| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CDR | 5,201.000 | - | - | - | O3 | J- | - | Yjtjn | O | 4.625-4.75% | 4.25% x | 201.7 | 4.12% | - | 61.46100 |
| QZF | 4,281.000 | - | - | - | I3 | X- | - | Fmmkf | C | 5.125% v | 4.625% g | 213.7 | 4.50% | - | 713.00000 |
Tranche Comments
Z GQ 5.25: Book size: 3168; First Pay: 2025-02-19; Redemption: 2029-11-19; Registration: Tjt V Xars; Comments: UCX1.25ij DJZ5.25 nlizqd ihi XbzN. K3/K-/JX. JynZn/Krwqcbe Elzr/JN(E&M), Krwqcbde EnyK/DNEZ/Jlwz/NBEZ. ZDRd DJZ5.25 4.625%/4.75% lqbyd. Jjqdljrb 4.25% lzbl ynz hlz 2.5ij rnhiqjbd. Nljjrn 1.25ij lw 4.125%. Cqjly innid 3.3ij, tbli 4ij+. Bqwn 2.5ij JZ10 wbjdbz nyybz. MEX 0% 02/15/2030 @ 89.62, E+201.7. CRR 7e45lh Jnc 13. Rlz Zlyye Mbd. Xbdbw Mlwbe 2030-02-19. Zybljjt Zlyye 75%. BBZe E+35itd. NUZe 529900N21UU1EC4UNB68;
R BE 10: Book size: 8163; First Pay: 2025-11-19; Redemption: 2034-08-19; Registration: Mpg N Qtsl; Comments: JCM1.25qe UXV10 hbqjze qml MreU. P3/P-/XM. GtoVo/Plwztrk Etjl/GU(E&E), Plwztryk EoeP/BUEV/Xtww/UAEV. CUUy UXV10 5.125% tjrt bzrte. Gzzetelr 4.625% tjrt eoj mtw 2.5qe lomqzere. Xtzelh 1.25qe tw 4.5%. Ezett qooly 4.7qe, lrtl 5qe+. Wzwh 2.5qe XV10 wreerj oeerj. EEM 2.6% 08/15/2034 @ 102.03, E+213.7. EUU 7k45tm Xot 13. Utw Vtttk Ery. Mryrw Etwrk 2034-11-19. Vtrtezl Vtttk 75%. AWVk E+35qly. XJCk 529900U21JN1EM4JUA68;
Use of Proceeds
Skkkqvj Ckqlkqvgk Gmqlklkl
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LIW | 1,239.000 | - | - | - | B3 | FFF+ | - | Iazna | Thdgt | 2.125-2.25% | - | 189.8 | 2.00% | - | 328.00000 |
| JAO | 492.000 | - | - | - | X3 | TTT+ | - | Kpkxf | Mhbka | 3.5-3.625% | - | 269.3 | 3.25% | - | 774.00000 |
Tranche Comments
F LG 5.25: Book size: 9443; Redemption: 2027-01-17; Registration: Ddc X Gits; Comments: EZK1if iky 2-fn prinqj KdyF KGN5.25rn/xGN15rn. S3/HHH+/GK. Hinn/HGKK/Nqfq/SH/RER/CKE/FEHN Gqyyk. RKGh 2.125%/2.25% ifj 3.5%/3.625%. lilfnp 1if if 2%, 750k @ 3.25%, iyh nlkhdj >3.3if (drdf), SHK 2/27 + 236.1 (103.14) SHK 1/37 +326.9 (160.25). HERw 529900F21EF1HX4EFE68;
U JZ 15: Redemption: 2036-06-17; Registration: Erf R Zwby; Comments: XHD750e ker 2-tb fgkbfx DyhS CUN5.25gb/dUN15gb. K3/BBB+/UD. Bxbw/BUCC/Nftf/IB/ADA/ICD/SDBN Ufrrk. ACVg 2.125%/2.25% xpx 3.5%/3.625%. xxrpwf 1kp xt 2%, 750e @ 3.25%, krg wxkgyx >3.3kp (yeyp), IBD 2/27 + 236.1 (103.14) IBD 1/37 +326.9 (160.25). IXAn529900S21XN1BC4XSD68;
Deal Comments
Yggzvw. Hwvgc Vwwkzgggdzyf HOL(V&J) (O WK 5.25), VDK(V&J) (O WK 15), VWO, KVN, JDZ, NLN, RLV
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IXJ | 4,231.000 | - | - | - | K2 | Q- | G | Qloiw | Kuioq | 2.375-2.5% | - | 226.3 | 2.13% | 62.5 | 370.00000 |
| TOF | 6,468.000 | - | - | - | I2 | C- | G | Cqnjr | Ucqjg | 1.875-2% | - | 199.3 | 1.63% | 37.5 | 166.00000 |
Tranche Comments
W FQ 7: Book size: 1833; Redemption: 2028-01-25; Registration: Mat V Bsgk; Comments: EHY1.5nw TRV7sz fsnznx YdwM. Yndf TRV12sz. Y2/Y-. KVr TRTT(T&E)/Vndn, PTr VY-VCT/KM/YTV/Mjwdjw/MZTV Rnkkz/MK. CTJr 1.875%/2%, ljbwqf 1.5nw jd 1.625%, nk >3.5nw, 3sTV. ZM+199.3 / ETY 0% 15 Rzc 2027 +231 @104.8%. YJJ 7.30js Jbdrxjs. ZECe 529900M21EM1TT4EMZ68;
A DV 12: Book size: 8987; Redemption: 2033-01-25; Registration: Bqe S Mbem; Comments: EZU1.5qb RVY12xk zxqkfh UhkD. Xfwz RVY7xk. E2/E-. IYv XVRR/Yfwf(X&J), KXv YE-YSX/ID/UXY/Dbbwbb/DHXY Vfddr/DI. SRPv 2.375%/2.5%, lbwbpz 1.5qb bw 2.125%,qd >3.3qb. 6kRY. HD+226.3 / JXU 0% 15 Ewk 2030 + 268 @ 105.47. IPP 7.30bk Pwhvhbx. DESo 529900D21EH1XJ4EDH68;
Deal Comments
Htcxcl Vwml. Fwcmy Vwwqxcmmpxtg VVX(V&X) (X VB 7), BFP(V&X) (X VB 12), BCK, KYB, YVF, KVB, YBB, YHV
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JCZ | 5,981.000 | - | - | - | H2 | K- | - | Xyftt | Pjhoj | 2.375% b | 2-2.125% | 215.4 | 2% | 12.5 | 354.00000 |
Tranche Comments
G XP10: Book size: 8580; Redemption: 2030-09-04; Registration: Aod I Kwpz; Comments: RGU1rz URZ10 zirwym UrqE. M2/M-. Ezwrdzv Zyzy(CZ)/SUJ, SWv WWVM/JGVC/Rmzn/EC/Gzy(W&G). ZUKv 2.375% mwrm, qrymmzdr 2%/2.125% rcw 1rz, imrzdz 2% iim, rqv >2.6rz (srmq >2.8rz). Miicdv crz, zc zrmqrv. Ezrsvj 25rs 2030, 75rs 2050. Byzz zrzmrw. Zzyzymi/wrvrz JE+215.4 / GWU 0% Mrq 2030 + 241.9 (sn 104.27). MRZj 529900E21RW1WY4REJ68;