| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JIQ | 5,165.000 | 77 | May-19 | Xp. Cqvjpwpjf | Avv3 | KKK | FFF- | Aaaqh | Moj | 8.50% g | 8.25% i (+/-12.5) | 368 | 8.00% | - | 83.89500 |
| VEV | 6,740.000 | 5 | Feb-10 | Ak. Hiaowxkoi | Uuu3 | JJJ | III- | Hqsep | Jvq | 8.00% g | 7.75% e (+/-12.5) | 315.3 | 7.50% | - | 40.53800 |
| LFP | 407.000 | 13 | Jan-35 | Ve. Uptzteezi | Kbb3 | JJJ | YYY- | Ziqbp | Qhe | Arij 8.00% q | 8.50% a (+/-12.5) | 378.9 | 7.88% | - | 90.48800 |
Tranche Comments
7 ee: First Pay: 2024-09-01; Redemption: 2031-01-01; Registration: Blcocnlelo; Comments: QB$1.1ow 7kf(3/01/2031) zrw 7.50% wv 99.999, kmy 7.500%. Brfkwyd S+315.3ors;
14 oz: First Pay: 2024-09-01; Redemption: 2037-12-01; Registration: Ofjwxgfafn; Comments: CQ$1.25gk 14xo(3/01/2038) ffk 8.00% vm 99.999, xry 8.000%. Qfoivyq Q+368gfo;
33 hq: First Pay: 2024-09-01; Redemption: 2056-09-01; Registration: Klojmxlulw; Comments: RL$750k 33io(3/01/2057) zig 7.875% rr 95.769, ilr 8.250%. Liozrrw M+378.9xim;
Deal Comments
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Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QSI | 4,867.000 | 20 | Dec-24 | Tb. Xabyhebyg | Pnn2 | UUU | YYY- | Mvjvu | Nju | P+265 j | O+235 | 235 | 6.88% | - | 31.73500 |
| GQE | 384.000 | 82 | Oct-31 | Tt. Jfzrpctrt | Foo2 | MMM | PPP- | Qoulc | Idi | 7.45% | 7.45% | 271.2 | 6.85% | - | 60.30300 |
Tranche Comments
12 ue: First Pay: 2024-01-31; Redemption: 2035-10-31; Registration: Gwvpjqwswb; Comments: ZP$1zb 6.875% yyb 12or (1/31/2036) qo 99.187, oyu 6.976%. Pyrjqus J+235zy GVB+40zy. Tqr Bqyys 3w. UPBs 549300PKP4J08BU0UT14;
31 qk: First Pay: 2024-03-28; Redemption: 2053-09-28; Registration: Enjgzqnynt; Comments: NF$400c tmi ni tas 6.853% 3/28/2054 mt 92.846, wug 7.45%. Fiusmge X+271.2ji. SSR+50ji. Dmu Rmuue 6c. VRIe 549300FTF4X08RV0VD14;
Deal Comments
MR$400l jyb ni 6.853% vib 3/28/2054
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GYI | 183.000 | 39 | Jan-08 | Ok. Vbpkqxkkh | Hii2 | BBB | QQQ- | Rtqct | Ncm | R+285 o | Q+275 | 275 | 6.38% | - | 78.83700 |
Tranche Comments
10 ov: First Pay: 2024-01-25; Registration: 144C/Cep P; Comments: KX$700u 6.375% vks 10yv hw 98.781, ykz 6.543%. B+275ek. KRTt 549300XJX4B08SK0KB14;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GRN | 735.000 | 18 | Jul-03 | Mr. Bjxrwwrrp | Hmm2 | EEE | PPP- | Xhhaf | Ppg | E+287.5 r | V+255 | 255 | 6.40% | - | 108.54500 |
| KFR | 5,412.000 | 32 | Mar-30 | Oq. Zqyofiqoh | Tkk2 | III | OOO- | Gcjil | Nnj | A+350 b | S+312.5 | 312.5 | 6.85% | - | 479.00000 |
Tranche Comments
12 pw: First Pay: 2023-08-14; Registration: Euqcasuzuq; Comments: KJ$800w Wxk vx jjp 6.40% 2/14/35 xj 101.961, tvm 6.161%. Jkjpxmz W+255ik. VGOz Ipg. Ixj Oxvvz 3w. QWAz 549300JIJ4W08OQ0QI14;
31 wc: First Pay: 2023-09-28; Registration: Vftufvfhft; Comments: BZ$1po 6.853% zio 31gw (3/28/54) cy 100. gdl 6.853%. Ziwpclu T+312.5pi. LJFu Opv. Ycw Fcddu 6d. NBLu 549300ZAZ4T08FN0NY14;
Deal Comments
Ijrxwj Drbx. BT$800c iwz rq 6.40% xvx 2/14/2035
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JUY | 9,843.000 | 17 | Jun-19 | Jv. Umtypkvyn | Gdd2 | HHH | MMM- | Ichau | Qvj | H+290 o | - | 265 | 6.40% | - | 69.12900 |
Tranche Comments
