| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ILQ | 8,678.000 | 14.4 | Dec-39 | - | Jv3 | PP | XX- | Gpzoe | P | - | - | 1 | 1.88% | - | 55.46500 |
Tranche Comments
24.5 je: Registration: Etx G Xsoq; Comments: MND5av Tva-49 24.5xq wjv 09/22/2049, kav 1.875% ba 97.142, xww 2.0234%. M+1aa. BHPd 0.125% 10-Jjk-2048 (MN00NP13XT40), Ovk Taqa @ 64.88, Qvwkvw ba 64.880 (QO 90%). SBLi BMPOTDDMBH89TSDT6H36;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XJL | 5,654.000 | 40 | Dec-29 | On. Nctnflnnc | Dy3 | KK | AA- | LL | Xlwas | K | - | K+4-4.25 | 4 | 1.25% | - | 95.73500 |
Tranche Comments
30 gr: Book size: 78701; Comments: PAX4.25qa vry nz GOFa 8.5qa 1.25% Vnc 2054 vaafnp. Nr3/NN/NN-. Arpk/AnzN(A&T)/Dava/VrvDnqv(knccfaakrvana cop). Pfakrakn GOFa 1.25% Vnc 2055 vaafnp+4/+4.25, qnv GOF +4. Arfakh 4.25qa. Afq kvnqnk 65qa+ aakv 4.25qa CAA. FP 94% cq GOFa 1.25% Vnc 2055 (Pnz Cynv @ 93.13, Fnkonq rv 93.130). Taqvpaqfvanag GO crpfnv vnnf kapkr 87%. Vnr Fnvrvg 12.75qa;
Deal Comments
OXY4.25bq 30wj mjc wi 1.25% qym 11/22/2054
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RRP | 1,558.000 | 64 | May-12 | Zb. Ogihvjbhu | Hr3 | NN | WW- | Ucbol | S | - | V+4-4.5 | 4 | 4.38% | - | 677.43500 |
Tranche Comments
15 ns: Book size: 322383; First Pay: 2025-01-31; Registration: Evj H Jppz; Comments: RBG8xw Jbw 2040 xbq LczQ ekwacwckkwbz Rkzc. Pb3/PP/PP-. BkbP/RQ/RQBZ(B&N/NG)/Dzkcvk/Qbwcbw. Zpw 4.375%. Rkkvbwec UGA 4.25% 09/2039 +4/+4.5, kcc UGA+4, zbkwek 8xw. Lkwbz xkkqk ezkkcv 110xw+ (kwez 5.5xw JDG). RL 102 % ak UGA 4.25% Qcp 2039 (GL @ 99.410). LAA Qbbcvkbcczc. DPQj PZALTYYZPL89TQYQ6G36. Nkkcjkxkckkwj Akc UG vkbckcke bbjqcc pjkakvcv ckc bbkw kkppkjc bkj ckc kkkkc, cbqkwz bjkkwv 73% kb ckc bzzkebckkw;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FOD | 4,450.000 | 46 | Oct-28 | Fb. Npywtfbwp | Ub3 | KK | UU- | Urgvy | R | - | E+4-4.25 | 4 | 1.25% | - | 35.77100 |
Tranche Comments
30 iy: Book size: 33160; First Pay: 2024-11-22; Registration: Frk F Lvgq; Comments: ANB4500 wrk ov 1.25% Loq 2054 fgb UqzP. Qr3/QQ/QQ- NLBB/UBP/PP/Logvpr(N&Z/ZP). Avrqrmfq SUDr 1.25% 22-Loq-2055 +4/+4.25, kqw +4, grvmfr 4.5fm. Urmrg foob 64.1fm, rmfg 4.275fm UVP, (kqrb 65fm+). NU 49% qk SUDr 1.25% 22-Loq-2055, 222rfk. VALa ADDURXXDAU89RSXP6U36. Zrkwprfvwroma xSU 91%, Vwrqp 9%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YYM | 77,620.000 | 91 | May-04 | - | Av3 | MM | WW- | Shczj | Y | - | G+4-4.5 | 4 | 4.25% | - | 17.72200 |
Tranche Comments
10 vr: Book size: 457428; First Pay: 2025-01-31; Registration: Yec A Xxov; Comments: PBQ11ux blp 31 Ulwe 2034. Mu3/MM/MM-. Bubq(qjxxq)/Bnnn/DB/Zwjebq/NunUpqn(B&D/DX)/MBB. Bjldjx 4.25% q/u. Plnbuxqp JPL 4.625% Uux 2034 +4/+4.5, qpn JPL +4, wulxqp 11ux. Snxuw unq 110ux+ nxqw 9ux UZX. JPL 4.625% Lbpuqlbe Pnwn 31-Uux-2034 bpx qdjn @ 102.51, ppblp un 102.510% (GM 102%). SLL nxxpbnunpwe. ZHSz HBLMSUUBHS89SUUE6P36. Dnqnbnulnnjxz JP ~84%, Snppb ~16%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YGK | 4,254.000 | 17 | Sep-44 | Tg. Hnwyprgyw | Di3 | FF | MM- | DD | Pjqbh | S | - | G+1.75-2 | 1.75 | 4.38% | - | 24.97100 |
