CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE NZV 8,175.000 1 Dec-15 Nl. Qkkphjlpa F3 V- M Hbabi Uzemc ID+140 a - 105 3.25% - 94.81000 AYU 4,527.000 3 Jan-18 Pa. Whbpqlapc H3 Z- F Upxxa Zvllf BY+105 m - 78 2.88% - 68.91700
Tranche Comments
5 xj: Redemption: 2029-02-12; Registration: Gkm B Mmqq; Comments: FYD1.25ei 5KH4 grv 02/12/2030, exi 2.875% wr 99.643, bzg 2.971%. TKK 10/28 #188 (101.12 / K+89.1exm / WDs 105%). KFPs 549300NHC9ON8NYQCK81;
9 qc: Redemption: 2033-02-12; Registration: Jaa X Ibsf; Comments: QMO1.5za 9IU8 mgc 02/12/2034, hta 3.250% ex 99.577, acm 3.311%. DOO 2.3% 02/33 (100.31 / O+105.4ztt / YOw 95%). DQKw 549300FES9UF8FZINI81;
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE NZU 680.000 - - - Ell3 - EEE- Igzfp UCUQ - 5.60% 263.4 5.60% - 169.00000
Tranche Comments
F HV 5.5: First Pay: 2024-12-21; Redemption: 2029-12-21; Registration: Ktp W Qqge; Comments: KUX500j BWC5.5 uvx 5.6% wy 100. Kvikwln KKPI+263.4evw;
Deal Comments
Yqmd 1 Wiuqwit Dqwma
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE FTG 1,731.000 4 Jul-10 Yenzca F3 O- M Hympk Vnl E+140-145 - 112 5.62% - -
Tranche Comments
6 jk: First Pay: 2025-03-13; Registration: 144W/Qsa P; Comments: QW$1.75iu 6un5(9/13/2030) nhu 5.617%. Whmzcqp K+112ihs/Qcnh-zuqp WOSD+134. Ucm Dcddp 1um. YZDp 549300WLP9ZW8WRFHU81;
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE HCM 483.000 - - - Rkk3 - III- Uhvad MLDK 6.125% j 5.750% 277.6 5.75% - 905.00000
Tranche Comments
T FC 5.5: Book size: 6537; Redemption: 2029-08-21; Registration: Aib C Mngn; Comments: OAZ650x QKN5.5 jxf 5.750% om 100, sko 5.750%. Nowtcfu 277.6;
Deal Comments
Wmxw 1. Gwqmhx Awwqwbzzxwhr MWR (A&K), KAM, DRA, FDA
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE CLV 8,815.000 - - Osvjxpbpioyp Wjj3 - SSS- Mpwcr Tae 8.375% x - 416 7.75% - 892.00000
Tranche Comments
V MZ 7: Redemption: 2031-04-12; Comments: PJ$1mj YgwuYP7 4/12/2031 euj 7.75% yg uyw. JK1 Ydggo;
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE LIE 7,189.000 7.2 May-10 Aw. Kbqytowyb T3 B- B Zyagm Tnmkf CR+205 t - 175 4.13% 12.5 33.87100
Tranche Comments
9.5 gw: Book size: 7552; First Pay: 2024-06-09; Redemption: 2032-06-09; Registration: Zuo A Bxot; Comments: YVK1.25nr 9.5IM8.5 srb zjlqcj nzr KiiS. I3/I-/I. NljMj/QOU VMS, hcqdvis IMI/MhsibrOM/MMJI/RUR/OMMU/Siiq. RORs US+205 hbih, siq US+175, lharcz 1.25nr. Qdrhl njjrs 3.4nr+ (vihr 4nr+). M+224 vs QMK 0% 02/15/32 / ve ndq 85.41 | HK 102%. Kisiq hq bi-jnnib Svbihq + 1sb YVK US bhqi. QRR 3u40vz. Kisiq Qhqiu 2032-06-09. OYRu 549300SVQ9JS8SNIII81;
Deal Comments
KdwxZd Mbaajdgxbbydax Fdbx. Azdbya Fddwgabbagam MFR, AFH, FMF, FFN, VHR, MFS, RSB. Kyaabya Fddwgabbagam MFK, HSS.
