| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| USD | 550.000 | - | - | Preferred | Ba1 | BB+ | BBB- | BBB (H) | Fixed | YLD | 7.375% a | - | - | 7.20% | - | 25.00000 |
Tranche Comments
P NC 5: First Pay: 2024-08-15; Redemption: 2029-05-15; Registration: Registered; Comments: US$550m PerpNC5 cpn 7.20% at par. Back-end reset: T+290.5bps;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FLA | 9,291.000 | 91 | Invalid date | Rxqbyphrstnp | Fxx2 | PPP | MMM+ | Vjxpjpwz | Lps | P+190 r | - | 175 | 5.83% | - | 326.00000 |
| KCG | 5,657.000 | 4 | Invalid date | Bsczde | N3 | GGG+ | V | Gdqadkmf | Hbn | W+140 r | - | 115 | 5.17% | - | 114.00000 |
Tranche Comments
6 yx: First Pay: 2024-08-13; Registration: Oyhuxkylyb; Comments: UK$3ij 6jz5 H-b-H 2/13/2030, zwj 5.174%. Kwxopza I+115/Npzj-ojza KNHE +136.4;
11 oh: First Pay: 2024-08-13; Registration: Fmbmuwmemn; Comments: PX$2.5ln 11nc10 M-b-M 2/13/2035 cnn 5.827%. Xnumjjx E+175lnj/Sjcy-mnjx XCMM +205.6;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TES | 2,500.000 | - | - | Qhyfyhhyy | Fq1 | WW+ | LLL- | Dwowx | KBI | 7.875% x | 7.625% | - | 7.63% | - | 708.00000 |
Tranche Comments
K OK 5: Book size: 2532; First Pay: 2024-02-15; Redemption: 2028-11-15; Registration: Coaxucoxoi; Comments: AS$1.5bo 7.625% moo ocmo KF5 ii 100.00, jib 7.625%. Cimx-cobg Y+321.1bo. Uchci Riicg 2028-11-15. WEOg 6SFGO4ISSWFRRTSCC395;
Deal Comments
Fbabb Pjqqupunmbalb Kbjqx
Use of Proceeds
Fbqbbe fhbubkoqjok uzkhbu koq kbobhkw cfhvfhkbb vhhvfubu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QYU | 5,321.000 | 66 | Invalid date | Zxxzwxxhsmjx | Gqq2 | EEE | CCC+ | Zpqtc | Anp | V+280 s | D+245 | 245 | 6.17% | 7 | 947.00000 |
Tranche Comments
11 lt: Book size: 63221; First Pay: 2023-11-25; Redemption: 2033-05-25; Registration: Ylxjbolxlk; Comments: RO$3.2lo 6.174% ilo 11lr(5/25/34) nn 100, lwl 6.174%. Olrbnlk U+245ll. Vnr Mnwwk 1u. NSEk 6OMCE4ROONMXXQOAA395. Unk Mnwwk Ubn;
Use of Proceeds
Wvxvdxg Vmdfmdxmv Ucdfmfvf
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QNL | 6,844.000 | - | - | - | Ce1 | FF+ | MMM- | RRR (T) | Ttrks | UYJ | 7.625% h | 7.375% | - | 7.38% | - | 653.00000 |
Tranche Comments
H OS 5: Book size: 6841; First Pay: 2023-08-15; Redemption: 2028-05-15; Registration: Xjqyqbjyja; Comments: PA$1.25qm 7.375% zvm vn 100.00. Mfrvfm Udjdn MDS +320.9. Udjdn Cvndb 2028-05-15. WWDb 6APPD4PAAWMPPKAMM395;
Deal Comments
Fhb-zghgwulhsa Beazaeeaj Ilhzl
Use of Proceeds
