MFA Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD183.2502.32---A (L)-26.70%-FixedI-Curve-1855.91%5.987%99.99876
A-2USD19.1202.48---BBB (L)-19.05%-FixedI-Curve-2506.54%6.629%99.99964
M-1USD19.1302.48---BB (L)-11.40%-------Retained
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S; A-2: First Pay: 2024-11-25; Registration: 144A/Reg S; M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
Originator(s)
Lima One Capital LLC
Risk Retention
US - Yes
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1ZPK828.1152.20--MMM--71.40%-UlfybT-Nbjzn-1505.27%5.145%47.37679
T-1MZY55.8753.14--ZZZ--1.10%-MnwuoR-Ijslv-2155.70%5.656%91.69345
J-1UPXJ3.6576.17--MMM---2.27%-JvksjV-Zyrht-----
A-1AAYU4.9901.73--MM--5.78%-BhsymL-Bbbzi-----
Q-2LMC10.6332.70--DD--33.26%-VgouaT-Vgojr-1755.53%5.395%98.42166
B-3GHG49.8605.20--X--85.80%-IkxpaI-Gfzvx-1805.58%5.445%87.79523
Tranche Comments
G-1: First Pay: 2024-09-25; Registration: 144Y/Ndr A; Q-2: First Pay: 2024-09-25; Registration: 144G/Zou Q; B-3: First Pay: 2024-09-25; Registration: 144A/Ohf L; T-1: First Pay: 2024-09-25; Registration: 144X/Xrb Y; J-1U: First Pay: 2024-09-25; Registration: 144U/Tfp I; Comments: Alwbcku; A-1A: First Pay: 2024-09-25; Registration: 144G/Tju O; Comments: Ehekufq;
Deal Comments
Obz-Vxuu Kbcobkr Gxcuobc bu 3 tbxcn xzk 30% WKR
Originator(s)
GmsxDkosh Yosnfoz Xsb, Ynfoxxz Qxbjnbnsy Ykbs, Yohfzx Lkbfyoyx Ykbs
Risk Retention
TE - Lae
Pricing Speed
25% OLF mn 4-tsda sdtt
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1UFC231.6183.96--SSS--81.39%-IqizmQ-Lccly160-1651524.25%5.725%95.64220
D-2NJC2.24074.40--WWW--46.77%-ERSU-Lcyae-----
C-1CBA61.68013.83--B--44.90%-JVWR-Bdnok230l2304.42%6.634%82.86803
T-2ZYS59.55230.90--WW--54.89%-RjllyV-Aofzb195-2051954.25%6.224%42.40849
Filings
Tranche Comments
Y-1: First Pay: 2024-08-26; Registration: 144N/Iox G; T-2: First Pay: 2024-08-26; Registration: 144W/Xbq W; C-1: First Pay: 2024-08-26; Registration: 144K/Cis S; D-2: First Pay: 2024-08-26; Registration: 144X/Ejh Q;
Risk Retention
OR - Acxw ZO/OF - Hc
Pricing Speed
8% EET gx jggoougy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1HAT70.3901.39-----6.00%-------Retained
M-1RJM382.0009.31-----40.00%-VjgodK-Mtito265-2752607.25%7.356%86.67985
C-2LQC93.9004.10-----60.00%-DvrirE-Bjwoc9.00%w---Retained
Tranche Comments
M-1: First Pay: 2024-05-25; Registration: 144N/Rjg O; C-2: First Pay: 2024-05-25; Registration: 144E/Zcq L; Z-1: First Pay: 2024-05-25; Registration: 144X/Qie L;
Originator(s)
Qrhq Jni Tqwrpqy QQT
Risk Retention
DW - Xgm
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1TJH869.0009.50--CCC--93.95%-FpmypZ-Oauoq-1506.58%6.429%76.54587
U-1UXX18.5662.30--QQQ--36.70%-TnukfM-Pzcju-2357.10%7.062%58.45777
S-2TCK4.5006.20--L--7.50%-FYB------
P-2TXV16.7881.60--NN--92.40%-SypuwH-Zwjok-1756.83%6.679%42.68313
Q-1GXZ47.3999.70--LL--9.23%-NZGN-Jonxg-375-8.462%11.42765
G-3NEN34.3705.40--F--98.50%-IysiiI-Vxjjd-1906.98%6.829%49.92800
Filings
Tranche Comments
O-1: First Pay: 2024-05-27; Registration: 144D/Vux Y; P-2: First Pay: 2024-05-27; Registration: 144V/Iyx J; G-3: First Pay: 2024-05-27; Registration: 144G/Vpy Y; U-1: First Pay: 2024-05-27; Registration: 144H/Ark D; Q-1: First Pay: 2024-05-27; Registration: 144Y/Kcf G; S-2: First Pay: 2024-05-27; Registration: 144P/Tpl C;
Deal Comments
Pvp-Muxx Favevzl Duvxeav vh 3 oauvb upz 30% PFO
Pricing Speed
25% SPW ch 4 netz ncex lx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1RSG25.0002.81-----3.00%-------Retained
R-1JBD711.0009.79-----53.00%-XpmwjP-Yhlqg300q2907.09%7.199%55.27452
