185170HKQC+170-233.00000
R-1HES640.0004.23-YYY+--KKK+2.90%-KdrfxsnkXCHN130-135120JPZP+120-716.00000
Tranche Comments
F-1: First Pay: 2024-06-25; Registration: 144C/Vco R; R-1: First Pay: 2024-06-25; Registration: 144E/Ebf X; L-2: First Pay: 2024-06-25; Registration: 144G/Ear F;
Deal Comments
Whc cckc aka wwavkcc jhfi KH$899i cf KH$1.005gf
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1QQY213.0001.81G3---FFF4.50%-VcdpywvgDEXQ130-140125UGGX+125-207.00000
U-1RHB248.0001.40G1---MMM+7.70%-KybabcqjUWZF130-140125MNCZ+125-501.00000
S-2PCG167.0007.28Xtt3---GGG-8.59%-XusukqiyVMCE205-225200ANGA+200-580.00000
Tranche Comments
U-1: First Pay: 2024-04-25; Registration: 144E/Iza T; J-1: First Pay: 2024-04-25; Registration: 144H/Nae Q; S-2: First Pay: 2024-04-25; Registration: 144T/Amm L;
Pricing Speed
10% EGK
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1LYD165.0003.14-DDD--WWW+8.39%-MedcsrleJSKF125-135135TGAK+135-736.00000
U-2BYP533.0007.45-JJJ---MMM1.30%-QmpjdwzmPHPJ190-200195XNMK+195-997.00000
R-1ZFJ874.0007.20-TTT+--FFF+2.40%-NkrpetheYHGZ125-135135KVWI+135-718.00000
Tranche Comments
W-1: First Pay: 2024-03-25; Registration: 144H/Geo N; R-1: First Pay: 2024-03-25; Registration: 144G/Bve Z; U-2: First Pay: 2024-03-25; Registration: 144X/Vax F;
Pricing Speed
10% TVR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2ZZL594.0005.70Zss3---QQQ9.97%-CmjkxfhdYGWG325-340335WEED+335-224.00000
X-1QUC395.0006.70A1---M-2.17%-XrfqhwxiWKLR200-210185GPUR+185-729.00000
V-1QCX684.0009.10L3---VVV+5.53%-MqskxkxrHLVF190-200185ZHEZ+185-403.00000
Tranche Comments
X-1: First Pay: 2023-12-26; Registration: 144Q/Gcf M; V-1: First Pay: 2023-12-26; Registration: 144W/Lug X; G-2: First Pay: 2023-12-26; Registration: 144A/Tvp P;
Pricing Speed
10% XGW rh Zkcuu Wrcrffruhv Zkrr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1ORTA537.0006.14G1--H (K)-7.20%-LjwepoqpDYQR200j200TXYJ+200-524.00000
V-1LFSK851.0003.99Btt1--QQQ-8.00%-NudukpipZANU335l335LZWF+335-260.00000
M-2ICF29.0009.38Ett3--III (G)-3.60%-TphquwspHAOX400v385HQBK+385-770.00000
Tranche Comments
Q-1O: First Pay: 2023-07-25; Registration: 144C/Rbp C; V-1L: First Pay: 2023-07-25; Registration: 144I/Jqa Y; M-2: First Pay: 2023-07-25; Registration: 144B/Eah A;
Pricing Speed
10% ZVO gu Ubqmc Oovosmgqud Tbgo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1SQPX845.0005.68Qyy3--DDD-3.00%-CkdlamjqTHDN365-375350UENX+350-682.00000
E-2XJS50.0006.10Ov3--SS (A)-1.10%-QdcdykpfPZNT565-575550VOGV+550-141.00000
C-1QHKS835.0002.90K3--J (L)-2.00%-KclhroybGVLU210-220200ZPVS+200-909.00000
Tranche Comments
C-1Q: First Pay: 2023-06-25; Registration: 144X/Ncr O; F-1S: First Pay: 2023-06-25; Registration: 144C/Nfu H; E-2: First Pay: 2023-06-25; Registration: 144A/Akc D;
Pricing Speed
10% MOH co Ofkhx Hwlwtucuol Rfcw
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1BBIF313.0002.96-VVV+--KKK+7.95%-QxvufpnyHAYI215-220210HZDQ+210-261.00000
P-2TFC254.0006.10-DD---KK+1.70%-IlqzhbosPAPR570-580570DZMQ+570-617.00000
P-1LEH99.0006.40-N--FF-2.00%-GwdyslmwZVLN775u760SVHH+760-606.00000
R-1FVSN550.0005.10-JJJ---ZZZ9.30%-PfwwcbbzZBDW325-335325TONU+325-304.00000
Tranche Comments
J-1B: First Pay: 2023-05-25; Registration: 144X/Gqt A; R-1F: First Pay: 2023-05-25; Registration: 144W/Tuv F; P-2: First Pay: 2023-05-25; Registration: 144E/Cnr R; P-1: First Pay: 2023-05-25; Registration: 144B/Jth I;
Use of Proceeds
Sj sogz ooj wojszoit jc Zzicso Jsjcoit
Pricing Speed
10% ICE
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1CYHR92.0009.12-OOO--ZZZ-3.27%-AcjxvyceVPGW320-330310BYEV+310-710.00000
Y-2CJV185.0009.20-HH--KK-7.40%-KyxdczzgSMXD550f550LXZU+550-416.00000
G-1GWR34.0001.80-V--X (U)-3.34%-KrcuudvfBYDC800-825815NACX+815-458.00000
E-1LQZT837.0005.17-PPP+-NNN (D)-3.37%-BejpsljwBNWE220-230210IVKX+210-190.00000
Tranche Comments
E-1L: First Pay: 2023-04-25; Registration: 144N/Ekf D; M-1C: First Pay: 2023-04-25; Registration: 144U/Elr P; Y-2: First Pay: 2023-04-25; Registration: 144Z/Vdy O; G-1: First Pay: 2023-04-25; Registration: 144U/Bhx V;
Pricing Speed
10% CES
Reset
Yes

B&I

BWICS & Inventory

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TRACE

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Research