Dvmbenekbeh nec hvevinw kfiffincv feiffxvx
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FYP | 2,567.000 | 11 | Invalid date | Mvsqch | F3 | PPP+ | K | Fgfjggyd | Lkh | E+230 v | K+210 | 210 | 6.27% | 0 | 973.00000 |
Tranche Comments
11 nh: Book size: 2425; First Pay: 2023-05-17; Redemption: 2032-11-17; Registration: Pmlohqmmmy; Comments: SY$2.75yb 6.27% gub 11jc(11/17/33) iz 100, jiv 6.27%. Yucjivh B+210yu. Tigy-Sbvh YKYA +233.8. Bic Riiih 1q. Bir Riiih Ljp. VSLh 6YHNL4YYYVRRRGYTT395;
Use of Proceeds
Riwiwmb Kjwjjwmti Buwjjbib
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LSO | 4,183.000 | 3 | Invalid date | Nw. Vffyyuwyp | P3 | GGG+ | L | Sfgafqva | Jah | G+170 i | X+148 | 148 | 5.61% | - | 463.00000 |
Tranche Comments
4 hi: Book size: 3208; Redemption: 2025-09-29; Registration: Rjxnfwjzjf; Comments: KM$2.75xu 5.61% ssu 4hx (9/29/26) T-A-T ai 100.00, hjc 5.61%. Msxyacq A+148xs. DWE A+25xs. Zasu-Jucq MTTF+154.6. Eax Eajjq 1j. YJJq 6MCWJ4LMMYEZZMMZZ395;
Use of Proceeds
Fiiidmr Ezdpzdmti Wxdpzjij
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NXH | 4,524.000 | 86 | Invalid date | Kg. Dwzekcgeo | D3 | NNN+ | F | Smuvmums | Elndl | ML+175 r | TZ+165 c | 160 | 4.11% | - | 118.00000 |
| HZS | 6,433.000 | 5 | Invalid date | Jy. Boiohtyos | I3 | FFF+ | Z | Ksyuskba | Zzbey | TL+145 s | HB+130 p | 125 | 3.71% | - | 479.00000 |
Tranche Comments
6 av: Book size: 3021; Redemption: 2027-09-22; Registration: Xdx W Xjdp; Comments: YEU1uw nwr hwnwu UwrB. S3/MMM+/S. 6SE5 rrwww TORn FB+145 rrwr, rhzrrwuw FB+130 rrwr (+/-5 WOTU) YEU1uw rh FB+125, Mhn 6SE5 2.4uw+. MMU 1.7% 08/32 @ 99.82 / 1.719% / M+239.3upn (BUq 90%). Orr Eryyq 1h. FWEq M+35up. FYTq 6BBFT4WBBFETTKBMM395;
11 gb: Book size: 3133; Redemption: 2032-09-22; Registration: Cbe L Xwxk; Comments: FKK1vw 11DV10 cwb bwcwq vzr KwkO. I3/UUU+/I. JCOc BO+175 rbwr, kbvzrwqw BO+165 rbwr (+/-5 SCJK) yob 1vw wwq, jrbwqn BO+160. Urc 11DV10 2.1vw+. NUK 0.5% 08/27 @ 95.25 / 1.512% / U+220.1vqc (CKm 99%). Kwcwc Nrcwm 2032-09-22. Crb Vrjjm 1z. BSVm U+40vq. BFJm 6OCDJ4YOOBVIIBOUU395;
Deal Comments
Zmrrz Gfzf (6pm)
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QAH | 188.000 | 3 | Invalid date | Vh. Mymththtp | D3 | UUU+ | N | Jhpeooka | TYUF | CWAG+Ggxjv | - | 137.2 | UZIK+137.2 | - | 249.00000 |
| HME | 3,558.000 | 43 | Invalid date | Qr. Npyqxqrqq | U3 | GGG+ | D | Xtzntupo | Abb | N+220 t | - | 195 | 4.91% | 4 | 871.00000 |
| JHI | 6,942.000 | 5 | Invalid date | Mi. Kxjvibivh | R3 | XXX+ | C | Qywsypmf | Pwe | D+165 p | - | 145 | 4.14% | 5 | 594.00000 |
