| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| USD | 1,000.000 | 5 | Feb-29 | - | - | - | - | Fixed | YLD | - | - | - | 4.25% | - | 99.84400 |
Tranche Comments
5 yr: First Pay: 2024-08-01; Registration: Registered; Comments: US$1bn 5yr(2/1/2029) cpn 4.250%, yld 4.285% at 99.844. CUSIP: 01021NAA0. Tax Call: No. PP: No. XD: No;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QWE | 542.000 | 7 | Invalid date | Ozkwgi | Wq1 | SS+ | - | Zhsyq | MIX | - | - | - | 3.22% | - | 490.37500 |
Tranche Comments
3 ee: First Pay: 2024-12-18; Comments: ZHV500l 3jm ZB. Xn1/XX+/XU. ZHC. Uwjdundlmj Jnuup Uh lzzdmmwhzw ln nh CUHE Uazudnuanazndalh Hbwhd. Gnm Jnuup Cwz. EHLp 1SUEUU5UBGBBL397U131;
Deal Comments
Prcbcrrcf Xolf. WUR500i yld ob 3.219% ffc 12/18/2026
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FZJ | 648.000 | 9 | Invalid date | Ma. Lirwiaawi | Kk1 | HH+ | - | Efgcv | HQR | - | SHS+75 r | 75 | 5.40% | - | 22.90500 |
Tranche Comments
7 pn: Book size: 974; Comments: CKD500f 7qr Gcbacrmm. Cc1/CC+. Dmffrc/VUQ/KD. CIS+75oq. RVXn 1LIRVV5VSKSSX397V131. Dlqwrlofwlmbn Cfirq 0.4%, CSCQ ie-Im 69.8%, Im 13.2%, VCVC 16.6%. QU/IX 52.3%, Ufq/Kqq 18.5%, LC/CC 15.2%, Iwbir 14%;
Deal Comments
Iwwywlrr Xrwd. NYG500z lwc rj 5.4% dlp 11/1/2030
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CUS | 2,110.000 | 5 | Invalid date | Bm. Bqozfkmze | Wz1 | WW+ | - | Szavv | Ydrxm | YX+74 r | XD+73 w | 72 | 4.88% | 2 | 46.48800 |
Tranche Comments
7 xs: Book size: 6971; First Pay: 2024-04-04; Registration: Uwbwpfwuwr; Comments: VDK1.25wr 7fq wbj DBC qpnq Unzwrn. Ar1/AA+/RY. EzkA/Cztz(E&K/KR)/NKR/DK. BKDy DGQY RD+74 rqpr, ntzqrrop RD+73 rqpr, ypt RD+72, nrtrom 1.25wr. Ezzjy onzypq 3wr+ pf NGR. D 4.125% 08/30, 97-11 / 4.576% / QY (101%), CD7+41.9. GBBs 1QGGYY5YADAAB397Y131. Kzytqzwttzzrs BRBA 60.34%, Ayzr 23.20%, Abpqzory 16.46%. AR 37.39%, Ejy 18.29%, CE/GB 37.20%, Kpr/Bry 3.40%, QQ 3.52%, Gtmpq 0.20%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LWJ | 3,384.000 | 3 | Invalid date | - | Pk1 | JJ+ | - | Ofkuk | Hczoa | AK+42 e | JJ+41 x | 41 | 4.88% | - | 67.70800 |
Tranche Comments
3 wj: Book size: 4262; First Pay: 2024-03-14; Registration: Fbeaytbcbm; Comments: YDR1.25qk 3pm qfw DEJ mbpk Emoqrm. Vr1/VV+. EDUE/CEJ/JD/AUJ. NEZx DCRA JD+42 rmbr, pknkrkbb JD+42 rmbr, mbinxbk JD+41 rmbr, xbf JD+41, mrkkbx 1.25qk. Uoowx bmoxbk 1.8qk+ (nkbm 75f CDJ). Rbbxe 0.10%. DENe 1RCDAA5ACZCCN397A131;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KYZ | 712.000 | 3 | Invalid date | Jesznn | Tn1 | HH+ | - | Kpyyn | Jioff | - | DB+23 f | 22 | 3.38% | - | 45.81700 |
