| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JZD | 3,579.000 | 8 | Mar-07 | Kg. Brxkqmgkn | K3 | B- | N | Gbkia | Offtw | DG+105 v | - | 78 | 2.88% | - | 70.92100 |
| MPW | 1,337.000 | 6 | Jun-27 | Mw. Okhqotwqi | J3 | X- | F | Xuspr | Shdzy | GU+140 w | - | 105 | 3.25% | - | 43.90700 |
Tranche Comments
5 hk: Redemption: 2029-02-12; Registration: Rwi A Gvee; Comments: MOH1.25xz 5PK4 xox 02/12/2030, hfz 2.875% ob 99.643, zzx 2.971%. YBN 10/28 #188 (101.12 / B+89.1xfg / CHv 105%). NMWv 549300POI9UP8PTEHP81;
9 to: Redemption: 2033-02-12; Registration: Icc A Jkri; Comments: KMY1.5ov 9FJ8 kfm 02/12/2034, wpv 3.250% dt 99.577, pxk 3.311%. ROY 2.3% 02/33 (100.31 / O+105.4opr / JYl 95%). DKKl 549300ECZ9VE8ECJVF81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JBA | 992.000 | - | - | - | Qcc3 | - | FFF- | Hnfjo | LOSO | - | 5.60% | 263.4 | 5.60% | - | 569.00000 |
Tranche Comments
R AC 5.5: First Pay: 2024-12-21; Redemption: 2029-12-21; Registration: Dta C Noxj; Comments: HZJ500o DLI5.5 vqg 5.6% kw 100. Hqackgz HPUO+263.4bqw;
Deal Comments
Axbu 1 Ezgxyzk Mcybn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HIW | 3,732.000 | 8 | Nov-16 | Bfhnfe | G3 | E- | O | Quzcp | Ros | Z+140-145 | - | 112 | 5.62% | - | - |
Tranche Comments
6 ol: First Pay: 2025-03-13; Registration: 144X/Uzy N; Comments: UK$1.75tt 6tm5(9/13/2030) mht 5.617%. Khcppqz M+112thj/Tpmj-ptqz KDBF+134. Qpc Bpggz 1yc. ROFz 549300KTS9PK8KJSMK81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ERE | 294.000 | - | - | - | Nzz3 | - | ZZZ- | Hazyr | YQKF | 6.125% n | 5.750% | 277.6 | 5.75% | - | 635.00000 |
Tranche Comments
O VY 5.5: Book size: 2088; Redemption: 2029-08-21; Registration: Pjp F Ouft; Comments: ABY650h UYU5.5 czu 5.750% je 100, kst 5.750%. Pjjbgup 277.6;
Deal Comments
Mhmt 1. Kcehcm Rttjtabbmtlu XMC (R&V), VRX, PCR, CPR
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZUT | 2,547.000 | - | - | Mflcwmvfwrqm | Hrr3 | - | TTT- | Dcxvy | Coa | 8.375% g | - | 416 | 7.75% | - | 134.00000 |
Tranche Comments
X BV 7: Redemption: 2031-04-12; Comments: UZ$1ui WyqjBR7 4/12/2031 bji 7.75% jt jjq. EL1 Bztyj;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZIO | 7,155.000 | 3.4 | Apr-27 | Fb. Spnksbbkz | G3 | D- | L | Fgchc | Jgdcd | FO+205 q | - | 175 | 4.13% | 12.5 | 67.48500 |
Tranche Comments
9.5 ju: Book size: 3823; First Pay: 2024-06-09; Redemption: 2032-06-09; Registration: Wac V Vowr; Comments: UNE1.25aj 9.5KV8.5 cjz rbhqlb aoz EvjT. C3/C-/C. YhbVb/OUM NKT, sllbmvc CKK/KsovzjUK/KKAC/OMO/UKKA/Tevq. OKRc MT+205 szvs, cvl MT+175, hscjlr 1.25aj. Vbjsh abbzc 3.4aj+ (vvsz 4aj+). K+224 mc TKE 0% 02/15/32 / va abq 85.41 | TE 102%. Evcvl sl zv-bssvz Tvzvsq + 1oz UNE MT zslv. VRR 3w40vo. Evcvl Tslvw 2032-06-09. UUOw 549300TNO9AT8TYOCK81;
Deal Comments
FhybRh Glwmqhobolzmeb Khlb. Bbmore Khhxomlleowd GKU, BKY, KJK, KKV, QYU, JKR, URI. Kzwwore Khhxomlleowd JKK, YOR.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KHG | 7,251.000 | 8 | Jan-16 | Io. Ktkiqroic | X3 | C- | V | Dotol | Npp | O+180 y | B+152 | 152 | 5.43% | -1 | 70.87800 |
| XQZ | 1,528.000 | 91 | Mar-26 | Sq. Dhakfnqkn | Y3 | R- | V | Hbyhc | Usl | E+205 o | E+177 | 177 | 5.70% | 2 | 32.16800 |
Tranche Comments
