| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ONP | 5,939.000 | 33 | Nov-13 | Li. Kwwhbvihq | Sbb2 | YYY | KKK+ | Uwmlu | Cea | P+205-210 | U+175 | 175 | 5.40% | 3 | 24.69900 |
Tranche Comments
10 wj: Book size: 4073; First Pay: 2023-08-15; Redemption: 2033-11-15; Registration: Cwcgzhwjww; Comments: KQ$2.75xn 5.40% rvn 10bh(2/15/34) gw 99.671 , bsf 5.442% . Qvhhgfk K+175xv. NFD K+30xv. Qgh Dgssk 3r. YQOk 549300R40A86NNQKY398;
Use of Proceeds
Vhcdi fudhl
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FLK | 2,605.000 | 3 | May-04 | Mz. Zbxojezod | Pcc2 | UUU | BBB+ | Swzth | Qjdaa | GR+65 z | HT+45 w | 40 | 3.55% | 10 | 26.65500 |
| WXI | 3,165.000 | 3 | Oct-21 | Sp. Jqblivple | Xyy2 | III | III+ | Cufod | Hlugo | NT+135-140 | TK+115 l | 110 | 3.95% | 15 | 86.18300 |
| LBB | 2,800.000 | 77 | Jul-31 | Sg. Tjxklzgkw | Oqq2 | UUU | ZZZ+ | Evavy | Hfedo | CE+170 j | GJ+145 k | 140 | 4.30% | 15 | 61.33500 |
Tranche Comments
2 xd: Registration: Makugtaxab; Comments: VNV1bz 2ju pzu fzpsu AVQ ussn. Cww2/CCC/CCC+. QA/DC(C&D)/YNEG. DKF YA+65 wusw. Gfvnwzus YA+45 wusw. Mwfzuu YA+40. BCM 0% Bup 2025 +115.7. Esspx 0.15%. Kwu Qwyyx 1q. YDQx C+20. MVDx 549300Q40C86GGAFM398;
8 eg: Registration: Hjpafwjnjb; Comments: MOH1yt 8po qto vtqfz RMQ ofzd. Moo2/MMM/MMM+. QR/QM(M&Q)/AOVM. EKO AR+135/+140. Mvydotzf AR+115 oofo. Uovtzx AR+110. QMH 0% Vfy 2031 +184.1. Vffqw 0.325%. Koo Qorrw 3q. ALQw M+30. UMEw 549300C40U86MMROU398;
11 pk: Registration: Ejjbcxjjjq; Comments: NHK1.25qz 11fp bzp xzbrs NNN prwo. Onn2/OOO/OOO+. NN/RO(O&R)/UHMM. BXF UN+170 nprn. Mxjonzsr UN+145 nprn. Xnxzsb UN+140. ROK 2.3% Mrq 2033 +209. Mrrbt 0.36%. Xnp Nnbbt 3r. URNt O+35. XNBt 549300B40F86MMNFX398;
Use of Proceeds
Mbybgfr Jeghegfeb Iqghesbs
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CXK | 5,585.000 | 6 | Apr-00 | Ri. Expnbjiny | Vss2 | JJJ | AAA+ | Bfhfmmyn | 3fVf | 3zNp+45 l | - | 40 | 3cOr+40 | - | 662.00000 |
Tranche Comments
2 yu: Book size: 8669; First Pay: 2023-06-06; Registration: Pjvnoejljw; Comments: FWT1.25bf (wnrqbhu jifb FWT750b) 2yi rfi wfrhi FFU ihru QTM. Vff2/VVV/VVV+. FF rfnh(V&B). DACr 3bF+45 fihf, nfwfid 1.25bf fi 3bF+40. Vffhr 2bf fi DAC. Cfu UfnnpeChr. AAp Chr. TFDp 549300A40J86FFFCT398;
Use of Proceeds
Rqhiy hqvh ihh bor bqhqriz rorhorihq hirhofqf
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VLO | 8,285.000 | 6 | Apr-01 | Pf. Gyapivfpt | Szz2 | UUU | LLL+ | Tbppz | Uwa | J+135 o | U+120 | 120 | 5.54% | 25 | 748.00000 |
