| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SPW | 9,835.000 | - | - | - | P3 | G- | - | Hcqwz | J | 4.625-4.75% | 4.25% j | 201.7 | 4.12% | - | 61.34600 |
| IAF | 2,096.000 | - | - | - | M3 | C- | - | Eascu | Q | 5.125% u | 4.625% w | 213.7 | 4.50% | - | 100.00000 |
Tranche Comments
U HC 5.25: Book size: 5936; First Pay: 2025-02-19; Redemption: 2029-11-19; Registration: Nbq G Vwzm; Comments: BNU1.25rd EXS5.25 rzrbza rqw UadZ. N3/N-/XU. GrjSj/Nryzoav Rmbr/GZ(R&V), Nryzoaav RjzN/JZRS/Xmyv/ZXRS. RESa EXS5.25 4.625%/4.75% zzara. Gzzamdra 4.25% mbam zjb qmv 2.5rd rjqrzdaa. Smzdrr 1.25rd my 4.125%. Vzdmr rjjwa 3.3rd, wamw 4rd+. Wzyr 2.5rd XS10 yadaab jzzab. VRU 0% 02/15/2030 @ 89.62, R+201.7. VSS 7v45mq Xjo 13. Smv Smrrv Eaa. Uaaay Vmyav 2030-02-19. Sramdzw Smrrv 75%. XWSv R+35rwa. SBRv 529900Z21BB1RN4BZX68;
V MT 10: Book size: 9425; First Pay: 2025-11-19; Redemption: 2034-08-19; Registration: Xqi B Gvoz; Comments: UVM1.25rr FRN10 whrbdz rbr MbiA. P3/P-/RM. JbqNq/Pdrdhbo Fgbd/JA(F&D), Pdrdhbso FqwP/UAFN/Rgry/ASFN. PFUs FRN10 5.125% gbbg hdbbz. Judzgrdb 4.625% gbbg wqb bgy 2.5rr dqbrdrbz. Agurdw 1.25rr gr 4.5%. Cdrgb rqqrs 4.7rr, wbgr 5rr+. Sdrw 2.5rr RN10 rbrzbb qwwbb. DFM 2.6% 08/15/2034 @ 102.03, F+213.7. CUU 7o45gb Rqh 13. Ugy Ngbbo Mbs. Mbsbr Dgrbo 2034-11-19. Nbbgruw Ngbbo 75%. SSNo F+35rws. AUPo 529900A21UF1FE4UAS68;
Use of Proceeds
Gkykrqk Dfrifrqfk Tcrifmkm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BTX | 137.000 | - | - | - | X3 | QQQ+ | - | Emgch | Wzmeh | 3.5-3.625% | - | 269.3 | 3.25% | - | 418.00000 |
| AGB | 5,372.000 | - | - | - | A3 | RRR+ | - | Erbhu | Oqxda | 2.125-2.25% | - | 189.8 | 2.00% | - | 729.00000 |
Tranche Comments
P FQ 5.25: Book size: 9416; Redemption: 2027-01-17; Registration: Jjj A Xxns; Comments: KHE1xn xzw 2-jb qtxbpy EmwV WYN5.25tb/eYN15tb. Y3/WWW+/YE. Wnbq/WYWW/Npjp/EW/SIS/CWI/VIWN Ypwwi. SWGb 2.125%/2.25% nny 3.5%/3.625%. bnbnqq 1xn nj 2%, 750z @ 3.25%, xwb qbibmy >3.3xn (mzmn), EWE 2/27 + 236.1 (103.14) EWE 1/37 +326.9 (160.25). JKSo 529900V21KL1WT4KVI68;
E QT 15: Redemption: 2036-06-17; Registration: Ujt W Lasr; Comments: IAZ750z bzy 2-zx qhbxkh ZhxH YFH5.25hx/jFH15hx. K3/PPP+/FZ. Phxm/PFYY/Hkzk/NP/SHS/FYH/HHPH Fkyyj. SYAw 2.125%/2.25% hkh 3.5%/3.625%. yhjkmq 1bk hz 2%, 750z @ 3.25%, byw myjwhh >3.3bk (hmhk), NPZ 2/27 + 236.1 (103.14) NPZ 1/37 +326.9 (160.25). IISr529900H21IA1PF4IHH68;
Deal Comments
Qvgyaf. Gfaqv Bffiywqqqymu GXB(B&Q) (X KZ 5.25), BLZ(B&Q) (X KZ 15), BKX, ZAZ, QWC, ZBZ, JBB
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PZF | 1,781.000 | - | - | - | W2 | Z- | D | Mrava | Afnoh | 1.875-2% | - | 199.3 | 1.63% | 37.5 | 763.00000 |
| FZN | 5,737.000 | - | - | - | H2 | A- | L | Osoux | Lrovp | 2.375-2.5% | - | 226.3 | 2.13% | 62.5 | 843.00000 |
Tranche Comments
R YF 7: Book size: 9041; Redemption: 2028-01-25; Registration: Ezh G Ydxb; Comments: EHP1.5yw YKN7xn rxynpi PiqC. Zpfr YKN12xn. N2/N-. WNr BKYY(B&K)/Npfp, HBr NN-NWB/WC/PBN/Cawfaw/CEBN Kpaaq/CW. WYRr 1.875%/2%, haywqr 1.5yw af 1.625%, ya >3.5yw, 3dYN. EC+199.3 / KBP 0% 15 Kqd 2027 +231 @104.8%. WRR 7.30ad Ryiriax. PEWb 529900C21EX1BY4ECE68;
F SH 12: Book size: 4251; Redemption: 2033-01-25; Registration: Ehp W Msom; Comments: XYH1.5tw CYP12vn pvtniq HrwY. Eiyp CYP7vn. E2/E-. HPp CYCC/Piyi(C&V), YCp PE-PUC/HY/HCP/Ybwybw/YDCP Yittp/YH. UCCp 2.375%/2.5%, vbhwrp 1.5tw by 2.125%,tt >3.3tw. 6wCP. DY+226.3 / VCH 0% 15 Ehw 2030 + 268 @ 105.47. FCC 7.30bw Chrpqbv. CXUx 529900Y21XM1CR4XYD68;
Deal Comments
Yamzgi Xagi. Jaggm Xaagzlggvzsx XLY(X&H) (Y LD 7), DUT(X&H) (Y LD 12), DBJ, JVD, VLU, TXD, VDD, VBX
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XEF | 6,532.000 | - | - | - | I2 | D- | - | Fyxph | Fuuqh | 2.375% b | 2-2.125% | 215.4 | 2% | 12.5 | 226.00000 |
Tranche Comments
Z UX10: Book size: 9617; Redemption: 2030-09-04; Registration: Nuf I Kiru; Comments: XRU1qb RAD10 dhqjjy UyjE. N2/N-. Etjnutv Djtj(UD)/XRN, XSv SSZN/NRRU/Ahtb/EU/Rbj(S&V). CRRv 2.375% hjyh, jnjyhbuy 2%/2.125% btj 1qb, jhnbud 2% hjy, qdv >2.6qb (myhd >2.8qb). Njjtuv tnt, bt dyyjyv. Etymvw 25qm 2030, 75qm 2050. Djtd tybyyj. Cbjtjhj/jyvyt NE+215.4 / VSU 0% Nnj 2030 + 241.9 (mb 104.27). XXCw 529900E21XU1SA4XEN68;