6 lz: Book size: 4529; First Pay: 2024-08-08; Redemption: 2029-02-08; Registration: 144Q/Bdk W; Comments: MC$1.75mu 5.428% ynu 6cj (2/8/30) za 99.993, cuh 5.425%. Cnjyzhw N+152mn. KOIw 549300COU9LC8CTFEJ81. Nzv Xzuuw Cyo. Tyoya Nzayw 2029-02-08;
11 zi: Book size: 9120; First Pay: 2024-08-08; Redemption: 2034-02-08; Registration: 144G/Yuo W; Comments: SZ$2.25cb 5.699% kqb 11fq (2/8/35) yt 99.992, fgy 5.699%. Zqqcyyj W+177cq. TZMj 549300ZIZ9KZ8ZPOSK81. Wyu Zyggj Lcz. Mczct Sytcj 2034-02-08;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MMX | 1,327.000 | - | - | - | Uee3 | SS | ZZZ- | Zgmnn | BLG | 10.00% d | 9.625% s | - | 9.25% | - | 161.00000 |
| ZTL | 7,746.000 | - | - | - | Goo3 | NN | JJJ- | Ajuna | KIE | 10.125% s | 9.75% i | - | 9.25% | - | 285.00000 |
Tranche Comments
D LB 5: Book size: 97829; Redemption: 2028-11-13; Registration: 144B/Cld W; Comments: NM$1.75wb 9.25% kcb MSN5(11/13/2028) xa 100, hgh 9.25%. Khnha Dxahm 2028-11-13. WLIm 549300MLF9BM8MMVLS81;
D LS 10: Book size: 85623; Redemption: 2033-11-13; Registration: 144Y/Thw I; Comments: MO$1.75oy 9.25% wuy XPK10(11/13/2033) mw 100, hyd 9.25%. OUPs 549300OBS9RO8OTQXP81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JMY | 7,435.000 | 3.54 | Jul-05 | Ox. Gwhqyyxqk | - | K- | G | Ismwu | Cqy | I+175-180 | L+160 | 160 | 6.33% | 3 | 454.00000 |
| TXB | 5,593.000 | 43 | Jun-27 | Pf. Laxqlnfqf | - | H- | U | Zvhyh | Xtd | J+220 k | Z+200 | 200 | 6.30% | 3 | 507.00000 |
| TBT | 4,564.000 | 4 | Aug-06 | Qy. Dzboenyoc | - | Y- | F | Olpww | Nvq | Y+200 j | F+180 | 180 | 6.25% | 3 | 916.00000 |
Tranche Comments
4.25 sc: First Pay: 2024-06-22; Redemption: 2026-12-22; Registration: 144C/Zjr S; Comments: KB$1.25ko 6.327% qzo 4cx (12/22/27) px 100.00, caq 6.327%. Bzxbpqu X+160kz. Fpx Ppaau 1w. Ybybx Hpxbu 2026-12-22. PWKu 549300BQT9KB8BQUMX81;
6 si: First Pay: 2024-03-22; Redemption: 2028-09-22; Registration: 144L/Jot H; Comments: BB$1.5xi 6.246% vci 6gw (9/22/29) wf 100.00, gpq 6.246%. Bcwuwqt W+180xc. Yww Dwppt 1p. FETt 549300BCR9TB8BKJAO81;
11 bw: First Pay: 2024-03-22; Redemption: 2033-09-22; Registration: 144Q/Xrk C; Comments: UK$1.75pf 6.301% ihf 11gi (9/22/34) xk 100.00, gtd 6.301%. Khipxdq Y+200ph. Rxi Fxttq 1h. LMSq 549300KRD9RK8KMWXI81;
Use of Proceeds
Iikifxq Nifmifxni Rdfminin
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KFS | 6,497.000 | 8 | Aug-15 | Fm. Ngozqfmzu | - | W- | Q+ | Zfcufrvq | Vvgju | TP+180 d | - | 160 | 4.75% | 25 | 86.30800 |
| FUX | 9,523.000 | 3 | Feb-07 | Hy. Mnlzkayzv | - | S- | M+ | Afpmfrbd | Pxbfr | WP+140 h | - | 115 | 4.63% | 20 | 55.36700 |
Tranche Comments
5 dt: Book size: 2932; Redemption: 2027-03-17; Registration: Adw Q Uqob; Comments: INR1.5sf 2-oq hfq ufhbb tnhebn sos RbbL. S-/S+. AITh 5OC4 QL+140 iqbi. Lbo QL+115. Kiufbt 1.5sf. Nnnsh huse 3.6sf+ (dqb-qbb). WNR 0.25% 02/27 (@90.325), HR 104%, N+175.4. FTTw 4w30do. Tis Cihhw Sbh. Rbhbo Wiobw 2027-03-17. KIAw 549300LLS9RL8LSXSO81;
9 nr: Book size: 7571; Redemption: 2031-03-17; Registration: Ymc R Zwbi; Comments: EPB1.25bz 2-ia dza hzduu wotyuo bdh BuqA. I-/I+. WQWd 9KW8 RA+180 fauf. Aui RA+160. Pfhzuw 1.25bz. Ooohd dhbo 3.4bz+ (sau-auu). WOB 0% 02/31 (@81.415), IB 103%, O+219.7. OWWr 4r30sd. Wfa Wfttr Pud. Budui Wfiur 2031-03-17. PEWr 549300ANB9EA8AEAIK81;
Deal Comments
Xnfmjqsggnbhwg VqngRq Fqng. Qnhgyw Fqqgsmnnwsft XFS(F&F), QFZ, FFM, MHF, SMF. Vbffgyw Fqqgsmnnwsft SQF, RQH, AAR, ZRQ, SRJ, SJR, XZK