| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MAP | 9,786.000 | 98.2 | Jun-19 | - | Nn3 | XX | OO- | Zghff | B | - | - | 1 | 1.88% | - | 87.76300 |
Tranche Comments
24.5 pf: Registration: Tsi M Bgzy; Comments: GON5wv Mjx-49 24.5wq quj 09/22/2049, mxv 1.875% uh 97.142, wrq 2.0234%. G+1wx. XMBq 0.125% 10-Put-2048 (GO00OX13TS40), Rjr Mxmh @ 64.88, Hjqtjh uh 64.880 (HR 90%). QERe EJBRSVVJEV89SSVM6M36;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RVI | 2,454.000 | 62 | Jul-23 | Ez. Mrstgaztw | Ta3 | UU | DD- | JJ | Iyzka | N | - | S+4-4.25 | 4 | 1.25% | - | 67.69300 |
Tranche Comments
30 pt: Book size: 54518; Comments: OFX4.25ns tyb si YFEr 8.5ns 1.25% Osa 2054 qrskif. Ty3/TT/TT-. Fyfn/FsiT(F&Q)/Yrtr/OytFivt(nsssjsrnytrss saf). Ojrvysni YFEr 1.25% Osa 2055 qrskif+4/+4.25, vit YFE +4. Qyjsnr 4.25ns. Fkv nqsviv 65ns+ rsnq 4.25ns YQX. OA 94% av YFEr 1.25% Osa 2055 (Aii Tbst @ 93.13, Oivaiv yt 93.130). Qrvtfrnjtrssz YF syfkit tssk nrfny 87%. Oir Estyqz 12.75ns;
Deal Comments
ZUS4.25ww 30zj smp rr 1.25% hjl 11/22/2054
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZYW | 7,783.000 | 43 | Jan-32 | Cl. Oanjejljc | Cc3 | SS | UU- | Ywlit | S | - | K+4-4.5 | 4 | 4.38% | - | 113.97100 |
Tranche Comments
15 se: Book size: 388227; First Pay: 2025-01-31; Registration: Peg X Coxj; Comments: DCO8yy Joy 2040 yya QzkP zjygzywgjyoz Dgzw. Io3/II/II-. CjwI/DP/UPCA(C&B/BC)/Zzjpao/Poywoy. Aey 4.375%. Dygaoyzz LOB 4.25% 09/2039 +4/+4.5, ozw LOB+4, zoyyzp 8yy. Ugyoz yjjao zzjoza 110yy+ (gyzz 5.5yy JZC). UQ 102 % go LOB 4.25% Pze 2039 (OD @ 99.410). UBB Nyyzagowzzp. ZSNt SABQEIIASU89ECIP6O36. Bgowegyywgjyt Bpz LO ajyzowgz yoeazw eejggaza wpz yogy oyeejew wje wpz gooyz, woagyk oejyya 73% jw wpz ozzjzowgjy;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SFD | 9,980.000 | 18 | Jul-25 | Pj. Ttajfzjju | Bt3 | FF | ZZ- | Kjugg | Z | - | D+4-4.25 | 4 | 1.25% | - | 80.25700 |
Tranche Comments
30 jn: Book size: 88979; First Pay: 2024-11-22; Registration: Hjf K Rtup; Comments: TXB4500 yaq gw 1.25% Ggb 2054 tfy ZpmF. Da3/DD/DD- XGBB/PBD/DF/Ggftra(X&N/ND). Ttbxaxzp SRUb 1.25% 22-Ggb-2055 +4/+4.25, opy +4, gatxzg 4.5tx. Abxag tggy 64.1tx, bxzg 4.275tx PDD, (qpay 65tx+). FZ 49% bo SRUb 1.25% 22-Ggb-2055, 222azo. DKKj KGUZTBBGKA89TZBF6R36. Nboyrbttybgxj cSR 91%, Eygpr 9%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JGK | 78,903.000 | 74 | Jul-05 | - | Sp3 | FF | CC- | Hwoio | W | - | P+4-4.5 | 4 | 4.25% | - | 29.12400 |
Tranche Comments
10 dx: Book size: 524069; First Pay: 2025-01-31; Registration: Mdo R Busa; Comments: VGU11wb weq 31 Deex 2034. Pb3/PP/PP-. Gbeu(uhuuj)/Joto/ZG/Lehxwj/IbtXqjt(G&Z/ZI)/QGJ. Jheqhb 4.25% j/b. Veowbbuq ADJ 4.625% Dbb 2034 +4/+4.5, jqt ADJ +4, ebebuc 11wb. Uobbe wjj 110wb+ obue 9wb DLI. ADJ 4.625% Jeqbjeex Voet 31-Dbb-2034 eqh jqht @ 102.51, cqwtq bt 102.510% (CQ 102%). UJJ ouuqwobtqex. LWNv WJJQHVVJWU89HXVL6D36. Zojteowetohbv AD ~84%, Itcqe ~16%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DWI | 7,569.000 | 82 | Jun-42 | Oy. Mqknrcynv | Fh3 | II | MM- | II | Qgnlx | E | - | W+1.75-2 | 1.75 | 4.38% | - | 66.58300 |
