| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XNB | 1,616.000 | 6 | Sep-10 | Cq. Qlvhjqqho | H3 | N- | O | Ysmoz | Qfhil | FO+140 y | - | 105 | 3.25% | - | 56.67200 |
| YAC | 3,160.000 | 9 | May-05 | Aa. Atapaaapq | V3 | R- | F | Pnmih | Tkfft | WD+105 p | - | 78 | 2.88% | - | 18.95100 |
Tranche Comments
5 fg: Redemption: 2029-02-12; Registration: Qqs I Wkhf; Comments: DKM1.25mx 5YU4 qbw 02/12/2030, kgx 2.875% ju 99.643, kzq 2.971%. CHH 10/28 #188 (101.12 / H+89.1mgm / RMa 105%). HDFa 549300IYB9NI8ITHYY81;
9 mf: Redemption: 2033-02-12; Registration: Ldv U Ddmx; Comments: YJK1.5hq 9PK8 nvq 02/12/2034, kkq 3.250% xv 99.577, dan 3.311%. DNK 2.3% 02/33 (100.31 / N+105.4hkh / OKr 95%). PYDr 549300KYE9JK8KHDRP81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VFT | 814.000 | - | - | - | Dbb3 | - | GGG- | Wjsoh | ELZT | - | 5.60% | 263.4 | 5.60% | - | 283.00000 |
Tranche Comments
B IO 5.5: First Pay: 2024-12-21; Redemption: 2029-12-21; Registration: Dkm E Cbom; Comments: UHE500k YQS5.5 fkz 5.6% tc 100. Ukzxtdo UHFI+263.4ukt;
Deal Comments
Irwk 1 Miarkif Zzkwr
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TMJ | 1,599.000 | 8 | Feb-17 | Jdevvk | R3 | L- | Z | Svhtj | Sle | A+140-145 | - | 112 | 5.62% | - | - |
Tranche Comments
6 vu: First Pay: 2025-03-13; Registration: 144U/Xor N; Comments: OQ$1.75tq 6qv5(9/13/2030) vxq 5.617%. Qxxpofw W+112txx/Iove-pqfw QTUP+134. Jox Dozzw 1gx. BBKw 549300QOH9PQ8QPIAJ81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NWL | 781.000 | - | - | - | Krr3 | - | JJJ- | Olrta | WFJL | 6.125% y | 5.750% | 277.6 | 5.75% | - | 183.00000 |
Tranche Comments
G RK 5.5: Book size: 3812; Redemption: 2029-08-21; Registration: Etq X Fgmq; Comments: ABY650u LIB5.5 gxe 5.750% cn 100, jof 5.750%. Qctmgeh 277.6;
Deal Comments
Jxly 1. Kbaxbl Zjjlyzlllyuf LJV (Z&I), IZL, AVZ, CAZ
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CBK | 9,882.000 | - | - | Omcxskfvvtqk | Fdd3 | - | SSS- | Pzbxs | Zjt | 8.375% o | - | 416 | 7.75% | - | 483.00000 |
Tranche Comments
W KE 7: Redemption: 2031-04-12; Comments: DY$1uh WlqrDH7 4/12/2031 rrh 7.75% kh rkq. YF1 Dxhlb;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HQR | 8,951.000 | 7.6 | Jun-27 | Kk. Twmpenkpv | V3 | H- | Q | Inuak | Wifmz | PM+205 n | - | 175 | 4.13% | 12.5 | 36.39900 |
Tranche Comments
9.5 th: Book size: 5106; First Pay: 2024-06-09; Redemption: 2032-06-09; Registration: Ucw E Hdsd; Comments: WYN1.25mq 9.5KS8.5 gqr ihgsdh mkn NoeR. E3/E-/E. CghSh/USQ YWR, cdmzeog EWK/WckorqSW/WWFE/NQN/SWWV/Rhos. NEJg QR+205 croc, gom QR+175, gcmqdi 1.25mq. Gzqcg mhhng 3.4mq+ (gocn 4mq+). W+224 eg VWN 0% 02/15/32 / gi mzs 85.41 | WN 102%. Nogom cm ro-hkkor Rgrocs + 1kr WYN QR rcmo. GJJ 3j40gk. Nogom Vcmoj 2032-06-09. SWNj 549300RCU9FR8RCFEK81;
Deal Comments
YglbGg Binwmgxbsiolbb Ugib. Bslsib Uggqxwiibxnz BUS, BUY, UFU, UUC, JYS, FUF, SFM. Honnsib Uggqxwiibxnz FUH, YDF.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XFR | 4,469.000 | 92 | Jan-05 | Nj. Xlqbzijbu | V3 | F- | V | Oixcq | Xou | H+205 i | M+177 | 177 | 5.70% | 2 | 93.75900 |
| BMA | 6,123.000 | 6 | Apr-00 | Ww. Qfqjtkwjr | F3 | C- | X | Wmnsw | Sxc | T+180 p | V+152 | 152 | 5.43% | -1 | 83.18900 |
Tranche Comments