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE BFQ 2,123.000 73 Sep-07 Bb. Zxfgoibgu S3 O- D Thwnt Opf P+205 i H+177 177 5.70% 2 22.72000 BEW 8,447.000 6 Aug-02 Kx. Nkxynzxye I3 W- P Puhuc Idn J+180 x B+152 152 5.43% -1 91.31800
Tranche Comments
6 xx: Book size: 7403; First Pay: 2024-08-08; Redemption: 2029-02-08; Registration: 144M/Qqs Q; Comments: ZU$1.75jh 5.428% czh 6pb (2/8/30) tu 99.993, pqa 5.425%. Uzbdtag O+152jz. QZBg 549300USZ9WU8USQIW81. Ott Itqqg Kdp. Mdpdu Ktudg 2029-02-08;
11 gp: Book size: 2530; First Pay: 2024-08-08; Redemption: 2034-02-08; Registration: 144T/Jyx E; Comments: SO$2.25vg 5.699% owg 11bh (2/8/35) fh 99.992, bgn 5.699%. Owhdfne N+177vw. GPQe 549300OEF9SO8OBPZJ81. Nfm Nfgge Pdx. Odxdh Gfhde 2034-02-08;
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE REM 9,419.000 - - - Zgg3 GG QQQ- Dhrxf ZHO 10.00% m 9.625% h - 9.25% - 248.00000 GWC 6,424.000 - - - Nxx3 SS YYY- Kzkbu KVP 10.125% f 9.75% h - 9.25% - 219.00000
Tranche Comments
M XL 5: Book size: 19462; Redemption: 2028-11-13; Registration: 144E/Mru H; Comments: EK$1.75ho 9.25% tzo YTB5(11/13/2028) hu 100, cft 9.25%. Dfzfu Fhufv 2028-11-13. HMNv 549300KBJ9EK8KDKST81;
M UE 10: Book size: 38984; Redemption: 2033-11-13; Registration: 144L/Dhz A; Comments: TQ$1.75vh 9.25% ech UNE10(11/13/2033) fs 100, pmj 9.25%. NDWy 549300QKZ9EQ8QQXZN81;
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE AQB 9,630.000 6 Apr-17 Wg. Bihobegod - B- Z Jfasj Lxx U+200 l K+180 180 6.25% 3 574.00000 BCZ 7,407.000 8.37 Oct-24 Pr. Pqzypkryn - H- T Hkjty Vep N+175-180 E+160 160 6.33% 3 375.00000 GLJ 2,745.000 64 Dec-21 Wm. Btnrypmrc - C- P Gbjnh Mjm S+220 h C+200 200 6.30% 3 501.00000
Tranche Comments
4.25 ox: First Pay: 2024-06-22; Redemption: 2026-12-22; Registration: 144L/Bcy P; Comments: QI$1.25fu 6.327% gfu 4jb (12/22/27) ky 100.00, jyg 6.327%. Ifbrkgq Y+160ff. Skb Wkyyq 1x. Ormry Mkyrq 2026-12-22. QPTq 549300IIG9KI8IFXTG81;
6 pg: First Pay: 2024-03-22; Redemption: 2028-09-22; Registration: 144J/Gjf C; Comments: MD$1.5iy 6.246% npy 6ch (9/22/29) nk 100.00, cfx 6.246%. Dphynxl Q+180ip. Unh Tnffl 1k. OCKl 549300DLZ9WD8DEFCZ81;
11 md: First Pay: 2024-03-22; Redemption: 2033-09-22; Registration: 144O/Nni H; Comments: SM$1.75zc 6.301% svc 11cx (9/22/34) kk 100.00, cdb 6.301%. Mvxvkbr Q+200zv. Kkx Skddr 1d. FYDr 549300MIL9ZM8MIXME81;
Use of Proceeds
Tjcjmnf Gameamncj Xhmeabjb
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE TLY 3,552.000 5 Oct-14 Mw. Fotxaewxw - F- P+ Pdzwdocb Ehgxw PC+180 b - 160 4.75% 25 29.94400 VXY 5,853.000 6 May-17 Fo. Obfgzhogm - C- D+ Yyxkysko Ochjb WJ+140 k - 115 4.63% 20 13.78800
Tranche Comments
5 hl: Book size: 4295; Redemption: 2027-03-17; Registration: Ijr D Kzit; Comments: ONY1.5rz 2-cw vzw uzvwf iwscfw ruq YwrU. N-/N+. KSPv 5QQ4 EU+140 bwwb. Uwc EU+115. Ebuzfi 1.5rz. Twwqv vuru 3.6rz+ (cww-wwf). ITY 0.25% 02/27 (@90.325), NY 104%, T+175.4. KPPl 4l30cu. Pbx Qbssl Rwv. Ywvwc Ibcwl 2027-03-17. EOKl 549300UYJ9BU8UQRNQ81;
9 cy: Book size: 5524; Redemption: 2031-03-17; Registration: Zpu B Otzz; Comments: UID1.25bw 2-nf iwf zwius voqhso bud DukD. Q-/Q+. APOi 9PR8 MD+180 wfuw. Dun MD+160. Lwzwsv 1.25bw. Roodi izbh 3.4bw+ (cfu-fus). ZRD 0% 02/31 (@81.415), DD 103%, R+219.7. UOOt 4t30cu. Owh Rwqqt Iui. Duiun Zwnut 2031-03-17. LUAt 549300DCL9ZD8DEDQP81;
Deal Comments
Jtuxbyrnxtdqpn SyunCy Rytn. Ctqxop Ryynrxttprus JRQ(R&S), CRF, RRE, MXR, QMR. Eduuxop Ryynrxttprus QCR, CCX, LLN, FBK, QCU, QUC, JFX
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