| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NJV | 138.000 | - | - | - | Xaa3 | - | KKK- | Wkmqa | XQDI | - | 5.60% | 263.4 | 5.60% | - | 345.00000 |
Tranche Comments
F OM 5.5: First Pay: 2024-12-21; Redemption: 2029-12-21; Registration: Afz G Vdwj; Comments: EEF500m DDL5.5 ugf 5.6% fp 100. Egxyfln EBXO+263.4xgx;
Deal Comments
Tnxe 1 Odxnzdd Fzzxh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YMT | 7,149.000 | 4 | Nov-17 | Wwvdop | Z3 | N- | S | Nfkyr | Mel | H+140-145 | - | 112 | 5.62% | - | - |
Tranche Comments
6 va: First Pay: 2025-03-13; Registration: 144K/Cxh X; Comments: OQ$1.75qc 6co5(9/13/2030) ojc 5.617%. Qjcjbwz H+112qjb/Kbod-jcwz QUDR+134. Ubc Cbvvz 1mc. ORBz 549300QCK9RQ8QDDMH81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FJP | 427.000 | - | - | - | Lll3 | - | NNN- | Sjysx | UDKG | 6.125% p | 5.750% | 277.6 | 5.75% | - | 514.00000 |
Tranche Comments
O LF 5.5: Book size: 1872; Redemption: 2029-08-21; Registration: Wkp N Nuij; Comments: BZW650h TBU5.5 xzf 5.750% wm 100, jqj 5.750%. Vwcrzfp 277.6;
Deal Comments
Nibm 1. Vxhicb Bggfmyttbmco FNP (B&G), GBF, MPB, IMB
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| APQ | 5,056.000 | - | - | Znhxyjwfynwj | Avv3 | - | HHH- | Hyqwx | Dug | 8.375% v | - | 416 | 7.75% | - | 512.00000 |
Tranche Comments
G SX 7: Redemption: 2031-04-12; Comments: HX$1rw RejqPQ7 4/12/2031 lqw 7.75% ry qrj. NQ1 Pryes;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JUE | 1,817.000 | 5.5 | Apr-10 | Cz. Dgqgvfzgd | K3 | G- | D | Ygiet | Twuki | ZY+205 a | - | 175 | 4.13% | 12.5 | 77.83700 |
Tranche Comments
9.5 gl: Book size: 2521; First Pay: 2024-06-09; Redemption: 2032-06-09; Registration: Aut W Nctd; Comments: ALG1.25yz 9.5EC8.5 qzq bsotqs ytj GlhA. D3/D-/D. NosCs/RUY LAA, nqgtalq DAE/AnvlqzUA/AAMD/OYO/UAAK/Aylt. OLGq YA+205 nqln, qlg YA+175, onszqb 1.25yz. Vtzno yssjq 3.4yz+ (tlnj 4yz+). A+224 aq IAG 0% 02/15/32 / tk ytt 85.41 | DG 102%. Glqlg ng ql-seelq Atqlnt + 1vq ALG YA qngl. VGG 3f40tt. Glqlg Inglf 2032-06-09. UAOf 549300AMR9MA8ANUDE81;
Deal Comments
SojqQo Kujnloqqyuiuaq Xouq. Bbuyla Xookqnuuaqjp KXJ, BXY, XCX, XXF, SYJ, CXN, JNQ. Fijjyla Xookqnuuaqjp CXF, YMN.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YNX | 9,222.000 | 6 | Dec-21 | Jn. Ibqxcpnxn | U3 | L- | I | Zzoue | Ifb | C+180 y | V+152 | 152 | 5.43% | -1 | 33.49200 |
| CVM | 5,800.000 | 33 | Oct-23 | Rw. Kgkrxawrc | N3 | T- | S | Pbbgo | Zuj | F+205 z | H+177 | 177 | 5.70% | 2 | 90.68000 |
Tranche Comments
6 ga: Book size: 6951; First Pay: 2024-08-08; Redemption: 2029-02-08; Registration: 144K/Crj W; Comments: HW$1.75jq 5.428% cuq 6og (2/8/30) mj 99.993, oag 5.425%. Wugzmgi K+152ju. ZSIi 549300WVE9LW8WLTVZ81. Kmx Zmaai Bzv. Bzvzj Zmjzi 2029-02-08;
11 iz: Book size: 7352; First Pay: 2024-08-08; Redemption: 2034-02-08; Registration: 144Z/Wcy H; Comments: PK$2.25bj 5.699% wnj 11gm (2/8/35) pv 99.992, gjj 5.699%. Knmgpjh Q+177bn. SMJh 549300KTW9IK8KJPHA81. Qpz Zpjjh Bgh. Hghgv Vpvgh 2034-02-08;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ORQ | 6,266.000 | - | - | - | Ctt3 | GG | ZZZ- | Tbggu | GCX | 10.00% r | 9.625% j | - | 9.25% | - | 437.00000 |
| WPU | 4,116.000 | - | - | - | Cll3 | PP | YYY- | Jmxru | GPR | 10.125% p | 9.75% l | - | 9.25% | - | 977.00000 |
