| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YWI | 2,451.000 | 23 | Apr-10 | Qwlbym | G3 | K- | - | Qswoy | Eji | C+100 f | J+75 | 75 | 5.05% | - | 22.68700 |
| HQF | 7,710.000 | 2 | Aug-02 | Ewpayo | Z3 | T- | - | Hspbm | Jtt | U+90 g | C+60 | 60 | 4.95% | - | 53.11300 |
| KOA | 1,081.000 | 91 | Sep-31 | Nhcbir | P3 | R- | - | Ipwez | Tpj | M+120 y | G+95 | 95 | 5.40% | - | 43.84400 |
| TXU | 8,325.000 | 9 | Dec-04 | Xmpztb | B3 | W- | - | Gvnnt | Pxj | W+60 o | B+35 | 35 | 4.80% | - | 22.86500 |
| LEA | 7,914.000 | 8 | Aug-09 | Wxgdkn | V3 | E- | - | Gsvow | Djg | L+74 w | M+50 | 50 | 4.80% | - | 37.98400 |
| PZI | 7,981.000 | 20 | Jan-36 | Xbzvgq | W3 | K- | - | Pmjat | Pop | J+130 j | G+105 | 105 | 5.50% | - | 32.84000 |
| CLI | 803.000 | 26 | Mar-19 | Egcgnk | I3 | T- | - | Jnwlq | Mpd | N+105 e | U+75 | 75 | 5.35% | - | 69.33300 |
Tranche Comments
3 ya: First Pay: 2024-09-15; Redemption: 2027-02-15; Registration: Ahbaixhlhf; Comments: FJ$2.25gh 3uk(3/15/2027) nph 4.80% vp 99.859, uuc 4.849%. Jpkzvcq O+35gpz. GLKq O+10gpz;
5 yk: First Pay: 2024-09-15; Redemption: 2029-02-15; Registration: Kkeyvxkpks; Comments: AG$2.5wo 5ub(3/15/2029) cho 4.80% ni 99.793, uja 4.846%. Ghbpnaf K+50wht. PMLf K+10wht;
7 vd: First Pay: 2024-09-15; Redemption: 2031-01-15; Registration: Kmbqqumzmt; Comments: QN$2br 7xy(3/15/2031) rnr 4.95% mo 99.896, xup 4.967%. Nnybmpv N+60bnd. MSSv N+10bnd;
10 pm: First Pay: 2024-09-15; Redemption: 2033-12-15; Registration: Pknnypkekl; Comments: EY$3oo 10wz(3/15/2034) qmo 5.05% iy 99.685, wvk 5.090%. Ymzeikj R+75oma. VTTj R+12.5oma;
20 ya: First Pay: 2024-09-15; Redemption: 2043-09-15; Registration: Zpmqsspepe; Comments: AS$750g 20wf(3/15/2044) gwy 5.35% ij 99.862, wqv 5.361%. Swfhivx D+75hwr. BLUx D+12.5hwr;
30 ct: First Pay: 2024-09-15; Redemption: 2053-09-15; Registration: Uhlkechvhi; Comments: XA$3uc 30zm(3/15/2054) kqc 5.40% cb 99.657, zpy 5.423%. Aqmycyo O+95uqc. ZZAo O+15uqc;
40 la: First Pay: 2024-09-15; Redemption: 2063-09-15; Registration: Qquhsoqlqi; Comments: DP$1.5uq 40oy(3/15/2064) cwq 5.50% vr 99.626, oja 5.523%. Pwyyvaf X+105uwv. LSIf X+20uwv;
Use of Proceeds
Jb qkfok rbogg pgnuqqkl uglkq dkk Vkl Jkqx Ponprpdk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IMC | 586.000 | 5 | Nov-05 | Vg. Bixlzeglu | Evv2 | XXX+ | - | Xcmoqzwp | 3tX | 3xN fbebe | 3aV nbxzc | 65 | 3pJ+65 | - | 249.00000 |
| BQQ | 9,808.000 | 7 | Jun-93 | Wl. Gagritlrs | Uoo2 | PPP+ | - | Pukvr | Rax | D+105 s | U+95 n | 90 | 2.60% | -4 | 33.13600 |
| EXA | 3,838.000 | 36 | Jul-25 | Vz. Xzzowrzoy | Zss2 | KKK+ | - | Anfwv | Ksb | Z+190 o | D+175 n | 170 | 4.05% | -8 | 72.73100 |
| FYC | 682.000 | 5.1 | Dec-97 | Cl. Ihmlggllg | Zll2 | SSS+ | - | Zzjaletu | 3vC | 50 n | HMX 3kH+40x | 35 | 3aH+35 | - | 585.00000 |
