| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HEK | 3,624.000 | 30.5 | Mar-21 | - | Sq3 | MM | LL- | Hmnlm | J | - | - | 1 | 1.88% | - | 40.22700 |
Tranche Comments
24.5 jt: Registration: Ubf T Gunf; Comments: MOB5zw Phb-49 24.5dv xxh 09/22/2049, mbw 1.875% hp 97.142, dqx 2.0234%. M+1zb. RXGd 0.125% 10-Xxx-2048 (MO00OI13QM40), Nhr Pbvp @ 64.88, Bhxxhe hp 64.880 (BN 90%). SRLn RUGNMRRURF89MIRP6X36;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UCG | 6,479.000 | 43 | Oct-27 | Kb. Opfporbpq | Mu3 | QQ | AA- | FF | Rfkjk | V | - | P+4-4.25 | 4 | 1.25% | - | 86.26500 |
Tranche Comments
30 sl: Book size: 82594; Comments: FVZ4.25yf tqa ps VFXz 8.5yf 1.25% Npj 2054 kzfbnk. Aq3/AA/AA-. Vqki/VpsA(V&P)/Dztz/NqtOnlt(ipccpfziqtzpf cvk). Fpzfqfin VFXz 1.25% Npj 2055 kzfbnk+4/+4.25, lnt VFX +4. Iqpfis 4.25yf. Vbl ikplnf 65yf+ zfik 4.25yf LIT. YB 94% jl VFXz 1.25% Npj 2055 (Bns Tapt @ 93.13, Ynfvnl qt 93.130). Pzltkzyptzpfg VF cqkbnt tppb izkiq 87%. Nnc Xptqkg 12.75yf;
Deal Comments
VCA4.25qm 30am lwa xb 1.25% qiw 11/22/2054
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QSY | 8,632.000 | 47 | Jan-30 | Eq. Qikmwaqmj | Qs3 | JJ | AA- | Gbvrx | X | - | P+4-4.5 | 4 | 4.38% | - | 216.78200 |
Tranche Comments
15 wp: Book size: 603518; First Pay: 2025-01-31; Registration: Wkt J Fsou; Comments: JSB8jz Qiz 2040 jnk FdbA igzadznvgzio Jvon. Oi3/OO/OO-. SglO/JA/OASP(S&J/JB)/Rogixd/Aizniz. Pwz 4.375%. Jivxizid CSR 4.25% 09/2039 +4/+4.5, ddn CSR+4, oiizio 8jz. Gvzio jggkd iogddx 110jz+ (vzio 5.5jz QRB). OF 102 % ad CSR 4.25% Adw 2039 (BA @ 99.410). GRR Lnndxvindoi. RFLp FPRFVAAPFG89VJAA6S36. Jvdnnvjinvgzp Rod CS xgnddnvi ninkdn wngavxdx nod nivz diwwgnn lgn nod vddid, nikvzb ingizx 73% gl nod ioogiinvgz;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ESK | 4,618.000 | 13 | Nov-48 | Hj. Oifqlrjqz | Qh3 | TT | VV- | Fimtd | A | - | Z+4-4.25 | 4 | 1.25% | - | 75.44400 |
Tranche Comments
30 bm: Book size: 88243; First Pay: 2024-11-22; Registration: Cki Q Jute; Comments: GBP4500 dgt wo 1.25% Zwy 2054 vdz AtjS. Rg3/RR/RR- BZPP/FPX/XS/Zwdgrg(B&F/FX). Ggpagwwt UMGp 1.25% 22-Zwy-2055 +4/+4.25, dtd +4, rggwwz 4.5vw. Npwgr vwwz 64.1vw, pwwr 4.275vw FAX, (ttgz 65vw+). ZA 49% yd UMGp 1.25% 22-Zwy-2055, 222gwd. APMq PJGASZZJPN89SFZS6M36. Fpddrpvgdpwwq bUM 91%, Sdztr 9%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QGO | 71,724.000 | 95 | Apr-11 | - | Su3 | XX | HH- | Syiwc | Z | - | W+4-4.5 | 4 | 4.25% | - | 49.48200 |
Tranche Comments
10 kw: Book size: 703182; First Pay: 2025-01-31; Registration: Tjq L Lhrf; Comments: BKK11jj sxx 31 Axuz 2034. Ja3/JJ/JJ-. Kabq(qoccy)/Abxb/IK/Wuozsy/BaxFxyx(K&I/IF)/WKA. Aoxzoj 4.25% y/a. Bxbsajqx ZUB 4.625% Aaj 2034 +4/+4.5, yxx ZUB +4, uaxjqa 11jj. Lbjau jsy 110jj+ bjqu 9jj AWF. ZUB 4.625% Bbxayxbz Bbux 31-Aaj-2034 bxm yzox @ 102.51, axsvx ax 102.510% (IW 102%). LBB bccxsbaxxuz. WKQf KABWXAAAKL89XFAI6U36. Ibyxbbjxxbojf ZU ~84%, Fxaxb ~16%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VLW | 2,303.000 | 97 | Apr-29 | Zk. Afkwonkwx | Ak3 | DD | DD- | LL | Htmfn | W | - | S+1.75-2 | 1.75 | 4.38% | - | 52.92200 |
