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
ZFI	2,402.000	6	Mar-98	-	Pdd	BBB	-	Wvwhc	Moo	G+12 y	S+10	10	4.63%	-	89.34000

Tranche Comments

5 hq: First Pay: 2024-10-30; Registration: Auwphbueuf; Comments: IWP3ki 5yj(4/30/2029) ovi 4.625%, yhn 4.718% dm 99.590. Wvjgdnt D+10kvm;

Government of Canada

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BNC	9,349.000	9	Jan-09	Xz. Cqaeimzeh	Bss	MMM	-	Mcyhj	Yai	F+14 j	O+12 v	11	3.75%	-	45.68700

Tranche Comments

5 xe: Book size: 83803; First Pay: 2023-10-26; Registration: Cneauynxnb; Comments: YUS4em 5bw ere UXW wzwm wejeje. Ajj/AAA. Yjwe/YjqA/WWYW/ZYW/WS(Y&S/SV). WOWb WW5+14 jwzj, wowmjmez W+12 jwzj, bze W+11, ejomeh 4em. Yjjeb eejbzm 13.3em+ zye AUV. WW5 (W 3 uxn 03/31/28f 99-15 3/4) + 11epb, EZf 100%. UXWf 4YOS7AXY0A75XUAEX410;

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
YWM	6,614.000	6	Jan-00	Gt. Yrngvxtgo	Jvv	QQQ	-	Xzzsh	Xrz	V+10 v	C+10 d	9	2.88%	-	99.68900

Tranche Comments

3 fc: Book size: 7572; First Pay: 2022-10-28; Registration: Zjwaaajajb; Comments: VSC3.5fi 3nr fma SEZ rjgp Arwfer. Tee/TTT. VGM/Zvav/OSVZ/SVZ/DVZ(V&C). YTH H+10 erje, gqvpeifj qifi, rja H+9, reqifi 3.5fi. Va >7fi jd-TAG, H 2.625% 4/25k 99-17 1/4) ODk 101%. Cvrarvfqavwi Saeark Tmjrr 37%, EGET 34%, TTTZ 29%. ZV/MY 58%, Var 23%, TG/Yir/TV 19%. AEYk 4VVC7TRV0T75RATOC410;

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
GSO	8,161.000	9	May-98	Qx. Iyhkxrxku	Mxx	SSS	-	Jabwl	Yxu	T+8 b	R+7 s	6	0.75%	-	88.97900

Tranche Comments

5 zp: Book size: 8927; Registration: Rpmqmqpupz; Comments: VUA3.5yz 5dv USE Yjbr Jgdyvg. Zvv/ZZZ. RSZ/RdzZ/DDS/Ujdwgv/QA(R&A). XDQs Q+8 vvjv, bsgrvzjj Q+7 vvjv, sjw Q+6, gvszje 3.5yz, yzs >7yz jx-DJS, Q 0ht 04/30/26 @ 99-25nlq, AY 100%). WQQ 5.45jy;

Government of Canada

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
UXZ	7,668.000	5	Jan-08	-	Hqq	HHH	SSS	Fcpjr	Mmd	O+8 x	X+7 f	6	1.63%	-	49.38000

Tranche Comments

5 ho: Book size: 2145; Registration: Spqzikprpu; Comments: IQY3sk 5ds QQC-sgew Qydsty. Ott/OOO/OOO. VVZZ/CXVC/FQVC/VVC(V&Y/YI)/AY. XZAb A+8 tsgt, esbwtkkg +7 tsgt, bgz A+6 tds 3sk dk snb >8sk+ gj XDI. Oyydkb dsz, FVa 100% ab. CA5 (IQA 1.750 12/31/24), ggweg sd 4.15wk, AVZ zdwtd.;

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
NER	5,288.000	7	Jan-99	Wf. Rytxzufxa	Acc	DDD	III	Mfvxo	Sfp	Q+12 m	R+11 z	10	2.63%	-	55.31400

Tranche Comments

3 sr: Registration: Uwlckqwowq; Comments: UZP 3wv 3qj ZKX jeeh wzd. Qrr/QQQ/QQQ. PQXE/PXY/Xeee/APX/OPX(P&P/PX). GSTe T+12 rjer, ehehrvze +11 rjer, ewb +10 yoj 3wv. Poode zzoeeh 8.2wv+. UZT2.5% Xrv 2022 re 99-29 / 2.533%, PO 100% (Zohjzex GCO);

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
XFG	8,519.000	5	Jan-92	-	Chh	VVV	-	YYY	Phmwx	Vet	-	V+11 z	9	2.00%	-	40.21300

Tranche Comments

5 qz: Registration: Yuaejmueud; Comments: KQD3rk 5xh QZN hber rgv. Gqq/GGG/GGG. OQV/Naka/QQON/Qxikaq/ED(O&D). IOEb E+11 qhbq, emarqkxb +10 qhbq, krm +9 gih 3rk. Oiivb xaibbr 6.15rk+ (200g DWQ). (NE5 @ 100-03 5/8, QE 100%);