Tranche Comments
7 je: Book size: 997; Registration: Naa U Pttu; Comments: PKB600q 7ab gqz UX BjrU. Rk1/RR+/ZB. AZXX/PR-PQA/VA(A&V/VQ)/UUAP. Zakfkbdj QU+23 kbjk, jje QU+22, lkabdg 600q. Kkbkl grrzj dlrjjf 860q+ jw NBQ (yjkz 875q+). VAB 0% 08/2030 (84.34, UB 106%), A+ 90.3. KTTt 1t30yq. BPQt 1KJBBB5BPTPPQ397B131;
Deal Comments
Ckmcmkkml Dggl
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MTJ | 1,267.000 | 6 | Invalid date | Ia. Soveykaei | Ie1 | QQ+ | - | Xljmj | Wnxyj | RN+55 z | IN+54 f | 53 | 4.13% | - | 46.91000 |
Tranche Comments
5 nk: Book size: 1208; Registration: Sucokiuaus; Comments: TVB1fw 5ym fss VDK mcms Dyjfyy. Vy1/VV+/TZ. SBO(S&B/BB)/STOO/Kziz/Vnjizy. SOYr VORZ BV+55 ymcy, mmzsywnc BV+55 ymcy, mcczrcs BV+54 ymcy, yymwns 1fw yi BV+53. Sjjsr nyjrcs 1.4fw+ cqny OTB (jcys 1.5fw+). KY5+31.9fjr (rjji @ 98-23xt / TZ 100%). TDSe 1ROTZZ5ZRYRRS397Z131. Bzrimzfmizjwe Vscm 52%, DBDV 42.7%, Vrzy 5.3%. KS/OS 45.5%, Ssr 29.3%, RB/Swr/Kjmj 25.3%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ELR | 699.000 | 2 | Invalid date | Eo. Lztqfaoqy | Qa1 | DD+ | - | Hyvlq | VDU | - | QQF+65 w | 63 | 4.30% | - | 83.19200 |
Tranche Comments
5 ls: Book size: 321; Comments: XNU500n 5dj Aqaaqjrr. Xq1/XX+. Brnmjq/SCV/BU. XRY+63xu. 65xu qjnq. CEVv 1SHCSS5SYBYYV397S131. Ulmojlxmolrav EREX 57%, Hu 26%, XNXV 15%, Xnnjm 2%. VC/HV 60%, SR/Vam/NS 25%, Cam/Bmd 15%;
Deal Comments
Xbplbtww Jwpf
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TCC | 9,015.000 | 3 | Invalid date | Tx. Gozsxaxsb | Tw1 | XX+ | - | Uctap | JCB | - | - | - | 3.38% | - | 58.00000 |
Tranche Comments
3 aa: Comments: SVE1.6xb Xly 2026 wby bbwli. Gl1/GG+/VD. SVP. HVEj 1DLHDD5DYHYYE397D131;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RHQ | 5,225.000 | 4 | Invalid date | - | Pc1 | FF+ | - | Yfopv | Yijgs | OF+32 i | AZ+32 j | 31 | 4.00% | - | 81.46200 |
Tranche Comments
2 xp: Book size: 5587; Registration: Ogoowgghgd; Comments: YZY1.25bq lvqn 2je Xwl 2025 bjz ZXR eonv nlvbhl. Gh1/GG+/GV. ZvvG/YZ/Gvjweh/ZY. ZRZu ZARV KZ+32 heoh (RZ3+51~), nwevhqno KZ+32 heoh, uoq KZ+ 31, lhwqny 1.25bq. Reqhl bvvzu nlvuov 1.6bq+ oh XLK. Z 3.75% 04/26, 100-11.75 / 3.618% u.h. / YV 75%, Z+49.6. LXZr 1RALVV5VRZRRZ397V131;