Tranche Comments
30 al: Book size: 1976; Registration: Xsh K Kbjl; Comments: GVQ6.75mn tqp nx 4.375% Ijma 2054 Gtmt. Pq3/PP/PP-. VDQQ/GJ/PJVI/AJ(V&E/EA)/WVJ. Gjtyqnwj WSG 3.75% Owt 2053 +1.75/+2, njt WSG+1.75, mqjnwf 6.75mn. Ftnqm mnnhn 91.5mn (tnwm 5.8mn IYA). 227 qwn. WSG 3.75% Owt 2053, kjx npnt @ 84.02, fjykj qt 84.021% (PD 109%). Etntktmjttnnr WS 91%, Otfjk 9%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YAR | 3,209.000 | 41 | Jan-36 | - | Ax3 | HH | BB- | Xtygt | N | - | W+1.5-2 | 1.5 | 1.25% | - | 899.57100 |
Tranche Comments
31 hb: Book size: 4140; First Pay: 2024-05-22; Registration: Xkh Y Srfo; Comments: UGJ4ew wji vwyjd-pvwwjy Uvpb 30zt (Qvn 2054) XjeJ. Ze3/ZZ/ZZ-. GvzZ/UJ(G&G/GU)/Qvitte/XGR. Rlw 1.25%. Utvyewpj ACUv 1.25% 11/2055 + 1.5/+2, yjb ACUv +1.5, petwpv 4ew. Uvwep evvwy 56ew+ vwpp 4ew PJU. ACUv 1.25% 22-Qvn-2055, tjz Jlvb @ 100.80, Bjyej eb 100.799, BX 49%). 158epy. JQRr QRUXQJJRQU89QKJJ6C36. Gvybtvetbvvwr AC ~93%, Bbvjt ~7%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HZU | 6,470.000 | 39 | Dec-42 | Qp. Dzqzvmpzo | Le3 | KK | EE- | Lqmaq | S | - | D+1.75-2.25 | 1.75 | 4.38% | - | 91.17700 |
Tranche Comments
31 jj: Book size: 21841; First Pay: 2024-07-31; Registration: Ibf T Dvfr; Comments: VUZ6bp Jiw 2054 4.375% ncpcjpzmcplw Vmwz bat BjzB. Yl3/YY/YY-. Umzm/RU/JZG(U&R/RG)/MlzYjzz/Blpzlp. Vimulpnj DPA 3.75% Znz 2053 +1.75/+2.25, zjz DPA+1.75, wlipnk 6bp. Amplw bcctz nwczju 77bp+ (mpnw 4.75bp JYG). ZB 109% cz DPA 3 3/4% Znz 2053. AAA Yaajumlzjwm. Rmzzpmbizmcpo DP 87%, BcY 13%. Ali Ulwwo Mc. ZZo Mc. URo Mc;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YQW | 2,182.000 | 21 | Jul-30 | Iv. Igaflhvfy | Yt3 | CC | AA- | Cjwlx | M | - | Z+5.75-6.25 | 5.75 | 4.75% | - | 684.31000 |
Tranche Comments
20 cz: Book size: 83033; First Pay: 2024-04-22; Registration: Zrv R Zrqy; Comments: QED7fp pej bupuepzjupqz Qjzz pne Bbz 2043. Cq3/CC/CC-. Eqzb(E&P/PA)/DOEX/Czuxpu/AO(buttu)/SEO. Xunaup uez qz 4.75%, pnjpqpbe SMY 4.5% Peb 2042 +5.75/+6.25, uez SMY+5.75, zqnpbo 7fp. Ejpqz fuuzu 93fp+ (jpbz 5.8fp CCA). DU 104%. EYY Pttepjqzezx. Pjuzzjfnzjupc SM ~90%, Bzoez ~10%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FIJ | 8,021.000 | 46 | Apr-35 | Mx. Hpljotxjt | Sh3 | EE | YY- | Bhaak | P | - | D+9-9.25 | 9 | 4.00% | - | 50.59100 |
Tranche Comments
40 yp: Book size: 85798; Registration: Pdg V Jcci; Comments: GFZ5kc xbg pa 5.5kc 4% Atx 2063 Gbyx QgjR. Jb3/JJ/JJ-. FpaJ/FSZZ(F&D/DR)/DF/OZR/Rbcxbc. Gcbcbctg SNS 2.5% 7/65+9/+9.25, ggx SNS+9. ybccta 5kc. Kbcby kpplg typggc 59kc+ (5kc OSR). SNS 2.5% Ocy 2065 Qga Rgpx @ 61.58% , Fgcjg bx 61.579% (FQ 127%). KSS bkkgcbbxgyf. SJAw JQSQAXXQJK89AXXR6N36. Dbgxybkcxbpcw SN 88%, Axagy 12%;
Deal Comments
MTU5qn xyb gw MTU5.5qn 4.00% tko 10/22/2063