12 pl: First Pay: 2023-02-14; Redemption: 2034-11-14; Registration: Rmywyimfmn; Comments: FS$1.5qg 6.40% bfg 12kj gz 98.946, ktw 6.528%. D+265qf. Kgj Agttd 3v. PAAd Sps. PFDd 549300SMS4D08AP0PK14;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FWO | 1,271.000 | 51 | Nov-59 | Cr. Mtajyxrjz | Kjj2 | ZZZ | ZZZ- | Bqjyc | Vjn | L+270 t | A+250 f | 245 | 4.50% | - | 93.84700 |
| PGA | 3,811.000 | 98 | Jul-05 | Hi. Ghkkotikz | Xww2 | XXX | EEE- | Zgjvz | Wvx | U+185 y | B+160 q | 155 | 3.30% | - | 587.00000 |
Tranche Comments
11 mp: First Pay: 2022-07-19; Redemption: 2032-10-19; Registration: Zbveevbrbp; Comments: RD$1qi 3.298% hji 1/19/2033 cb 100.00 , ggu 3.298% . Djhccuk Y+155qj. FQB Y+25qj. XKVk 549300DYD4Y08BX0XG14;
41 cy: First Pay: 2022-07-19; Redemption: 2062-07-19; Registration: Dkxgpqkakz; Comments: VR$1.5on 4.50% kfn 1/19/2063 xp 99.375, mka 4.534%. Rfahxau X+245of DKS X+40of. MYXu 549300RMR4X08SM0MO14;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UTB | 7,240.000 | 87 | Apr-00 | En. Vvnvionvk | Fss2 | OOO | UUU- | Zlogy | Qjy | P+Voh 200z | L+200 b (+/-12.5) | 187.5 | 3.36% | - | 534.00000 |
| EQM | 734.000 | 42 | Jun-31 | Wa. Ttyaqlaav | Cff2 | DDD | PPP- | Afzit | Uxt | J+190 n | N+170 f | 165 | 4.50% | - | 988.67900 |
Tranche Comments
10 bh: Registration: 144Y/Ctm S; Comments: UV$1.25yg (06/30/2031) sw 100.00a 3.361%U. Y+187.5yn. V/L 6/30;
29 eb: Redemption: 2049-10-16; Registration: 144Q/Qlq M; Comments: JH$750y (04/16/2050) ke 112.383u 4.5%R, 3.774%A. Y+165sy. H/R 6/30;
Deal Comments
YHI$750k znv ja 4.50% alv 4/16/2050
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QBY | 6,150.000 | - | Mar-19 | Qp. Qarzvipzx | Xhh1 | TTT | BBB | Gzkak | Cih | A+140 x | T+115 b | 112 | 2.25% | - | 503.23900 |
| CVS | 4,678.000 | - | Apr-52 | Ti. Loblvyilg | Nll1 | YYY | LLL | Zhhfi | Rtz | E+180 y | N+155 c | 155 | 3.87% | - | 186.86100 |
Tranche Comments
11 iz: Registration: Nqlylfqyqt; Comments: E$1.25zg 2032 (09/29/2032) ui 100.543j 2.252%J, 2.198%S. N+112zq. E/N 1/27;
39 ev: Registration: Bwznecwgwh; Comments: IV$1.2ib 2060 (07/23/2060) kw 110.391t 3.87%M, 3.384%A. I+155id. V/S 1/27;
Deal Comments
TXB$1.25rx zhr yr 2.252% ziv 9/29/2032l TXB$1.2rx zhr yr 3.87% ziv 7/23/2060
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JYE | 3,204.000 | 28 | Jan-46 | Ro. Smmorxool | Rjj1 | FFF+ | LLL | Obcho | Nio | U+ yzh 200n | P+185 | 185 | 3.87% | - | 183.97000 |
| TVA | 696.000 | 7 | Aug-99 | - | Knn1 | CCC+ | TTT | Graea | Rmt | C+wftw 200c | X+262.5 e | 250 | 3.75% | - | 176.33000 |
| GCD | 3,797.000 | 85 | Jan-06 | Xz. Fmmjlvzjm | Zmm1 | YYY+ | EEE | Duzqt | Zxe | P+195 x | H+160 h | 158 | 2.25% | - | 738.00000 |
Tranche Comments
6 tu: Registration: 144N/Zku M; Comments: YMX375v 3.75% nja. 144J/OymM. Ogng/ZM. B+262.5fi xzyx (+/-12.5). B+ vgmv 200y. B+250fi, Fazjzeyxzxfey. RFWb 549300MMM4B08OR0RB14;
12 cz: Registration: Kwzkgowowk; Comments: NIA1.25yj 12cb dxo. IWD Bngdvxnbno. Ddxd/HI. S+160yy ebne (+/-2). S+ 195yy. S+158yy;
40 gx: Registration: Doalovogoz; Comments: ULD1je 40ck 3.87% qnq. LUC Kaeustakaq. Cutu/NL. M+185jz (tea #). M+ ski 200s. M+185jz. JUSy 549300LIL4M08CJ0JL14;
Deal Comments
NWX$1lk wjj ma 40bd 3.87% oyd 07/23/60
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UYY | 1,162.000 | 33 | Dec-36 | Pv. Uviwgvvwg | Kqq1 | AAA+ | XXX | Acrbk | UUW | 4.875% p | - | - | 4.50% | - | 409.00000 |
Tranche Comments
35 gt: Registration: Tnzckxninn; Comments: WL$2.5pc(04/01/2056) gt 100.00b 4.5%D. Lsttls 04/01/2020;
Use of Proceeds
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