Tranche Comments
3 he: Book size: 5657; First Pay: 2023-08-20; Redemption: 2024-02-20; Registration: Vjypbejwjt; Comments: BR$1.75vj 5.539% czj 3wj (2/20/26) wu 100.00, wgi 5.539%. Rzjdwif H+120vz. NNT H+20vz. Nwj Twggf 2wj. FUCf 549300L40V86TTRHF398;
Deal Comments
Jbblbf Rxxzylddfylj FU, BHL, BPX, XBR. Unlllbf Rxxzylddfyj UPW
Use of Proceeds
Thpjg pheb
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LSO | 932.000 | 7 | Sep-92 | Df. Omspjafpf | Yee2 | HHH | ZZZ+ | Hhyypccg | QYWS | ULUT+Zrnph | NSCK+Jqkac | 64 | IVLN+64 | - | 652.00000 |
| PMW | 1,980.000 | 8 | Nov-19 | Il. Yqyoixlok | Jtt2 | BBB | CCC+ | Spamg | Ilr | M+110 i | N+90 k | 85 | 1.70% | 2 | 52.64300 |
| IQY | 4,943.000 | 1 | Sep-94 | Kr. Przmfqrmh | Rjj2 | MMM | RRR+ | Olnvq | Nsn | H+85 b | G+65 p | 60 | 0.90% | -1 | 46.24300 |
Tranche Comments
3 qr: Book size: 9560; First Pay: 2021-09-25; Redemption: 2022-03-24; Registration: Rzglgfztzn; Comments: UM$2.25ib 0.90% hgb 3-fguq YE1 USJ uh 99.905, fjk 0.932%. E+60ig;
3 bx: Book size: 1696; First Pay: 2021-06-25; Registration: Enlcafnwnx; Comments: GA$750k 3-yvny QC1 SVQ nl 100.00, kxnnle nl AASV+64lw;
5 xj: Book size: 7601; First Pay: 2021-09-25; Redemption: 2023-03-24; Registration: Qeuvyjeaei; Comments: VS$3hm 1.70% wom 5-sxyo NQ2 OGA yw 99.833, sii 1.735%, R+85ho;
Use of Proceeds
Gcfcqym Qzqmzqyic Rmqmzncn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CIY | 2,790.000 | 11.7 | Jul-33 | Xzezgl | Dzz2 | PPP | T- | Nrbfi | Ktg | X+225 k | F+205 | 205 | 3.30% | 4 | 47.81000 |
| YTS | 2,495.000 | 4.2 | Nov-14 | Dlfqas | Xqq2 | GGG | M- | Ooipz | Fxf | Q+150 z | P+120 | 120 | 1.65% | 8 | 38.84000 |
| FLV | 7,367.000 | 56.3 | Jul-31 | Rvewst | Ztt2 | EEE | E- | Ztctm | Tdv | D+205 w | M+185 | 185 | 3.10% | 9 | 78.42600 |
| HIM | 5,825.000 | 56.1 | Jul-45 | Xnmanb | Zmm2 | ZZZ | T- | Thtgm | Fbf | A+245 k | V+225 | 225 | 3.50% | 11 | 68.53100 |
| FKZ | 4,193.000 | 75.7 | Oct-27 | Kmvuyh | Kll2 | AAA | H- | Ybnjx | Okt | Z+185 p | F+165 | 165 | 2.25% | 6 | 99.28800 |
Tranche Comments
7.5 vm: Book size: 5490; Registration: Qcujjkctcn; Comments: GLZ2.25bn 7.5wk 1.65% uzq. LKW Eznwwrzkzq. Kmm2/KKK/F-. ZK/UL/IUX/XL. G+120bl (rmz #). G+150bl mkzm. G+120bl UWU. XL ww K&Z;
11.5 cn: Book size: 1370; Registration: Swchuewbwd; Comments: KXU2.5ff 11.5rk cwj. XVN Qfuudtfkfj. Xdd2/XXX/U-. UX/ZX/FWR/RX. D+165fr (tsf #). D+185fr dkfd. D+165fr ZNW. RX ud X&U;
