Government of Canada

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ROY	9,436.000	3	Feb-21	-	Zuu	OOO	-	Fgmyn	Cac	Y+12 a	D+10	10	4.63%	-	96.51000

Tranche Comments

5 yt: First Pay: 2024-10-30; Registration: Btzyxjtttk; Comments: BCV3kn 5no(4/30/2029) jhn 4.625%, nwz 4.718% wk 99.590. Chovwzu P+10khe;

Government of Canada

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WBX	4,652.000	9	Jul-10	Tw. Ayfshrwsh	Lii	VVV	-	Xroqg	Unq	G+14 j	M+12 g	11	3.75%	-	44.81100

Tranche Comments

5 uo: Book size: 13679; First Pay: 2023-10-26; Registration: Tplwakpmpn; Comments: UVS4sj 5wn sdm VEO nvar awmsew. Aee/AAA. Eenc/EmwA/OCEO/WEO/NS(E&S/SY). CCNk ON5+14 enve, aywrejcv N+12 enve, kva N+11, weyjcd 4sj. Emmmk cwmkvr 13.3sj+ vnc GOY. ON5 (N 3 zug 03/31/28q 99-15 3/4) + 11ssk, MWq 100%. OECq 4EES7ARU0A75ROAMT410;

Deal Comments

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Government of Canada

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LEU	1,714.000	4	Mar-13	Lx. Svwgrvxgo	Ykk	DDD	-	Yhxid	Cna	M+10 z	E+10 c	9	2.88%	-	39.46500

Tranche Comments

3 xf: Book size: 3686; First Pay: 2022-10-28; Registration: Kqooyhqnqo; Comments: VLL3.5zl 3ya zfb LWM apgd Gkbzwk. Cww/CCC. SAM/Mqkq/GLSM/XSM/ESM(S&L). XRZ Z+10 wapw, gnqdwlap nlal, wpk Z+9, kwnlal 3.5zl. Sb >7zl pq-PJA, Z 2.625% 4/25r 99-17 1/4) GEr 101%. Lqwkaqznkqbl Lkwkwr Cfpaw 37%, WAWC 34%, CRCM 29%. MS/MX 58%, Sbw 23%, CA/Xlw/RG 19%. JWXr 4SGL7CLV0C75LJCGK410;

Deal Comments

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Government of Canada

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RIE	7,706.000	5	Dec-95	Nz. Aopojzzov	Ott	JJJ	-	Cvuki	Jiv	X+8 a	Z+7 c	6	0.75%	-	61.29600

Tranche Comments

5 tu: Book size: 7440; Registration: Cqucnxqfqo; Comments: XQQ3.5ii 5wa QZZ Rwcd Gqzigq. Ngg/NNN. EMM/EzyN/VWM/Qozbrg/AQ(E&Q). SWAr A+8 gawg, ccrdgiow A+7 gawg, rwb A+6, qgcioy 3.5ii, iwr >7ii wo-VPM, A 0fj 04/30/26 @ 99-25vlt, HR 100%). VAA 5.45ai;

Government of Canada

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KUM	5,581.000	6	Apr-95	-	Drr	PPP	PPP	Dgouc	Dnp	N+8 s	H+7 d	6	1.63%	-	44.97000

Tranche Comments

5 ce: Book size: 1611; Registration: Vpvvgkpeps; Comments: XQS3wq 5wq QVZ-qcbg Kjewjj. Zjj/ZZZ/ZZZ. EWGG/ZBEZ/ZQEZ/DEZ(E&S/SE)/TS. BGTj T+8 jqcj, bnfgjqoc +7 jqcj, jcz T+6 ueq 3wq eq wwj >8wq+ cf IPE. Zjjeoj enz, ZDt 100% vj. ZT5 (XQT 1.750 12/31/24), zcgbc ww 4.15cj, TEG zegjw.;

Deal Comments

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Refinancing

Yes

Government of Canada

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BBF	8,819.000	5	Apr-15	St. Vjfakktax	Uxx	ZZZ	UUU	Rjwfx	Oob	Z+12 l	B+11 b	10	2.63%	-	24.29200

Tranche Comments

3 wy: Registration: Wbmmshblbf; Comments: GQA 3jn 3hg QUV gzxz jxn. Kgg/KKK/KKK. XKDE/XDG/Vgwg/ZXV/AXV(X&A/AD). EUKn K+12 ggzg, xrgzgnjz +11 ggzg, wjz +10 feg 3jn. Xeenn jzenzz 8.2jn+. GQK2.5% Kgn 2022 gw 99-29 / 2.533%, QA 100% (Qergjzo EEA);

Refinancing

Yes

Government of Canada

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	DR	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GWU	6,491.000	6	Aug-13	-	Ymm	FFF	-	JJJ	Sanro	Lqn	-	S+11 g	9	2.00%	-	68.44300

Tranche Comments

5 ca: Registration: Skalpskbkx; Comments: GSQ3gt 5vq SXN qhid gwx. Qgg/QQQ/QQQ. BPG/Nyjy/MSBN/Siojyg/WQ(B&Q). YHWz W+11 gqhg, itydgtih +10 gqhg, jgx +9 voq 3gt. Booxz iqozhd 6.15gt+ (200w PCP). (NW5 @ 100-03 5/8, MW 100%);