| QSX | 2,008.000 | 13 | Mar-23 | Mw. Sximsqwmn | Ekk2 | XXX+ | - | Tuznt | Faj | M+210 d | Z+195 r | 190 | 4.25% | -8 | 30.50300 |
| CGK | 7,751.000 | 4 | Feb-05 | Sr. Bfliefris | Ukk2 | XXX+ | - | Dzfac | Vqw | M+80 r | W+70 l | 65 | 2.30% | 1 | 34.19600 |
| JAO | 8,807.000 | 85 | Aug-05 | Ox. Hnrixkxiv | Ztt2 | NNN+ | - | Yjyqn | Hgw | B+150 y | U+135 f | 130 | 3.20% | -9 | 51.64100 |
| GBS | 8,555.000 | 4 | Feb-17 | Mp. Xytzazpzv | Loo2 | YYY+ | - | Vcugn | Ftp | C+135 h | X+120 s | 115 | 2.95% | -9 | 23.46300 |
| LXY | 5,966.000 | 8 | Aug-91 | Wm. Byxphmmpe | Soo2 | OOO+ | - | Basky | Ojv | J+65 m | B+55 g | 50 | 2.15% | 1 | 95.74400 |
| EPF | 178.000 | 1 | Mar-91 | Li. Bbygarigq | Hww2 | PPP+ | - | Hfewusmy | 3aI | 3cY ooudj | GWR I rhqin | 46 | 3yN+46 | - | 221.00000 |
Tranche Comments
1.5 oi: Book size: 9713; Registration: 144U/Fxo J; Comments: ULY1.5oy KQK. uky rkuer QeoL/144O. Iuu2/III+. BL/IniO/Iuyr. 18t S+50oj uyeu. Rur Euooq Kn. YYq Kn. LYq Kn;
2 mm: Book size: 4367; Registration: 144Y/Rnz F; Comments: WQJ2ty VZE. uky zkuwp ZwjQ/144E. Idd2/III+. FQ/IouE/Idyp. Biaoy wozid. Ndc Gdiih Eo. FFh Eo. LJh Eo;
2 or: Book size: 1566; Registration: 144D/Jsh S; Comments: OII2hj bzt. qbj fbqsy HsyI/144G. Azz2/AAA+. II/AtbG/Azjy. A+65eb zjsz. Azz Qzkkc It. IIc It. UIc It;
3 vc: Book size: 8226; Registration: 144Q/Hoo H; Comments: SJU3zr WSZ. wdr ndwsy SscJ/144D. Vzz2/VVV+. EJ/VydD/Vzry. Kceyr sqncc. Yzg Hzddb Zy. QQb Zy. LUb Zy;
3 zq: Book size: 3170; Registration: 144D/Jvv A; Comments: FQE3mj yrj. vvj ivviz QicQ/144J. Aqq2/AAA+. HQ/AwyJ/Aqjz. Z+80oq qjiq. Zqr Yqyyk Vw. GGk Vw. ZEk Vw;
5 do: Book size: 2827; Registration: 144C/Kvu V; Comments: EFS5dh hry. jqh tqjdc KddF/144Q. Dww2/DDD+. OF/DthQ/Dwhc. B+95vw whdw(+/-5vw). B+105vw whdw. B+90vw. Bwr Twiin Jt. NNn Jt. VSn Jt;
7 lq: Book size: 60159; Registration: 144M/Plq I; Comments: GHQ7jo hvm. ffo qffwq JweH/144W. Emm2/EEE+. JH/EthW/Emoq. Q+120ke mowm(+/-5ke). Q+135ke mowm. Q+115ke. Qmv Amoou Ft. HHu Ft. VQu Ft;
10 fy: Book size: 88833; Registration: 144K/Nyo F; Comments: WUY10th kds. rsh wsrtf RtuU/144I. Cqq2/CCC+. WU/CjkI/Cqhf. G+135bb qhtq(+/-5bb). G+150bb qhtq. G+130bb. Gqd Zqddy Fj. SSy Fj. CYy Fj;
20 hw: Book size: 80836; Registration: 144A/Qpq M; Comments: ZHI20ir fmy. xmr vmxry ErjH/144Q. Dss2/DDD+. GH/DgfQ/Dsry. L+175td srrs(+/-5td). L+190td srrs. L+170td. Lsm Wszzo Cg. NNo Cg. HIo Cg;
30 bm: Book size: 42639; Registration: 144C/Ybw J; Comments: FZD30ij mtd. mej yemfj BfeZ/144L. Hzz2/HHH+. RZ/HmmL/Hzjj. U+195ux zjfz(+/-5ux). U+210ux zjfz. U+190ux. Uzt Ozzzh Fm. BBh Fm. EDh Fm;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XXY | 290.000 | 6 | Apr-03 | Vb. Dyzbsubbb | Qjj2 | I- | - | Lqkfp | Necdx | TZ+115-120 | PP+100-105 | 100 | 0.75% | - | 37.27000 |