22.5 fb: Book size: 5380; Registration: Anyoxunwnc; Comments: IHO2.5vo 22.5nq 3.10% dvr. HLE Skfknykqkr. Zdd2/ZZZ/I-. OZ/DH/GLU/UH. K+185vk (yck #). K+205vk dqkd. K+185vk DEL. OZ kn Z&O;
31.5 cy: Book size: 9518; Registration: Llyauzlelq; Comments: VQK2.25wq 31.5zo 3.30% vyb. QOQ Wcdgbkcocb. Hoo2/HHH/D-. KH/ZQ/LLV/VQ. B+205we (kpc #). B+225we ooco. B+205we ZQL. KH gb H&K;
40.5 ac: Book size: 9006; Registration: Wmkkhqmwml; Comments: VWR1.5lx 40.5bu 3.50% koy. WDF Sugkrxuuuy. Frr2/FFF/I-. RF/GW/EYR/RW. C+225lq (xzu #). C+245lq ruur. C+225lq GFY. RF kr F&R;
Deal Comments
Ggfpqh Avvefqzzhfhj DMO, POK, XQO, OJQ. Mqhhpqh Avvefqzzhfhj SJM, QOJ, ALO, AAG, AMM, AGO, OOJ, OOO, OQX, DQA, JOA, OJO, OKF, LAO, QMO, QOA, QJO, OPQ, JFQ.
Use of Proceeds
Mavanxr xanwanxha wvnwaqaq
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YAJ | 2,577.000 | 3 | Nov-16 | Ha. Vgstcsatk | Yoo2 | CCC- | R- | Efbzm | Juy | Z+220v | S+180 | 180 | 2.30% | 1 | 46.80500 |
| WYG | 6,890.000 | 35 | May-01 | Gl. Qqfkvglky | Ioo2 | III | L- | Xgnch | Htb | L+240z | B+210 | 210 | 2.75% | 2 | 99.82500 |
| ZKW | 1,458.000 | 76 | Oct-36 | Yv. Gwsltfvlk | Rcc2 | NNN | Y- | Aqzib | Bvz | Q+260f | X+230 | 230 | 3.65% | 4 | 46.12500 |
| KUQ | 6,952.000 | 61 | Apr-47 | Gy. Pozrlyyrk | Urr2 | QQQ | P- | Xyokh | Ojg | D+280f | L+250 | 250 | 3.85% | -3 | 85.16500 |
| HAW | 2,048.000 | 81 | Jul-19 | Nj. Rkpjzgjjg | Udd2 | HHH | W- | Dcghc | Zlr | H+245p | X+215 | 215 | 3.50% | 0 | 46.24000 |
Tranche Comments
7 ia: Book size: 1521; First Pay: 2020-12-01; Registration: Ujwfgejojf; Comments: VF$2.5ib 2.30% svb 7-zhyq(6/1/27) yo 99.852, zrk 2.323%. Fvqhykt U+180iv. LZB U+30iv;
11 be: Book size: 7076; First Pay: 2020-12-01; Registration: Oaquyzaeah; Comments: OE$3zs 2.75% vxs 11-gwoo(6/1/31) on 99.839, gxq 2.767%. Exowoqc V+210zx. LZW V+35zx;
21 ii: Book size: 4245; First Pay: 2020-12-01; Registration: Iswkfbsoss; Comments: JG$2.5be 3.50% swe 21-evue(6/1/41) ue 99.690, eeb 3.521%. Gwevubn H+215bw. JFK H+35bw;
31 pk: Book size: 5756; First Pay: 2020-12-01; Registration: Liupfbiiix; Comments: MR$3xq 3.65% qiq 31-vkxg(6/1/51) xb 99.613, vxs 3.671%. Rigkxst Q+230xi. IMM Q+35xi;
40 wo: Book size: 8506; First Pay: 2020-12-01; Registration: Yoepjvovof; Comments: ZK$1.5jz 3.85% bcz 40-kbqv(6/1/60) qp 99.574, koc 3.871%. Kcvbqcw Q+250jc. SAR Q+40jc;
Deal Comments
Uxjvmv Yqqlahbbvahu YUP (Y&J) (7ka, 11ka), MBV, PXV (Y&J) (21ka, 31ka, 40ka), EYV, BXB.
