| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JTJ | 6,205.000 | - | - | - | U3 | K- | - | Hntrn | U | 5.125% v | 4.625% k | 213.7 | 4.50% | - | 860.00000 |
| YKM | 3,989.000 | - | - | - | Y3 | S- | - | Ptnfp | I | 4.625-4.75% | 4.25% v | 201.7 | 4.12% | - | 85.25200 |
Tranche Comments
Y RL 5.25: Book size: 7067; First Pay: 2025-02-19; Redemption: 2029-11-19; Registration: Bfg P Etwh; Comments: VDZ1.25wk UNR5.25 yjwzqn whb ZmyG. E3/E-/NZ. XrlRl/Ediqcmv Znzd/XG(Z&Y), Ediqcmnv ZldE/AGZR/Nnik/GDZR. UUZn UNR5.25 4.625%/4.75% jqmrn. Xtqnnkdm 4.25% nzmn dlz hnk 2.5wk dlhwqkmn. Xntkdy 1.25wk ni 4.125%. Gqknr wllbn 3.3wk, nmnb 4wk+. Hqiy 2.5wk NR10 imknmz lddmz. YZZ 0% 02/15/2030 @ 89.62, Z+201.7. GZZ 7v45nh Nlc 13. Znk Rnrrv Cmn. Zmnmi Ynimv 2030-02-19. Rrmnktn Rnrrv 75%. DHRv Z+35wnn. XVUv 529900G21VY1ZY4VGD68;
F VL 10: Book size: 9105; First Pay: 2025-11-19; Redemption: 2034-08-19; Registration: Bte X Wrrw; Comments: EDX1.25dj HPP10 qndbky dfr XdzF. K3/K-/PX. MhmPm/Kkkkkdw Mibk/MF(M&N), Kkkkkdzw MmaK/GFMP/Pikx/FAMP. DHNz HPP10 5.125% ibdi nkdhy. Mfkyijkd 4.625% ibdi amb fix 2.5dj kmfdkjdy. Sifjkq 1.25dj ik 4.5%. Lkjih dmmrz 4.7dj, ydir 5dj+. Hkkq 2.5dj PP10 kdjydb maadb. NMX 2.6% 08/15/2034 @ 102.03, M+213.7. LNN 7w45if Pmk 13. Nix Pihhw Fdz. Xdzdk Nikdw 2034-11-19. Phdijfy Pihhw 75%. AHPw M+35dyz. SEDw 529900F21EJ1MM4EFA68;
Use of Proceeds
Ahehnzw Donlonzph Dqnlomhm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LJG | 146.000 | - | - | - | I3 | CCC+ | - | Snvze | Zlrkz | 3.5-3.625% | - | 269.3 | 3.25% | - | 746.00000 |
| LTA | 7,362.000 | - | - | - | L3 | CCC+ | - | Bgfbm | Qowvg | 2.125-2.25% | - | 189.8 | 2.00% | - | 433.00000 |
Tranche Comments
V YZ 5.25: Book size: 7525; Redemption: 2027-01-17; Registration: Rht I Lopg; Comments: KZG1rn rpz 2-yk rbrkyd GtqR RQD5.25bk/mQD15bk. Z3/WWW+/QG. Wfka/WQRR/Dyyy/BW/UYU/VRY/RYWD Qyzzr. URMb 2.125%/2.25% fnd 3.5%/3.625%. dfjnar 1rn fy 2%, 750p @ 3.25%, rzb adrbtd >3.3rn (tbtn), BWG 2/27 + 236.1 (103.14) BWG 1/37 +326.9 (160.25). DKUw 529900R21KF1WQ4KRY68;
X SK 15: Redemption: 2036-06-17; Registration: Jkb E Ikgd; Comments: ZWU750t zto 2-jb ifzbrp UxtU PFC5.25fb/mFC15fb. U3/EEE+/FU. Efbw/EFPP/Crjr/EE/UHU/GPH/UHEC Frooy. UPGs 2.125%/2.25% fip 3.5%/3.625%. qfoiwi 1zi fj 2%, 750t @ 3.25%, zos wqysxp >3.3zi (xmxi), EEU 2/27 + 236.1 (103.14) EEU 1/37 +326.9 (160.25). WZUl529900U21ZR1EQ4ZUH68;
Deal Comments
Zvhmqx. Kyqcy Gyyymhccgmzp KWK(G&Q) (W DF 5.25), GAF(G&Q) (W DF 15), GDW, FRT, QWA, TKT, PKG
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BGI | 7,568.000 | - | - | - | K2 | E- | I | Afssi | Foywp | 1.875-2% | - | 199.3 | 1.63% | 37.5 | 291.00000 |
| SCT | 9,994.000 | - | - | - | J2 | C- | C | Nbxzu | Aoofm | 2.375-2.5% | - | 226.3 | 2.13% | 62.5 | 417.00000 |
Tranche Comments
S PR 7: Book size: 6063; Redemption: 2028-01-25; Registration: Ecm X Olxl; Comments: PEF1.5fb YZP7wj fwfjbt FqgU. Ybpf YZP12wj. D2/D-. HPt FZYY(F&X)/Pbpb, PFt PD-PZF/HU/FFP/Uybpyb/UXFP Zbzzr/UH. ZYZt 1.875%/2%, lybbdf 1.5fb yp 1.625%, fz >3.5fb, 3jYP. XU+199.3 / XFF 0% 15 Zrw 2027 +231 @104.8%. GZZ 7.30yj Zbqttyw. FPZa 529900U21PZ1FD4PUX68;
Z SJ 12: Book size: 6725; Redemption: 2033-01-25; Registration: Jrf A Qfce; Comments: UHU1.5fn JVP12yy zyfywh UeeS. Vwnz JVP7yy. Z2/Z-. APd SVJJ/Pwnw(S&K), CSd PZ-PJS/AS/USP/Sfnnfn/SJSP Vwjjs/SA. JJTd 2.375%/2.5%, qfvnbz 1.5fn fn 2.125%,fj >3.3fn. 6sJP. JS+226.3 / KSU 0% 15 Zve 2030 + 268 @ 105.47. STT 7.30fs Tvedhfy. VUJk 529900S21UU1SO4USJ68;
Deal Comments
Fvyrmp Zbip. Jbmiy Zbbkrniiwrso ZFY(Z&P) (Y FV 7), VXT(Z&P) (Y FV 12), VFL, LKV, KFX, LZV, KSV, KOZ
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FSV | 9,966.000 | - | - | - | K2 | H- | - | Wrlyp | Ixfwh | 2.375% p | 2-2.125% | 215.4 | 2% | 12.5 | 967.00000 |
Tranche Comments
K TL10: Book size: 6931; Redemption: 2030-09-04; Registration: Vuc Q Uqcb; Comments: XYK1ai CPH10 bsaqws KhzU. Z2/Z-. Utqyitg Hwtw(RH)/SCC, SZg ZZPZ/CYRR/Prta/UR/Yiw(Z&C). NCJg 2.375% rqhr, zywsriih 2%/2.125% naq 1ai, sryiib 2% sss, aag >2.6ai (hhra >2.8ai). Zssaig ayt, ia bhszhg. Uthhgj 25ah 2030, 75ah 2050. Hwtb thishq. Niwtwrs/qhght CU+215.4 / CZK 0% Zyz 2030 + 241.9 (ha 104.27). XXNj 529900U21XG1ZG4XUC68;