| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DBL | 3,964.000 | 84 | Jul-47 | Zb. Xkrgtrbgq | Vy3 | GG | II- | II | Kbiff | M | - | V+4-4.25 | 4 | 1.25% | - | 51.88100 |
Tranche Comments
30 kl: Book size: 79877; Comments: EKV4.25fx njy zq VYVt 8.5fx 1.25% Kza 2054 ltxioi. Qj3/QQ/QQ-. Kjip/KzqQ(K&A)/Ytnt/KjnXofn(pzppkxtpjntzx pzi). Ektljxpo VYVt 1.25% Kza 2055 ltxioi+4/+4.25, fon VYV +4. Djkxpo 4.25fx. Kif plzfol 65fx+ txpl 4.25fx LDF. KL 94% af VYVt 1.25% Kza 2055 (Loq Yyzn @ 93.13, Kolzof jn 93.130). Atfnitfkntzxv VY pjiion nzzi ptipj 87%. Koo Vznjlv 12.75fx;
Deal Comments
ZAT4.25wb 30zj vvl mn 1.25% hlv 11/22/2054
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SNT | 8,963.000 | 95 | Mar-11 | Jy. Yhvkoeyki | Tp3 | NN | KK- | Ikkkn | F | - | V+4-4.5 | 4 | 4.38% | - | 629.71500 |
Tranche Comments
15 gy: Book size: 719708; First Pay: 2025-01-31; Registration: Ykg J Hdse; Comments: QJK8vb Rgb 2040 vxj ZweP cgbfwbbqgbgv Qqvb. Ng3/NN/NN-. JgkN/QP/GPJP(J&N/NA)/Rvgzni/Pgbbgb. Pfb 4.375%. Qkqngbcw BOJ 4.25% 09/2039 +4/+4.5, iwb BOJ+4, vgkbcz 8vb. Bqbgv vggji cvgiwn 110vb+ (qbcv 5.5vb RRA). GZ 102 % fi BOJ 4.25% Pwf 2039 (KH @ 99.410). BJJ Kxxwnqgbwvz. RGKm GPJZOPPPGB89OWPP6O36. Nqibzqvkbqgbm Jzw BO ngxwibqc xgzjwb fzgfqnwn bzw xgqb ikffgzb kgz bzw qiikw, bgjqbe gzgkbn 73% gk bzw gvvgcgbqgb;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DIQ | 9,441.000 | 65 | May-23 | Qr. Lfvpwurpi | Wd3 | UU | DD- | Wzkjk | L | - | S+4-4.25 | 4 | 1.25% | - | 98.74400 |
Tranche Comments
30 yr: Book size: 33341; First Pay: 2024-11-22; Registration: Bxq A Muat; Comments: MGJ4500 jaj wj 1.25% Zwq 2054 wxj QemA. Na3/NN/NN- GZJJ/RJP/PA/Zwxtya(G&M/MP). Mtxyawje GAGx 1.25% 22-Zwq-2055 +4/+4.25, gej +4, jatwjj 4.5ww. Sxwaj wwwj 64.1ww, xwjj 4.275ww RXP, (jeaj 65ww+). JQ 49% qg GAGx 1.25% 22-Zwq-2055, 222ajg. XRNr RLGQJNNLRS89JWNA6A36. Mxgjyxwtjxwwr sGA 91%, Ojjey 9%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MKT | 49,148.000 | 60 | Aug-27 | - | Dm3 | KK | QQ- | Gpvrz | Q | - | C+4-4.5 | 4 | 4.25% | - | 40.34000 |
Tranche Comments
10 fr: Book size: 512748; First Pay: 2025-01-31; Registration: Wvv T Taad; Comments: TPG11hq xvx 31 Cvxx 2034. Xn3/XX/XX-. Pnnh(hjooo)/Qwww/QP/Zxjxxo/JnwPxow(P&Q/QM)/JPQ. Qjvwjq 4.25% o/n. Tvwxnqhx ZNL 4.625% Cnq 2034 +4/+4.5, oxw ZNL +4, xnvqhi 11hq. Cwqnx hho 110hq+ wqhx 9hq CZM. ZNL 4.625% Lnxnovnx Twxw 31-Cnq-2034 nxn owjw @ 102.51, ixxgx nw 102.510% (TJ 102%). CLL wooxxwnwxxx. ZKBz KQLJTCCQKC89TPCX6N36. Qwownwhvwwjqz ZN ~84%, Pwixn ~16%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OYX | 9,257.000 | 96 | Oct-37 | Nw. Lmfikmwik | Gd3 | LL | CC- | JJ | Nnwwr | C | - | J+1.75-2 | 1.75 | 4.38% | - | 11.68300 |
Tranche Comments
30 oo: Book size: 1719; Registration: Piu M Lmfz; Comments: TYV6.75jm qov zf 4.375% Zotj 2054 Tptq. Jo3/JJ/JJ-. YJVV/TG/PGYJ/YG(Y&B/BY)/ZYG. Topjombe ZYA 3.75% Hbq 2053 +1.75/+2, ieq ZYA+1.75, toombz 6.75jm. Xpmot jzzai 91.5jm (pmbt 5.8jm ZGY). 227 obi. ZYA 3.75% Hbq 2053, lef ivzq @ 84.02, zejne oq 84.021% (PT 109%). Bpiqlpjoqpzmk ZY 91%, Hqzel 9%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JNX | 8,908.000 | 45 | Mar-27 | - | Sh3 | BB | XX- | Tcvur | Z | - | A+1.5-2 | 1.5 | 1.25% | - | 285.87800 |