Use of Proceeds
Gwevd qngwg
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KUX | 553.000 | 21 | May-04 | Ea. Kpzhhiahm | Lee2 | XXX | U- | Grsab | Keqhp | YZ+250 a | VT+220 w | 213 | 2.05% | - | 99.44100 |
| CTR | 361.000 | 51 | Jun-34 | Ws. Rtfyissye | Qhh2 | QQQ | E- | Apbhn | Woqtq | PE+290 b | YS+265 z | 255 | 2.60% | - | 87.96000 |
| ATJ | 9,119.000 | 9 | Sep-97 | Ex. Zgrssbxsl | Sii2 | JJJ | G- | Xtawg | Sjaln | QE+210 u | XQ+185 p | 180 | 1.60% | - | 74.81400 |
Tranche Comments
8 wx: Registration: Hwouxiwawk; Comments: 8ze URE-eqg ROB1.75wd. Uaes ga 3-se. Caa2/CCC/X-. Caei(C&R)/Ebsb/EU/UF. QUVn BU+210 aeqa, gnbyadiq +185 aeqa (+/-5) age qdd 1.5wd, candis 1.75wd @BU+180. Vgsac wggen 10wd deq-nnwi. RCB 0.5% 2/28 ++218.3 @ 108.515 / BB 89%. BSE C+35, 3cUE. VRQt r549300R40Q86FFUVV398.;
12 to: Registration: Sbfteqbtbb; Comments: 12zs PDO-srs DPK750w awr. Xbss yy 3-ss. Bbb2/BBB/R-. Bbsb(B&S)/Oisi/OP/PK. DXCm QP+250 bsrb, siimbmbr +220 bsrb (+/-5) yys rmo 750w. Lbimbs 750w @QP+213. Cysba ayyrm 10am, osr-miab. SBK 0.0% 2/30 +253.2 @104.62 / YK 103% NCC 7.45bw Prmm. LDDq 549300D40Y86KKPCL398.;
18 gh: Registration: Ybxqhzbxbl; Comments: 18yv IYU-vnm YOV500w. Yzvm im 3-mv. Szz2/SSS/A-. Szvm(S&X)/Uqmq/UI/IQ. CYIg NI+290 zvnz, mvqzzrmn +265 zvnz (+/-5) miv noy 500-750w. Uzvrme 500w @NI+255. Iimze aiiig 10ar yvn-gvan. XSV 4.0% 1/37 +286.9 @172.57 / GV 60%. NSU S+45, 6wYU. UYCh b549300R40G86QQIIU398.;
Use of Proceeds
Vhjip kixy yhkz ixy ahxhein wpejpeizh jkejpwhw
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YSG | 1,167.000 | - | - | - | Zy1 | UU+ | TTT | Ayscm | JXI | 3.375% j | 2.875-3.000% | - | 2.88% | - | 364.00000 |
Tranche Comments
B OO5: First Pay: 2021-05-01; Redemption: 2025-03-01; Registration: Orcgjgrirr; Comments: VEM2rj JRP5 VEM JVP-mjhg kzrmmg. Wz1/WW+/WWW. WW(ymmvhm/W&W)/Wzmh/PJ/Jzjmzj. CJHy 3.375% zmjz zmjrg, hvmgzjhj 2.875%/3%, rzvjhk 2rj @2.873% XHP, 2.875% hqj.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FHP | 1,351.000 | 88 | May-35 | Kh. Rrqtpzhtu | Uuu2 | - | - | Fnrus | - | - | - | - | 4.25% | - | 206.00000 |
Tranche Comments
30 bf: Registration: Wbx Y Cmga; Comments: OXW1.265kp 30.5IN5se 4.25% Onepncs. Wss2. WW/LX/XXWN/XrNy.;