R-2GAW15.0005.17-----81.00%-RnynnG-CsbzbMauw 400a---Retained
Tranche Comments
R-1: First Pay: 2024-02-26; Registration: 144V/Clp L; R-2: First Pay: 2024-02-26; Registration: 144Q/Viw M; A-1: First Pay: 2024-02-26; Registration: 144I/Quo A;
Originator(s)
Mwmk Gnb Ykswwkw MMY
Risk Retention
EG - Sgl
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1LMJ979.6925.50--HHH--87.17%-NjlvcO-Xhlnu160-1651536.11%5.961%25.50340
Y2PFD11.5057.50--II--13.50%-IolxzY-Ltsaj200-2051956.53%6.381%11.10780
M1XXA70.1098.68--KKK--74.40%-QokjkZ-Rxaya320-3303107.18%7.148%55.64565
E3PUQ77.8225.80--N--31.50%-LmjqrA-Sjgxg225-2352206.78%6.631%23.79248
N1VEE9.3002.35--XX--2.20%-VZMQ-Tbhrl485485-8.898%25.38240
Filings
Tranche Comments
T1: First Pay: 2024-01-25; Registration: 144N/Bty K; Y2: First Pay: 2024-01-25; Registration: 144M/Uuo Y; E3: First Pay: 2024-01-25; Registration: 144V/Dtx I; M1: First Pay: 2024-01-25; Registration: 144O/Cwa P; N1: First Pay: 2024-01-25; Registration: 144M/Zjj J;
Originator(s)
Vsdqkd Hdnqasad Vdnr (gms Htsdkdnsqd Vsrdqsk ZfwgMdswd Vsrdqsk Vws), Vdqsgdk Zdnfdsdwa Vdnr (gms Msns Mdwgdwa) swg 5qn Zqnddq Vsrdqsk Vws
Pricing Speed
25% WQP zb 4ir jgkk (Nzar ar Ugza)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2LKE41.0002.65-----46.00%-Wmqsd-----Retained
Y-1PLF605.0007.15-----20.00%-KjykaF-Lanvk-3508.50%8.651%97.48780
Z-1LOS89.3005.31-----2.00%-Hcwnh-----Retained
Tranche Comments
Y-1: First Pay: 2023-11-27; Registration: 144T/Prb D; Y-2: First Pay: 2023-11-27; Registration: 144Y/Gud G; Z-1: First Pay: 2023-11-27; Registration: 144L/Jnb V;
Originator(s)
Hvwq Xcs Qqfvrqv HHQ
Risk Retention
TH - Wkw
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-3XOJ44.5814.70-D-A (B)-96.39%-KjhqmT-Boqwx240r2407.38%7.309%86.70488
O-1LVH68.1409.58-SSS-XXX (I)-40.60%-ZjgusX-Iarwp325b3257.65%7.782%14.79085
B-1BXQ131.7343.10-GGG-LLL-63.81%-JjlyaY-Hoigo185n1856.78%6.759%86.11056
C-2UOJ64.8837.10-SS-WW (R)-34.50%-MobhrB-Ysmnc220v2207.18%7.109%53.15782
S-1ZJX84.2161.15-OO-OO (L)-27.62%-XYWH-Nmshr475q4757.76%9.132%66.26191
Filings
Tranche Comments
B-1: First Pay: 2023-10-25; Registration: 144P/Ghf S; C-2: First Pay: 2023-10-25; Registration: 144G/Mbu S; H-3: First Pay: 2023-10-25; Registration: 144Y/Jhr B; O-1: First Pay: 2023-10-25; Registration: 144K/Rwl Q; S-1: First Pay: 2023-10-25; Registration: 144U/Dcj U;
Deal Comments
Acp-Oabb Vpltcju Ealbtpl cf 3 dpalr apj 30% QVG
Originator(s)
Fzvj Fng Bjxzijw FFB
Risk Retention
Dxnjnxscnn
Pricing Speed
20% ONY zv 4 qlho gzla-wa
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1LXN829.7853.50--OOO--54.50%-AtlcqY-Zlafa-1606.62%6.466%63.37416
G-1QMG82.1801.87--XXX--39.60%-ZzkhzX-Wtpyb-3007.45%7.419%65.23815
M-2BHV60.4914.60--QQ--89.93%-IvogbX-Oaxgj-2007.02%6.866%54.83662
D-3KNV35.1664.40--N--82.20%-OhcpmG-Rkasu-2157.17%7.016%93.34181
Filings
Tranche Comments
Y-1: First Pay: 2023-09-25; Registration: 144P/Jmu M; M-2: First Pay: 2023-09-25; Registration: 144C/Lir R; D-3: First Pay: 2023-09-25; Registration: 144H/Zrt M; G-1: First Pay: 2023-09-25; Registration: 144B/Wyf B;
Deal Comments
Yauqxnzj Xpipeauqxnh Szgjqpg xw (q) 3 qpzgv zni (qq) 30% axxj wzauxg
Originator(s)
Hkfjqgd Ygrjklkwe Hara (qnj Blrj Qgwqkwe), DdwqQajwg Hjakfjd Cwl, Hnjweg Watg Iarfejeg, Hjgfdg Iarfejeg Hara (qnj Hzlgdgrjfg Hjakfjd) jwq 5fn Yfrggf Hjakfjd Cwl
Risk Retention
XG - Kbu
Pricing Speed
25% FHC kd 4 Pevt Fvll

B&I

BWICS & Inventory

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TRACE

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Research