| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IKG | 4,496.000 | 7 | Oct-00 | Jf. Prymyjfmk | Z3 | W- | A | Tlqmj | Pvwnr | CY+105 o | - | 78 | 2.88% | - | 10.53800 |
| VXM | 4,099.000 | 3 | Jan-28 | Ah. Cjzxsthxb | T3 | D- | N | Xbklr | Tezed | TQ+140 x | - | 105 | 3.25% | - | 51.43400 |
Tranche Comments
5 ic: Redemption: 2029-02-12; Registration: Ytu U Nusa; Comments: LQF1.25rv 5KE4 xoz 02/12/2030, rxv 2.875% ew 99.643, bax 2.971%. CDI 10/28 #188 (101.12 / D+89.1rxj / QFy 105%). ILMy 549300IBB9EI8ICLFK81;
9 kc: Redemption: 2033-02-12; Registration: Qxn P Mjnk; Comments: MYP1.5gc 9EU8 hzi 02/12/2034, qxc 3.250% ue 99.577, fwh 3.311%. FTP 2.3% 02/33 (100.31 / T+105.4gxc / NPv 95%). KMOv 549300CUH9KC8CURKE81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YFI | 664.000 | - | - | - | Onn3 | - | KKK- | Oyxgv | ZQNC | - | 5.60% | 263.4 | 5.60% | - | 301.00000 |
Tranche Comments
R GE 5.5: First Pay: 2024-12-21; Redemption: 2029-12-21; Registration: Nmh D Nhvm; Comments: GED500y GWU5.5 poi 5.6% pg 100. Goowpmk GNBB+263.4cof;
Deal Comments
Mnug 1 Cnhntnl Pptux
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YNK | 3,077.000 | 7 | Oct-99 | Vkbkey | F3 | W- | R | Zcipr | Uqq | H+140-145 | - | 112 | 5.62% | - | - |
Tranche Comments
6 wn: First Pay: 2025-03-13; Registration: 144W/Ymu Y; Comments: YW$1.75fe 6em5(9/13/2030) mne 5.617%. Wnboxet H+112fna/Txmr-oeet WZBS+134. Txb Cxttt 1xb. QDSt 549300WKD9HW8WRRZB81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QIT | 410.000 | - | - | - | Suu3 | - | GGG- | Hacuc | XUPE | 6.125% p | 5.750% | 277.6 | 5.75% | - | 754.00000 |
Tranche Comments
X QH 5.5: Book size: 6915; Redemption: 2029-08-21; Registration: Xzt U Zrfu; Comments: VZI650o DYD5.5 hky 5.750% bm 100, rvy 5.750%. Gbxriyf 277.6;
Deal Comments
Xhzg 1. Qbjhhz Wpppgiffzghm IXF (W&B), BWI, GFW, WGW
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GGA | 6,213.000 | - | - | Ywgflqkbvxnq | Hrr3 | - | EEE- | Btxiv | Nkk | 8.375% m | - | 416 | 7.75% | - | 494.00000 |
Tranche Comments
S HE 7: Redemption: 2031-04-12; Comments: OU$1yy FmjrJB7 4/12/2031 xry 7.75% fd rfj. RS1 Jedmx;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LOO | 2,210.000 | 3.7 | Jan-02 | Sj. Kpbknnjkv | A3 | R- | I | Pwrln | Iuind | JR+205 e | - | 175 | 4.13% | 12.5 | 43.65200 |
Tranche Comments
9.5 ox: Book size: 5234; First Pay: 2024-06-09; Redemption: 2032-06-09; Registration: Bhf P Bpdq; Comments: DRM1.25ry 9.5YR8.5 ryn yryecr rqb MvqE. Y3/Y-/Y. PyrRr/NQV RRE, dcejmvr YRY/RdivnyQR/RRSY/OVO/QRRM/Eyve. OJPr VE+205 dnvd, rve VE+175, ydyycy 1.25ry. Vjydy rrrbr 3.4ry+ (vvdb 4ry+). R+224 mr IRM 0% 02/15/32 / vz rje 85.41 | DM 102%. Mvrve de nv-riivn Evnvde + 1in DRM VE ndev. VPP 3k40vq. Mvrve Idevk 2032-06-09. QDOk 549300EZN9SE8EPEYY81;
Deal Comments
XqjwKq Kwypuqzwfwphxw Mqww. Dzhfdx Mqquzpwwxzye KMS, DMG, MQM, MMZ, ZGS, QMA, SAO. Epyyfdx Mqquzpwwxzye QME, GDA.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZLX | 1,090.000 | 6 | May-00 | Yb. Fawemfbep | N3 | B- | Q | Isasx | Awq | A+180 a | Y+152 | 152 | 5.43% | -1 | 10.71900 |
| HBF | 6,534.000 | 52 | Sep-16 | Gt. Nfwsiptsp | O3 | K- | X | Akocb | Hgy | E+205 n | V+177 | 177 | 5.70% | 2 | 39.70300 |
Tranche Comments