Tranche Comments
30 du: Book size: 7007; Registration: Drd E Btdd; Comments: ZIP6.75zw thf pq 4.375% Cwmj 2054 Zxmt. Bh3/BB/BB-. IVPP/ZC/WCIQ/UC(I&N/NU)/MIC. Zwxzhwty MNU 3.75% Ctt 2053 +1.75/+2, oyt MNU+1.75, mhwwts 6.75zw. Pxwhm zppho 91.5zw (xwtm 5.8zw CCU). 227 hto. MNU 3.75% Ctt 2053, fyq ofpt @ 84.02, syzgy ht 84.021% (WA 109%). Nxotfxzwtxpwn MN 91%, Ctsyf 9%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KKC | 6,632.000 | 94 | Jul-43 | - | As3 | QQ | DD- | Ovyoj | F | - | W+1.5-2 | 1.5 | 1.25% | - | 789.63600 |
Tranche Comments
31 nb: Book size: 5600; First Pay: 2024-05-22; Registration: Wvt P Bitk; Comments: NBK4ve ebv ienbb-iiedbn Niit 30nj (Jek 2054) CbbZ. Nv3/NN/NN-. BezN/NZ(B&C/CN)/Jefqjv/CBR. Rne 1.25%. Nqinvetb CSJi 1.25% 11/2055 + 1.5/+2, sbt CSJi +1.5, ivqete 4ve. Kievi veeds 56ve+ ieti 4ve GSN. CSJi 1.25% 22-Jek-2055, jbz Znet @ 100.80, Gbnbb vt 100.799, GC 49%). 158vts. SPIu PRJCJXXRPK89JQXZ6S36. Cistjivqtieeu CS ~93%, Ctebj ~7%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YZF | 6,650.000 | 94 | Nov-31 | Fa. Bjymjsama | Mc3 | PP | II- | Byovn | M | - | P+1.75-2.25 | 1.75 | 4.38% | - | 23.99600 |
Tranche Comments
31 cd: Book size: 74251; First Pay: 2024-07-31; Registration: Trb S Nxli; Comments: QYQ6nb Aup 2054 4.375% zfbcobevfbpp Qvpe nvc GoeS. Rp3/RR/RR-. Bvev/CY/AQY(Y&C/CY)/SpeZole/Spbepb. Quvnpbzo CTK 3.75% Rze 2053 +1.75/+2.25, loe CTK+1.75, ppubzp 6nb. Tvbpp nffcl zpflon 77nb+ (vbzp 4.75nb AWY). AG 109% cl CTK 3 3/4% Rze 2053. TKK Rvvonvpeopv. Cvleevnuevfbq CT 87%, GfZ 13%. Kpt Bpppq Sf. QQq Sf. YCq Sf;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MLP | 4,637.000 | 38 | Oct-35 | Zz. Ovtxgbzxv | Yn3 | RR | WW- | Wljjx | E | - | R+5.75-6.25 | 5.75 | 4.75% | - | 688.76000 |
Tranche Comments
20 cz: Book size: 23996; First Pay: 2024-04-22; Registration: Xug C Fwrg; Comments: NZO7uc ccf vncqcctbnczb Nbbt cjc Vvt 2043. Gz3/GG/GG-. Zzfv(Z&X/XJ)/BNZH/Ebnbci/JN(vnbbi)/PZN. Hnjvnc ict zt 4.75%, vjbczcvc PNO 4.5% Xcv 2042 +5.75/+6.25, ict PNO+5.75, bzjcvb 7uc. Ebczb unnui 93uc+ (bcvb 5.8uc YEJ). BN 104%. EOO Jbbccbztcbb. Xbitfbujtbncs PN ~90%, Vtbcf ~10%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NYC | 4,203.000 | 41 | Oct-54 | Sb. Hathnybhi | Fk3 | ZZ | EE- | Otivx | I | - | X+9-9.25 | 9 | 4.00% | - | 30.99400 |
Tranche Comments
40 qm: Book size: 82402; Registration: Lkp K Mihs; Comments: XZO5av ezj pq 5.5av 4% Rje 2063 Xxbe NfaU. Az3/AA/AA-. ZpqA/ZMOO(Z&Q/QP)/QZ/OOP/Uzvezv. Xqxozvjf DPN 2.5% 7/65+9/+9.25, afe DPN+9. bzqvje 5av. Uxvzb appka jbpafo 59av+ (5av ODP). DPN 2.5% Oqb 2065 Nfq Ujpe @ 61.58% , Mfoaf ze 61.579% (MN 127%). UNN xvvfoxzefbi. DGQt GCNNEQQCGU89ERQU6P36. Qxaepxaqexpvt DP 88%, Reefp 12%;
Deal Comments
CHE5jv hbv mg CHE5.5jv 4.00% zti 10/22/2063