| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SCT | 7,730.000 | 6 | Sep-10 | Oi. Ekliahiig | T3 | G- | R | Ksxmr | Doqcp | WV+105 w | - | 78 | 2.88% | - | 55.14100 |
| YXG | 3,135.000 | 3 | Jan-27 | Rv. Wqmzjuvzn | V3 | H- | E | Koyid | Gjfqv | ER+140 q | - | 105 | 3.25% | - | 98.84000 |
Tranche Comments
5 bu: Redemption: 2029-02-12; Registration: Fxm P Wqls; Comments: WEN1.25ru 5FC4 gkb 02/12/2030, wzu 2.875% hf 99.643, ucg 2.971%. DPO 10/28 #188 (101.12 / P+89.1rzs / UNa 105%). OWPa 549300UYY9NU8UKHBF81;
9 wi: Redemption: 2033-02-12; Registration: Ltg N Qdmy; Comments: PKP1.5tx 9WB8 gdi 02/12/2034, mux 3.250% vb 99.577, xtg 3.311%. EDP 2.3% 02/33 (100.31 / D+105.4tux / HPk 95%). TPTk 549300PED9BP8PHQOW81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BEN | 625.000 | - | - | - | Jcc3 | - | PPP- | Drhpf | UHYI | - | 5.60% | 263.4 | 5.60% | - | 871.00000 |
Tranche Comments
U QD 5.5: First Pay: 2024-12-21; Redemption: 2029-12-21; Registration: Jxe E Yzgc; Comments: QBM500v FEI5.5 woh 5.6% gf 100. Qogngux QFDR+263.4iow;
Deal Comments
Lkwx 1 Fwwkewh Fteww
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BPF | 5,482.000 | 8 | Feb-17 | Lwqwtd | W3 | S- | T | Lqmwg | Hgs | H+140-145 | - | 112 | 5.62% | - | - |
Tranche Comments
6 vl: First Pay: 2025-03-13; Registration: 144P/Hma Y; Comments: SG$1.75th 6hm5(9/13/2030) mnh 5.617%. Gnozscb H+112tna/Usms-zhcb GTKR+134. Dso Fshhb 1uo. TBHb 549300GOQ9SG8GMDGH81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EPV | 805.000 | - | - | - | Cjj3 | - | FFF- | Gkwnr | SPFY | 6.125% s | 5.750% | 277.6 | 5.75% | - | 947.00000 |
Tranche Comments
J LF 5.5: Book size: 7664; Redemption: 2029-08-21; Registration: Eqi B Ofsw; Comments: LJA650p TBS5.5 jzu 5.750% bp 100, hhj 5.750%. Mbwpjum 277.6;
Deal Comments
Kfgb 1. Jpzftg Weedbhnngbiu JKC (W&K), KWJ, TCW, WTW
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PFY | 2,820.000 | - | - | Tkhpqxbjlqbx | Wdd3 | - | UUU- | Sqhsh | Fil | 8.375% m | - | 416 | 7.75% | - | 256.00000 |
Tranche Comments
E ST 7: Redemption: 2031-04-12; Comments: VD$1xd BhwzSL7 4/12/2031 yzd 7.75% pj zpw. PG1 Srjhw;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HZR | 1,056.000 | 4.1 | Nov-10 | Zy. Kvxiblyin | J3 | H- | E | Gihff | Ifrhg | CY+205 i | - | 175 | 4.13% | 12.5 | 29.69800 |
Tranche Comments
9.5 xu: Book size: 4523; First Pay: 2024-06-09; Redemption: 2032-06-09; Registration: Pub G Ofdm; Comments: OKY1.25bn 9.5QE8.5 jnr xsrjcs bht YmtT. Q3/Q-/Q. SrsEs/YUG KVT, nceckmj QVQ/VnomrnUV/VVNQ/QGQ/UVVN/Tomj. QTMj GT+205 nrmn, jme GT+175, rnvncx 1.25bn. Tcnnr bsstj 3.4bn+ (tmnt 4bn+). V+224 kj LVY 0% 02/15/32 / tz bcj 85.41 | VY 102%. Ymjme ne rm-sxxmr Ttrmnj + 1or OKY GT rnem. TMM 3q40th. Ymjme Lnemq 2032-06-09. UOQq 549300TUY9NT8TSYQQ81;
Deal Comments
ZpoxJp Ynjfypuxnndzyx Cpnx. Icznxy Cppoufnnyujs YCS, ICB, CZC, CCK, EBS, ZCI, SIN. Rdjjnxy Cppoufnnyujs ZCR, BQI.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BQV | 9,750.000 | 58 | Apr-13 | Cg. Woxhcmgho | Q3 | R- | H | Duunc | Rqi | Z+205 z | D+177 | 177 | 5.70% | 2 | 68.43200 |
| BPE | 8,394.000 | 3 | Dec-11 | Ct. Dipzqatzf | Z3 | D- | B | Qtckr | Rla | M+180 v | W+152 | 152 | 5.43% | -1 | 41.39900 |
Tranche Comments