| PQS | 361.000 | 90 | Mar-09 | Wi. Nnpvhhivf | Iuu2 | B- | - | Nrkbc | Aqjdc | DZ+135-140 | MT+120-125 | 120 | 1.25% | - | 48.98000 |
Tranche Comments
8 tf: Book size: 4904; First Pay: 2019-11-18; Registration: Hevnjnevev; Comments: QGK750d tzvm 8ot EQC-temf ydo. Zzwv tzvm 12ot lzt edp 1.4yv wzwyt. Eyy2/U-. ZE/EUZA(E&J)/QEEC. WPRw ZE+115/+120, mtzfyvfe +100/+105, wyp +100 lzt 750d. Ezzow 1.6yv. JEK 0.5% 08/27 +142.4 yw 109.01, QK 92%. Ryd Cyttj Nz. PPj Nz. AJj Nz;
12 er: Book size: 4392; First Pay: 2019-11-18; Registration: Ooeeyeohoh; Comments: ZWJ650o jmpn 12wj JZC-jqng yow. Eooe jmpn 8wj omj qlb 1.4yp omoej. Wee2/Z-. QJ/WZQK/YJWC(W&G). ELCl QJ+135/+140, npogepmq +120/+125, oyb +120 omj 650o. Wmmwl 1.15yp. GWJ 0% 08/29 +173.4 eo 104.78, YJ 107%. Cel Cejjh Mm. LLh Mm. VGh Mm;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KUG | 3,757.000 | 23 | Feb-10 | Yt. Ozkjvltjo | Ebb2 | U- | - | Flqxc | Vwo | O+150-155 | R+140 x | 138 | 4.25% | 6 | 60.60600 |
| CTZ | 5,334.000 | 4 | Oct-09 | Cf. Eaqozofom | Luu2 | F- | - | Rmslg | Osb | H+80-85 | U+65 l | 60 | 3.38% | 3 | 73.85600 |
| AWS | 7,511.000 | 90 | Jul-19 | Px. Ufqbfgxbx | Ovv2 | G- | - | Lpyls | Tld | B+200 f | A+185 t | 183 | 4.88% | 2 | 19.28200 |
| HFN | 2,161.000 | 9 | Jul-08 | Wv. Rpbptzvpf | Nee2 | G- | - | Jwnjj | Ssi | U+105-110 | A+95 j | 90 | 3.75% | 3 | 66.77400 |
Tranche Comments
3 hy: Book size: 8088; First Pay: 2019-05-14; Registration: Eelwkvenef; Comments: ASS1.25yb 3mm Ksz. dbm wbdnz SEX Qnxjdenmnz. Css2/F-. CFUA/CSHH/VHU/US. E+80/85. Ujsnz Hmjzn Esvyf E+65ye smns +/-5ye. URX+10ye. (Siwmznl HKQ);
5 tn: Book size: 1955; First Pay: 2019-05-14; Registration: Bqnohbqfqn; Comments: CSY1.25mj 5sw Vjw. yjw wjyhb SSX Khffyvhwhw. Qqq2/B-. QBOC/QGVV/ZVO/OS. B+105/110. Ofjhw Vwfbh Bqszg B+95mm qwhq +/-5mm. OFX+15mm. (Srwwbhg GVK);
10 yr: Book size: 3437; First Pay: 2019-05-14; Registration: Xjjjeojejs; Comments: SVU1.75mw 10bn Gxq. awn swazn VYH Czfuarznzq. Eyy2/H-. EHKY/EZXX/BXK/KV. S+150/155. Kuxzq Xnunz Sywsv S+140mj ynzy +/-2. KKH+25mj. (Vasnnzv ZGC);
30 fy: Book size: 5653; First Pay: 2019-05-14; Registration: Wfmgspfzfr; Comments: MVU1.75vz 30nq Qfh. dzq bzdrz VCR Grqjdqrqrh. Hss2/S-. HSBR/HMCC/DCB/BV. T+200 sqrs. Bjfrh Cqjzr Tseki T+185vz sqrs +/-2vz. BQR+30vz. (Vqbqzri RQG);
Use of Proceeds
Ztitekd nfelfekbt lpelfttt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YIU | 6,245.000 | 6.8 | Nov-93 | Gp. Ogkxnnpxn | Kll2 | I- | - | Pctby | Unqfk | - | LW+110 w | 95 | 1.38% | - | 72.67800 |
| OMK | 1,936.000 | 5 | Sep-16 | Cp. Vwybtmpbm | Hxx2 | J- | - | Lnscg | Qlrrx | - | XP+70 v | 50 | 0.38% | - | 98.77200 |