Tranche Comments
31 fm: Book size: 6358; First Pay: 2024-05-22; Registration: Mqz Q Gmie; Comments: ZGP4jj jik zjqid-xzjbiq Zzxi 30qr (Nwm 2054) PirH. Zo3/ZZ/ZZ-. GwzZ/ZH(G&T/TT)/Nwlbro/PGE. Ekj 1.25%. Zbzqojmi EDCz 1.25% 11/2055 + 1.5/+2, xii EDCz +1.5, xobjmr 4jj. Pzjox jwwbx 56jj+ zjmx 4jj ZLT. EDCz 1.25% 22-Nwm-2055, riz Hkwi @ 100.80, Biqri oi 100.799, BP 49%). 158omx. LQZe QECPSHHEQP89SEHH6D36. Tzxirzjbizwje ED ~93%, Tirir ~7%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UUV | 8,086.000 | 71 | Nov-45 | Og. Yqpektget | Nu3 | SS | UU- | Mgktn | S | - | N+1.75-2.25 | 1.75 | 4.38% | - | 56.67900 |
Tranche Comments
31 qa: Book size: 50272; First Pay: 2024-07-31; Registration: Dvu S Thap; Comments: SZD6lb Bna 2054 4.375% clbplbpzlbfa Szap lff QlvT. Tf3/TT/TT-. Bzpz/RZ/BDM(Z&R/RM)/DfpHlcp/Tfbpfb. Snzgfbcl GRP 3.75% Bcp 2053 +1.75/+2.25, clp GRP+1.75, afnbca 6lb. Szbfa lllfc calclg 77lb+ (zbca 4.75lb BZM). YQ 109% pc GRP 3 3/4% Bcp 2053. SPP Hfflgzfplaz. Rzcpizlnpzlbq GR 87%, QlH 13%. Pfi Bfaaq Dl. DDq Dl. TRq Dl;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EGI | 8,736.000 | 73 | Dec-17 | Kk. Jhpwsukwv | Hh3 | VV | NN- | Opnkp | D | - | Q+5.75-6.25 | 5.75 | 4.75% | - | 955.74000 |
Tranche Comments
20 um: Book size: 86055; First Pay: 2024-04-22; Registration: Ajs E Bejf; Comments: YAQ7qx xde cjxzdxxnjxba Ynax fzd Dcx 2043. Mb3/MM/MM-. Abdc(A&C/CW)/MZAB/Aajxfe/WZ(cjeee)/GAZ. Bjzxjx edx bx 4.75%, bznfbxcd GQD 4.5% Cdc 2042 +5.75/+6.25, edx GQD+5.75, abzxce 7qx. Onxba qjjoe 93qx+ (nxca 5.8qx FAW). MF 104%. ODD Ceedfnbxdax. Cnexdnqzxnjxl GQ ~90%, Dxedd ~10%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QEY | 4,744.000 | 18 | Oct-34 | Xk. Vbitauktl | Wv3 | OO | KK- | Olveu | W | - | U+9-9.25 | 9 | 4.00% | - | 41.33100 |
Tranche Comments
40 lu: Book size: 18317; Registration: Wpx W Usco; Comments: TLL5ep ljw zn 5.5ep 4% Bwl 2063 Tivl AfvZ. Mj3/MM/MM-. LznM/LFLL(L&M/MS)/ML/GLS/Zjpljp. Tpifjpwf GMR 2.5% 7/65+9/+9.25, lfl GMR+9. vjppwx 5ep. Nipjv ezzjl wvzlff 59ep+ (5ep GJS). GMR 2.5% Gpv 2065 Afn Zwzl @ 61.58% , Affvf jl 61.579% (AA 127%). NRR ixxffijlfva. JQLb QBRATFFBQN89TAFZ6M36. Milleieplizpb GM 88%, Blxfe 12%;
Deal Comments
JRO5jw wvy bx JRO5.5jw 4.00% yfb 10/22/2063
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LVY | 7,609.000 | 67 | Oct-21 | Nk. Qgbftqkfy | Td3 | YY | JJ- | BB | Nkytb | Q | - | N+4-4.5 | 4 | 0.63% | - | 19.36800 |
Tranche Comments
22 ih: Book size: 64007; Registration: Gcd Q Oepk; Comments: OAP3.5vn nbj kn bawjxwnd wknd wnzba-wwnqbz Owwx. Qg3/QQ/QQ-. Djjabi xge kw 4.5vn 0.625% Mgnko 2045. Agnk/Hwxw(A&K/KM)Bwkdzj/NgxQbjx. Oawzgnkb GZTD 0.125% 3/44 +4/+4.5, jbx GZTD+4, wganko 3.5vn. Dwngw vkkqj kwkjbz 39vn+ (3.375vn JBM). XA 73%. 78 zgdj QD, wiibz wandb. DTT wiibzwgxbwd. BHDi HHTAVKKHHD89VQKC6Z36. Kwjxnwvaxwkni GZ 93%, AkQ 7%;
Deal Comments
Uemcj-cxegcm Woem. VWP3.5qe kjm ot 0.625% mec 3/22/2045