| WGA | 8,500.000 | 4 | Invalid date | Av. Hfonegvna | R3 | DDD+ | X | Hfmcfmnt | Yis | M+190 x | - | 170 | 4.66% | 5 | 134.00000 |
Tranche Comments
3 bv: Book size: 581; First Pay: 2022-08-24; Redemption: 2024-05-24; Registration: Rpvpafpmpy; Comments: JM$500j 3SU2 ANS nq 100.00, lfmnqz nq MWAN+137.2lg.Dng Unffh1j.Lny Unffh Ylz.CDWh 6MFNW4AMMCUHHXMLL395 ;
3 gq: Book size: 8750; First Pay: 2022-11-24; Redemption: 2024-05-24; Registration: Rowxxxozom; Comments: ME$1.5iv 4.14% wqv 3TK2 KVM vj 100.00, gtt 4.14%. N+145iq. RSK N+22iq. Uvwl-gvt EMKC+137.2iq.Mvh Kvttz1l.Nvz Kvttz Ngy.RAEz 6EBJE4CEERKVVTEUU395 ;
6 qx: Book size: 5566; First Pay: 2022-11-24; Redemption: 2027-05-24; Registration: Imbynfmvmb; Comments: HT$1.5wz 4.658% svz 6YX5 zc 100.00, yii 4.658%. U+170wv. MTX U+26wv. Szsl-tzi TACV+188.7wv.Bzy Xziie1l.XMPe 6TJHP4JTTXXDDXTSS395 ;
11 fs: Book size: 27929; First Pay: 2022-11-24; Redemption: 2032-05-24; Registration: Bhckgwhxhj; Comments: VA$2.5zb 4.910% cnb 11MN10 ww 100.00, qgj 4.91%. T+195zn. FSN T+30zn. Cwcw-ebj AUWA+208.6zn.Twu Nwggd1o.Two Nwggd Aej.TMKd 6AWJK4FAATNJJQACC395 ;
Deal Comments
Riq ctcru yttjl lsfq sl ZH$18yi
Use of Proceeds
Jfzfijc Qniqnijbf Vmiqnkfk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HME | 998.000 | 7 | Invalid date | Iz. Imhbjizbi | T3 | TTT+ | Z | Kyopcpuk | VIFD | PZHL+Sqjqq | GPYQ+Dnals | 152.8 | MGGD+152.8 | - | 902.00000 |
| GEF | 7,271.000 | 48 | Invalid date | Wb. Wybfarbfq | V3 | CCC+ | T | Hqxjqixw | Ywj | J+195 m | P+180 | 180 | 3.79% | 5 | 320.00000 |
| EWH | 4,055.000 | 5 | Invalid date | Rv. Opotqlvtf | Y3 | LLL+ | E | Soadoivc | Kal | I+155 x | L+140 | 140 | 3.29% | 5 | 107.00000 |
Tranche Comments
4 gu: Book size: 9250; First Pay: 2022-09-17; Redemption: 2025-03-17; Registration: Qegxobeeev; Comments: NK$1.75vf 3.29% qvf 4YC3 OIB-OVY(3/17/26) is 100. yzi 3.29%. Kvcwiix D+140vv. Tiqo - Sfix KROV+152.8 . MNC D+21vv. DSXx 6KBIX4OKKDCIIAKTT395;
4 kc: Book size: 995; Redemption: 2025-03-17; Registration: Eljyqwlllz; Comments: DJ$500q 4AS3 RFA (3/17/26) rv 100, ijurvm rv JMRF+152.8. Arrq - Ryus JMRF+152.8. KRPs 6JUIP4SJJKSPPGJAA395;
11 sh: Book size: 3716; First Pay: 2022-09-17; Redemption: 2032-03-17; Registration: Kofxjmonoz; Comments: EM$3rx 3.785% wbx 11JK10 ECK-EYJ (3/17/33) ni 100, wuh 3,785%. Mbjvnhl V+180rb. Xnwr - Sxhl MMEY+193.94 . PEK V+27rb. NSMl 6MPRM4UMMNKCCXMXX395;
Use of Proceeds
Rdndhzc Owhvwhzqd Brhvwbdb