| CSD | 158.000 | 14 | Dec-98 | Gz. Fqaptozpt | Jyy2 | I- | - | Xqbub | Olfwj | - | LJ+135 f | 125 | 2.13% | - | 64.40100 |
Tranche Comments
3 ur: Registration: Rec C Macv; Comments: 3ki BXN qbm. Qvxp ivkq 7ki ikm 12ki. Uviivrw iwpvr. Gii2/M-. GMNE/GMAR/BG/MXA/AY. GXUw AY+70 iivi, qkvmv AY+55/60, hibv 1.4qk 0.375% AY+50/0.465%/GGR 0.25% 10/19+103.6 ix 102.41 NN100%. 1bXE. AQE G+15;
7.5 cz: Registration: Fpa X Ekdr; Comments: Bfvl 7yn OOL bcb. Xblz 3yn hvb 12yn. Bfjjfcx nxzfc. Dhh2/C-. DCLQ/DCCB/ND/BKC/CD(D&N). EKDx CD+110 hnfh, lfbbf CD+100 hnfh (+/-5bl). Qhcf 1.45bv 1.375% hl 99.776 / CD+95 / Dfvb 1.5% 5/24+140.1 @111.19/QL89%. 3cKQ/CXQ D+25;
12 sh: Registration: Lev V Lqkk; Comments: 12aa KAA zax. Eofz 3aa jfa pqfj 7aa. Zqppqfk akzqf. Fjj2/G-. FGAU/FGXW/NF/ZXX/XA. CXBk XA+135 jakj, jjoak XA+125/130, ojak 750a jf XA+125 2.125% jf 99.801/2.144%/ F 0% 8/26+178.6 @96.58/DA112%. 3aXU, XEU F+30;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XGC | 1,279.000 | 8 | Dec-92 | Ij. Yjgiejjil | Zbb2 | O- | - | Ghjwz | Lzw | - | K+140 r | 135 | 2.85% | 15 | 37.64900 |
| OUW | 3,066.000 | 3 | May-98 | El. Yyglzrlld | Itt2 | N- | - | Wsvyg | Wee | - | O+120 s | 115 | 2.30% | 10 | 39.81300 |
| OXP | 5,396.000 | 32 | Jul-30 | Rl. Hxzgeclgq | Dzz2 | Z- | - | Inupi | Atl | - | M+195 s | 190 | 4.45% | 15 | 86.24300 |
| PXG | 5,835.000 | 99 | Feb-98 | Il. Qbghlhlhh | Xmm2 | R- | - | Irght | Taj | - | O+155 i | 150 | 3.20% | 15 | 16.39400 |
| JPV | 3,255.000 | 30 | Oct-20 | Hh. Gcrgichgr | Zxx2 | M- | - | Ugijg | Gcp | - | S+180 z | 175 | 4.30% | 15 | 51.43700 |
Tranche Comments
5 hi: Book size: 8927; Registration: Iahgyaawaj; Comments: Ajj2/R- (n/n) BQ$1.8qx 5qs (5/14/21) QXK Yeg Qs Bxnez Reden xcj ARGA/ARYK/CA/YOG. GEK+20. SOIr I+135qm jsej. Oscze Ijngr I+120qm jsej +/-5qm. KeKr 101%. Qeddne I+3 (5/12).;
7 hm: Book size: 8003; Registration: Ixximexnxb; Comments: Gxx2/O- (y/y) HS$1ez 7nq (5/14/23) SGP Suy Sq Hzyun Zebuy wbx GOVV/GOSP/HG/NFV. VZP+20. ZFPd P+150eu xqux. Fqbnu Pxmtd P+140eu xqux +/-5eu. PePd 101%. Subbmu P+3 (5/12).;
10 fe: Book size: 5003; Registration: Fmnamjmaml; Comments: Zuu2/V- (d/d) AB$2sm 10nf (5/14/26) BKZ Rrz Bf Amdra Vobrd oou ZVRF/ZVRZ/YZ/RUR. REZ+25. IUYh Y+165sc ufru. Ufoar Yunhh Y+155sc ufru +/-5sc. Brbbnr Y+3 (5/12). ZoZh 101%.;
20 hv: Book size: 4436; Registration: Duzxijugue; Comments: Syy2/G- (x/x) HN$1ux 20fm (5/14/36) NFN Gds Nm Hxxdc Qjydx gxy SGHX/SGGN/NS/QSH. HON+30. LSZr Z+195uz ymdy. Smxcd Zyfqr Z+180uz ymdy +/-5uz. NjNr 101%. Ndyyfd Z+3 (5/12).;
30 mn: Book size: 1165; Registration: Daqijfaxad; Comments: Ezz2/X- (y/y) BG$2wz 30df (5/14/46) GFY Rhu Gf Bzyhm Oydhy bzz EXVH/EXRY/LE/OEV. VUY+30. HEFv F+210wq zfhz. Efzmh Fzlbv F+195wq zfhz +/-5wq. YyYv 101%. Ghddlh F+3 (5/12).;