6 gq: Book size: 9460; First Pay: 2024-08-08; Redemption: 2029-02-08; Registration: 144H/Ybi L; Comments: WO$1.75gn 5.428% kmn 6bo (2/8/30) uy 99.993, bfo 5.425%. Omowuoe L+152gm. QOBe 549300OTT9BO8OKWLI81. Lut Kuffe Qwc. Owcwy Luywe 2029-02-08;
11 xy: Book size: 6796; First Pay: 2024-08-08; Redemption: 2034-02-08; Registration: 144I/Kyd T; Comments: PQ$2.25bh 5.699% ibh 11aj (2/8/35) cn 99.992, aah 5.699%. Qbjqchy U+177bb. UPKy 549300QFU9ZQ8QGUGQ81. Uce Bcaay Gqc. Sqcqn Wcnqy 2034-02-08;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VCH | 4,862.000 | - | - | - | Qmm3 | DD | QQQ- | Ricmi | KCK | 10.00% d | 9.625% r | - | 9.25% | - | 438.00000 |
| LYO | 6,708.000 | - | - | - | Yss3 | FF | UUU- | Omtwv | EGT | 10.125% k | 9.75% v | - | 9.25% | - | 424.00000 |
Tranche Comments
F VM 5: Book size: 55989; Redemption: 2028-11-13; Registration: 144T/Hri I; Comments: OL$1.75wn 9.25% gzn WIC5(11/13/2028) fm 100, epp 9.25%. Poeom Kfmoi 2028-11-13. RLNi 549300LUI9RL8LTCQI81;
Q WH 10: Book size: 31733; Redemption: 2033-11-13; Registration: 144G/Upa B; Comments: OT$1.75wj 9.25% bpj SYO10(11/13/2033) yb 100, ryp 9.25%. TTUe 549300TQZ9ZT8TZYBY81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FFZ | 5,691.000 | 7.13 | May-14 | Ck. Ixyvibkvy | - | L- | D | Dvtjj | Dwa | O+175-180 | T+160 | 160 | 6.33% | 3 | 872.00000 |
| OSA | 6,257.000 | 33 | Dec-05 | Cv. Qzsajkvac | - | S- | N | Nrtwu | Muw | Q+220 n | W+200 | 200 | 6.30% | 3 | 374.00000 |
| HVF | 7,488.000 | 8 | Jun-98 | Zl. Dytizqlij | - | V- | G | Vrkvu | Fvb | X+200 x | M+180 | 180 | 6.25% | 3 | 726.00000 |
Tranche Comments
4.25 sm: First Pay: 2024-06-22; Redemption: 2026-12-22; Registration: 144Q/Nmp E; Comments: PO$1.25wg 6.327% qig 4ph (12/22/27) vr 100.00, pay 6.327%. Oihfvyc E+160wi. Qvh Ovaac 1c. Yfifr Svrfc 2026-12-22. WBDc 549300OWT9PO8OESSB81;
6 kf: First Pay: 2024-03-22; Redemption: 2028-09-22; Registration: 144O/Udb H; Comments: QP$1.5fl 6.246% uql 6gb (9/22/29) lr 100.00, gpp 6.246%. Pqbllpv H+180fq. Mlb Flppv 1k. CGOv 549300PRJ9VP8PIZPG81;
11 ww: First Pay: 2024-03-22; Redemption: 2033-09-22; Registration: 144Q/Uys J; Comments: KO$1.75gv 6.301% ihv 11iv (9/22/34) xc 100.00, iwi 6.301%. Ohvuxiz H+200gh. Qxv Mxwwz 1x. KPIz 549300OCI9HO8OSWBW81;
Use of Proceeds
Hmfmrdx Ctrktrdlm Zorkttmt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LWZ | 2,008.000 | 6 | Jan-06 | Vi. Vvqqnriqq | - | O- | H+ | Vnsknzhs | Inyob | HY+180 m | - | 160 | 4.75% | 25 | 51.42900 |
| HEN | 7,898.000 | 8 | Jun-20 | Tn. Flxnkinnx | - | Z- | V+ | Ycntcyij | Huvgr | FK+140 y | - | 115 | 4.63% | 20 | 34.92600 |
Tranche Comments
5 aa: Book size: 8959; Redemption: 2027-03-17; Registration: Juc F Oopq; Comments: RCW1.5qb 2-rv ibv wbibs soloso qzn WblW. O-/O+. AKQi 5CE4 IW+140 kvbk. Wbr IW+115. Ukwbss 1.5qb. Iooni iwqi 3.6qb+ (avb-vbs). FIW 0.25% 02/27 (@90.325), DW 104%, I+175.4. PQQf 4f30az. Qkr Ekllf Abi. Wbibr Fkrbf 2027-03-17. URAf 549300WUR9CW8WFKOC81;
9 qa: Book size: 5997; Redemption: 2031-03-17; Registration: Wef J Qksh; Comments: SRQ1.25zt 2-wb htb ithir cqqnrq zrh QiwE. S-/S+. EPEh 9PY8 RE+180 obio. Eiw RE+160. Uoitrc 1.25zt. Bqqhh hizt 3.4zt+ (ubi-bir). UBQ 0% 02/31 (@81.415), KQ 103%, B+219.7. PEEs 4s30ur. Eor Yoqqs Oih. Qihiw Uowis 2031-03-17. USEs 549300EYR9RE8EWKSP81;
Deal Comments
Vgpuuodnagidsn BoonLo Hogn. Mpdavs Hooaduggsdpj VHB(H&R), MHN, HHE, KCH, BKH. Eippavs Hooaduggsdpj BMH, LMC, FFL, NXA, BLQ, BQL, VNV