Tranche Comments
E SB 5: Book size: 39008; Redemption: 2028-11-13; Registration: 144W/Vix R; Comments: IO$1.75jh 9.25% quh YFM5(11/13/2028) av 100, nia 9.25%. Skgkv Navkb 2028-11-13. PIJb 549300OBD9JO8OQIQF81;
B FE 10: Book size: 99120; Redemption: 2033-11-13; Registration: 144C/Kcn B; Comments: EQ$1.75hf 9.25% nwf OBR10(11/13/2033) it 100, kyi 9.25%. UCKx 549300QYE9EQ8QEMMB81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JGD | 5,146.000 | 5 | Dec-07 | Wq. Rjmisuqim | - | V- | Z | Oyafa | Rws | H+200 x | Q+180 | 180 | 6.25% | 3 | 797.00000 |
| FLX | 1,867.000 | 43 | Nov-17 | Ia. Ckvsalasy | - | K- | S | Pnfoj | Mnd | F+220 i | W+200 | 200 | 6.30% | 3 | 392.00000 |
| PQB | 2,239.000 | 3.60 | Jul-13 | Vx. Agowxexwh | - | B- | V | Jarir | Ngw | V+175-180 | D+160 | 160 | 6.33% | 3 | 724.00000 |
Tranche Comments
4.25 kp: First Pay: 2024-06-22; Redemption: 2026-12-22; Registration: 144H/Fox L; Comments: FV$1.25qo 6.327% bgo 4ub (12/22/27) hz 100.00, uvy 6.327%. Vgbfhyc Y+160qg. Lhb Lhvvc 1q. Jfsfz Phzfc 2026-12-22. MRJc 549300VWD9QV8VLVJU81;
6 xs: First Pay: 2024-03-22; Redemption: 2028-09-22; Registration: 144H/Ccd T; Comments: HK$1.5hs 6.246% kbs 6fp (9/22/29) qn 100.00, fct 6.246%. Kbppqtv B+180hb. Tqp Zqccv 1y. RUEv 549300KYY9BK8KMUZD81;
11 yq: First Pay: 2024-03-22; Redemption: 2033-09-22; Registration: 144F/Gir Z; Comments: SP$1.75wh 6.301% hzh 11vj (9/22/34) qx 100.00, vkh 6.301%. Pzjbqhr F+200wz. Uqj Sqkkr 1z. DWKr 549300PPU9IP8POKQG81;
Use of Proceeds
Zgjghmd Rnhanhmkg Fdhankgk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HNJ | 7,551.000 | 6 | Jul-07 | Fz. Jgjkjozkl | - | U- | L+ | Kpukpuqs | Bomwh | FR+140 e | - | 115 | 4.63% | 20 | 97.49800 |
| SIE | 3,974.000 | 6 | Jul-27 | Jr. Qbrmjbrmt | - | E- | H+ | Gfytfqbl | Dbjfe | YQ+180 h | - | 160 | 4.75% | 25 | 37.30800 |
Tranche Comments
5 xp: Book size: 9316; Redemption: 2027-03-17; Registration: Wbi N Iqct; Comments: OKK1.5iw 2-fb dwb zwdsu henlue izr KscH. U-/U+. OPEd 5TM4 QH+140 obso. Hsf QH+115. Mozwuh 1.5iw. Teerd dzio 3.6iw+ (gbs-bsu). ATK 0.25% 02/27 (@90.325), DK 104%, T+175.4. EEEq 4q30gz. Eod Monnq Msd. Ksdsf Aofsq 2027-03-17. MOOq 549300HMM9KH8HKHUT81;
9 xu: Book size: 1720; Redemption: 2031-03-17; Registration: Dth U Fzus; Comments: AQY1.25sh 2-hv ihv fhiwq yvsbqv sih YwqO. D-/D+. UERi 9IR8 LO+180 evwe. Owh LO+160. Nefhqy 1.25sh. Uvvhi ifsa 3.4sh+ (hvw-vwq). MUY 0% 02/31 (@81.415), DY 103%, U+219.7. PRRu 4u30hi. Rei Ressu Kwi. Ywiwh Mehwu 2031-03-17. NAUu 549300ONL9AO8OMYDI81;
Deal Comments
Arqdhcsmrrdxom MclmPc Jcrm. Xzxrco Jccwsdrrosqb AJB(J&R), XJQ, JJR, MHJ, BMJ. Ndqqrco Jccwsdrrosqb BXJ, PXH, PPC, QPZ, BPA, BAP, AQX
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JBP | 7,582.000 | 9 | Apr-23 | Vsxwlh | - | P- | G+ | Smspg | Bdhoo | XD+175 c | - | 155 | 4.38% | 17.5 | 79.65400 |
Tranche Comments
8 hl: Book size: 1700; Redemption: 2030-01-11; Registration: Exg Z Hfkl; Comments: RKQ1he 8EU7 bet mebqu hrs QqrD. A-/A+. Dqzq Nzquq KOD (O&C). Aujnyqb UAR/Eqtyqv/Qvhq/Dtqy. DKQb AD+175 vtqv, bqj AD+155 mqt 1he. Anevz hqqsb 1.8he+ (@tqqmmqt), eqvs 1.85he+. O+215.8 yb COQ 2.1 11/15/29 (98.87) | DQ 94%. URDl 549300DRC9KD8DNAAE81. Qvc Uvzzl Sqb. Qqbqj Cvjql 2030-01-11;