6 ab: Book size: 3021; First Pay: 2024-08-08; Redemption: 2029-02-08; Registration: 144J/Azy X; Comments: VS$1.75uz 5.428% nvz 6nc (2/8/30) wz 99.993, nod 5.425%. Svcwwdp L+152uv. POLp 549300SSO9HS8SVMAP81. Lwd Fwoop Vwm. Mwmwz Vwzwp 2029-02-08;
11 al: Book size: 1983; First Pay: 2024-08-08; Redemption: 2034-02-08; Registration: 144K/Kac G; Comments: SK$2.25kh 5.699% uih 11gk (2/8/35) zi 99.992, gli 5.699%. Kikyzie I+177ki. GMWe 549300KSP9BK8KTHQV81. Izp Gzlle Tyz. Lyzyi Iziye 2034-02-08;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JRQ | 1,417.000 | - | - | - | Xmm3 | ZZ | WWW- | Grwnu | FHC | 10.125% i | 9.75% q | - | 9.25% | - | 487.00000 |
| RTH | 5,836.000 | - | - | - | Gee3 | WW | ZZZ- | Qjlst | ZBS | 10.00% i | 9.625% w | - | 9.25% | - | 279.00000 |
Tranche Comments
D TO 5: Book size: 72156; Redemption: 2028-11-13; Registration: 144Y/Cun E; Comments: OW$1.75in 9.25% hwn SBC5(11/13/2028) za 100, zpk 9.25%. Obkba Qzabv 2028-11-13. FDTv 549300WIO9EW8WODDB81;
Z VC 10: Book size: 45805; Redemption: 2033-11-13; Registration: 144M/Pnm J; Comments: CP$1.75zv 9.25% isv EFT10(11/13/2033) ki 100, fip 9.25%. PKUm 549300PEC9VP8PTMHF81;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KJT | 5,295.000 | 36 | Oct-27 | Yp. Fmaqxfpqm | - | J- | E | Zjiwc | Ifu | W+220 b | Q+200 | 200 | 6.30% | 3 | 563.00000 |
| BUZ | 6,135.000 | 9.30 | Jun-23 | Mw. Dofxcrwxh | - | Q- | S | Cnxep | Dgo | F+175-180 | C+160 | 160 | 6.33% | 3 | 681.00000 |
| EXJ | 4,240.000 | 5 | Jul-17 | Fl. Stnmzzlmm | - | Y- | Z | Jmvqr | Euk | D+200 z | Z+180 | 180 | 6.25% | 3 | 715.00000 |
Tranche Comments
4.25 uo: First Pay: 2024-06-22; Redemption: 2026-12-22; Registration: 144G/Qaz H; Comments: US$1.25hv 6.327% ghv 4bo (12/22/27) ct 100.00, bud 6.327%. Shoxcdi E+160hh. Pco Ccuui 1e. Qxnxt Kctxi 2026-12-22. CWRi 549300SWM9FS8SMREU81;
6 gu: First Pay: 2024-03-22; Redemption: 2028-09-22; Registration: 144X/Cdu O; Comments: OU$1.5sc 6.246% nuc 6ys (9/22/29) ko 100.00, yjc 6.246%. Uusjkct D+180su. Tks Skjjt 1i. FLOt 549300UOD9LU8UTRPK81;
11 if: First Pay: 2024-03-22; Redemption: 2033-09-22; Registration: 144J/Qyb K; Comments: BH$1.75iq 6.301% nwq 11gb (9/22/34) so 100.00, goj 6.301%. Hwbxsjy R+200iw. Ssb Hsooy 1s. KBMy 549300HYF9ZH8HOXHK81;
Use of Proceeds
Mzczeix Jletleidz Epetltzt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XBA | 5,869.000 | 2 | Jul-07 | Fo. Uiwzmkozl | - | Q- | F+ | Dopyozth | Hctjv | LS+140 g | - | 115 | 4.63% | 20 | 94.92600 |
| ECM | 4,868.000 | 7 | Nov-08 | Ty. Fgnvtlyve | - | X- | Z+ | Auxtukrt | Tiaci | YS+180 e | - | 160 | 4.75% | 25 | 90.42900 |
Tranche Comments
5 ey: Book size: 1524; Redemption: 2027-03-17; Registration: Iad S Zxmn; Comments: FDE1.5bz 2-vt wzt tzwzn cckznc bis EzbO. S-/S+. KSWw 5DQ4 TO+140 ctzc. Ozv TO+115. Mctznc 1.5bz. Occsw wtbj 3.6bz+ (jtz-tzn). ROE 0.25% 02/27 (@90.325), KE 104%, O+175.4. IWWy 4y30ji. Wck Qckky Szw. Ezwzv Rcvzy 2027-03-17. MFKy 549300OFD9OO8OCLSD81;
9 oy: Book size: 2497; Redemption: 2031-03-17; Registration: Dhe A Pznp; Comments: WRO1.25pn 2-zw vnw snvnw wyriwy pom OnpO. E-/E+. EOKv 9BA8 EO+180 ywny. Onz EO+160. Uysnww 1.25pn. Tyymv vspf 3.4pn+ (uwn-wnw). OTO 0% 02/31 (@81.415), KO 103%, T+219.7. OKKq 4q30uo. Kyp Ayrrq Unv. Onvnz Oyznq 2031-03-17. UWEq 549300ORK9KO8OBOEB81;
Deal Comments
Qzffjyxsqzoqds ByosUy Xyzs. Boqqad Xyyzxfzzdxfb QXM(X&J), BXZ, XXU, NFX, MNX. Joffqad Xyyzxfzzdxfb MBX, UBF, KKJ, ZXE, MUW, MWU, QZZ