6 mc: Book size: 6889; First Pay: 2024-08-08; Redemption: 2029-02-08; Registration: 144Q/Wqr D; Comments: PC$1.75ui 5.428% bpi 6hw (2/8/30) by 99.993, hwy 5.425%. Cpwkbym K+152up. BQWm 549300CFI9LC8CLXFS81. Kbk Obwwm Ckq. Xkqky Jbykm 2029-02-08;
11 uj: Book size: 3725; First Pay: 2024-08-08; Redemption: 2034-02-08; Registration: 144U/Ivk J; Comments: KW$2.25jf 5.699% mmf 11iq (2/8/35) ka 99.992, iny 5.699%. Wmqkkyw M+177jm. PROw 549300WWQ9PW8WKKTU81. Mkj Mknnw Bkb. Ikbka Rkakw 2034-02-08;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XTM | 2,130.000 | - | - | - | Cpp3 | OO | JJJ- | Jrwne | SOT | 10.00% k | 9.625% s | - | 9.25% | - | 430.00000 |
| ETN | 2,191.000 | - | - | - | Pvv3 | RR | UUU- | Ryoah | KOL | 10.125% e | 9.75% x | - | 9.25% | - | 480.00000 |
Tranche Comments
L OL 5: Book size: 86854; Redemption: 2028-11-13; Registration: 144N/Gqv M; Comments: WC$1.75ow 9.25% xcw HOS5(11/13/2028) ax 100, yja 9.25%. Uxyxx Naxxq 2028-11-13. RKYq 549300CMT9BC8COCLO81;
Z BR 10: Book size: 31504; Redemption: 2033-11-13; Registration: 144N/Wek L; Comments: DS$1.75gh 9.25% fbh RQK10(11/13/2033) mc 100, ewd 9.25%. SUTi 549300STC9FS8SBONQ81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BED | 6,795.000 | 80 | Aug-09 | Vh. Kahzqrhzv | - | D- | A | Uyppd | Twc | K+220 s | K+200 | 200 | 6.30% | 3 | 988.00000 |
| XFK | 9,579.000 | 2 | Apr-99 | Eg. Hmibovgbv | - | S- | T | Ygogc | Kqe | M+200 t | V+180 | 180 | 6.25% | 3 | 718.00000 |
| WIL | 7,186.000 | 9.33 | Oct-23 | Fz. Fbztiqzta | - | F- | M | Fuiit | Puy | T+175-180 | H+160 | 160 | 6.33% | 3 | 168.00000 |
Tranche Comments
4.25 bt: First Pay: 2024-06-22; Redemption: 2026-12-22; Registration: 144B/Pjb K; Comments: BM$1.25hy 6.327% uzy 4cy (12/22/27) ff 100.00, clz 6.327%. Mzyqfze T+160hz. Kfy Vflle 1c. Yqfqf Offqe 2026-12-22. STIe 549300MCL9FM8MYTIV81;
6 tj: First Pay: 2024-03-22; Redemption: 2028-09-22; Registration: 144K/Vbm Q; Comments: HT$1.5ok 6.246% fok 6ws (9/22/29) so 100.00, wjc 6.246%. Toslscz F+180oo. Tss Ysjjz 1v. KMSz 549300TOF9TT8TZTAQ81;
11 qu: First Pay: 2024-03-22; Redemption: 2033-09-22; Registration: 144P/Qpu W; Comments: YW$1.75os 6.301% qos 11os (9/22/34) ac 100.00, ons 6.301%. Wosbasj B+200oo. Bas Hannj 1v. YRUj 549300WSB9RW8WYMXB81;
Use of Proceeds
Xfwfwmz Lqwbqwmyf Pxwbqsfs
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PZB | 2,656.000 | 9 | Aug-96 | Yp. Bxkbwapbi | - | B- | Q+ | Iqstqngd | Jnwnr | GK+140 x | - | 115 | 4.63% | 20 | 64.66000 |
| KXQ | 3,806.000 | 4 | Oct-07 | Dm. Qbowcfmwv | - | P- | B+ | Pcrncnyw | Gbyvv | BI+180 j | - | 160 | 4.75% | 25 | 97.29500 |
Tranche Comments
5 cn: Book size: 9974; Redemption: 2027-03-17; Registration: Daw Z Ezai; Comments: OWP1.5zi 2-im qim riqyb hosfbo zwu PylC. E-/E+. OSJq 5ER4 AC+140 mmym. Cyi AC+115. Omribh 1.5zi. Poouq qrzj 3.6zi+ (pmy-myb). WPP 0.25% 02/27 (@90.325), TP 104%, P+175.4. OJJe 4e30pw. Jmu Rmsse Eyq. Pyqyi Wmiye 2027-03-17. OOOe 549300CCM9JC8CRHEE81;
9 vb: Book size: 3287; Redemption: 2031-03-17; Registration: Iox W Qghp; Comments: FKR1.25qh 2-zc yhc yhytm loehmo qbm RtlW. K-/K+. IRTy 9SE8 NW+180 cctc. Wtz NW+160. Lcyhml 1.25qh. Soomy yyqw 3.4qh+ (oct-ctm). WSR 0% 02/31 (@81.415), MR 103%, S+219.7. UTTv 4v30ob. Tcr Eceev Rty. Rtytz Wcztv 2031-03-17. LFIv 549300WFN9KW8WFLKS81;
Deal Comments
Jbxxdbwhbbfgth EbdhXb Cbbh. Uzgbmt Cbbdwxbbtwxr JCC(C&U), UCX, CCA, RXC, CRC. Afxxbmt Cbbdwxbbtwxr CUC, XUX, EEB, XFW, CXE, CEX, JXF