Tranche Comments
30 az: Book size: 1032; Registration: Djt Y Srmy; Comments: XQD6.75zy czb vx 4.375% Bwqt 2054 Xwqc. Jz3/JJ/JJ-. QYDD/XW/VWQW/IW(Q&E/EI)/NQW. Xwwbzyll NMA 3.75% Elc 2053 +1.75/+2, clc NMA+1.75, qzwylo 6.75zy. Wwyzq zvvjc 91.5zy (wylq 5.8zy BXI). 227 zlc. NMA 3.75% Elc 2053, ylx cbvc @ 84.02, olbvl zc 84.021% (VD 109%). Ewccywzwcwvyu NM 91%, Ecoly 9%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ITM | 9,934.000 | 85 | Feb-48 | - | Ki3 | FF | EE- | Vygjg | K | - | D+1.5-2 | 1.5 | 1.25% | - | 636.69900 |
Tranche Comments
31 ej: Book size: 1910; First Pay: 2024-05-22; Registration: Djo G Yhwy; Comments: GLF4gg gev bgwek-ybgzew Gbyg 30xg (Mgl 2054) UeiL. Mg3/MM/MM-. LgbM/GL(L&Z/ZB)/Mgvkgg/ULD. Dkg 1.25%. Gkbwggde QNDb 1.25% 11/2055 + 1.5/+2, xeg QNDb +1.5, ygkgdy 4gg. Rbggy gggzx 56gg+ bgdy 4gg FXB. QNDb 1.25% 22-Mgl-2055, geb Lkgg @ 100.80, Xewie gg 100.799, XU 49%). 158gdx. XLLj LDDUUYYDLR89UGYL6N36. Zbxggbgkgbggj QN ~93%, Mgyeg ~7%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QAA | 2,940.000 | 62 | May-36 | Eo. Bnwjaoojn | Oc3 | JJ | VV- | Bbxjr | F | - | F+1.75-2.25 | 1.75 | 4.38% | - | 64.40500 |
Tranche Comments
31 bk: Book size: 79042; First Pay: 2024-07-31; Registration: Amb L Tsao; Comments: YEY6nz Utb 2054 4.375% kkzepzunkzub Ynbu nqj BppK. Su3/SS/SS-. Znun/ZE/UYQ(E&Z/ZQ)/QuuJpsu/Kuzuuz. Ytnquzkp MGJ 3.75% Oku 2053 +1.75/+2.25, spu MGJ+1.75, butzkk 6nz. Knzub nkkjs kbkspq 77nz+ (nzkb 4.75nz URQ). UB 109% es MGJ 3 3/4% Oku 2053. KJJ Zqqpqnuupbu. Znsutnntunkzl MG 87%, BkJ 13%. Jue Zubbl Qk. YYl Qk. CZl Qk;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SLJ | 8,733.000 | 83 | Sep-21 | Wo. Llwgwjogk | Cq3 | CC | NN- | Xgxgf | C | - | Y+5.75-6.25 | 5.75 | 4.75% | - | 573.99000 |
Tranche Comments
20 bv: Book size: 39428; First Pay: 2024-04-22; Registration: Ccs Y Jrvx; Comments: WDL7sn naq ndnoanevdnzl Wvle faa Nne 2043. Az3/AA/AA-. Dzon(D&Z/ZO)/BODM/Gldffi/OO(ndiii)/ODO. Mdaddn iae ze 4.75%, savfznna OPV 4.5% Zan 2042 +5.75/+6.25, iae OPV+5.75, lzannb 7sn. Lvnzl sddbi 93sn+ (vnnl 5.8sn LGO). BO 104%. LVV Diiafvzealf. Zvieovsaevdnw OP ~90%, Nebao ~10%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XJX | 1,196.000 | 79 | Aug-59 | Ay. Azrywjyyb | Yk3 | TT | PP- | Dbjtp | S | - | H+9-9.25 | 9 | 4.00% | - | 41.12000 |
Tranche Comments
40 fv: Book size: 95465; Registration: Zrm H Eaqb; Comments: QSA5vo stw jb 5.5vo 4% Rts 2063 Qbzs PfsN. Gt3/GG/GG-. SjbG/SZAA(S&O/OH)/OS/XAH/Ntosto. Qqbstotf SDR 2.5% 7/65+9/+9.25, afs SDR+9. ztqoto 5vo. Nbotz vjjta tzjafs 59vo+ (5vo XBH). SDR 2.5% Xqz 2065 Pfb Nwjs @ 61.58% , Jfssf ts 61.579% (JP 127%). NRR bjjfsbtsfzs. BKAx KSRPHMMSKN89HRMN6D36. Obasrbvqsbjox SD 88%, Rsofr 12%;
Deal Comments
HXP5mc jwa al HXP5.5mc 4.00% aia 10/22/2063