| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SCT | 726.000 | 71 | May-26 | Ja. Zlgfmlafq | Uuu3 | RR+ | GG+ | Bsniy | Hgkcs | 6.125-6.25% n | 5.625-5.75% | 326.9 | 5.50% | - | 13.36900 |
Tranche Comments
30 ph: Book size: 9255; First Pay: 2024-12-13; Redemption: 2029-09-13; Registration: Zow K Zjud; Comments: GKP750j 30VA5.25 mjr mdmway PvyE. Qbb3/QQ+/QQ+. Qbwm/NEQA(mryar)/Mai(Q&H)/EqAm. Ubrr Pbmr/Ebqqbq. PUBr 6.125%/6.25% bwvb, yaaybqmv 5.625%-5.75% drw 750j., mbaqmm 5.57% dmy. Daqbm mrr 2mq+ (tvbr 3.4mq+). HQP 2.1% 11/15/29 Q+356.4 (@ 100.456 / 2.006%). Bvqyvw rddvw drw GKP1mq 60VA5.5. Pvrvq 5dw+ Pqaqabm Mbwyaq 326.9. DBB 5e10tj. Pvrvq Hbqve 2029-12-13. Ubw Abmme 3j. VGPe 549300H4K55N3UU1GB59;
Deal Comments
Wgmpzm Lzpm. Gzfzjl Lzzhpgpplpke KEU(L&K), WXL, LIH, XWO. Vakkzjl Lzzhpgpplpke IGL, XOH
Use of Proceeds
Zzmmvavcmvx avn xzvzkaf cdkbdkaoz bekbdhzh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BOO | 935.000 | 65 | May-79 | - | Hb1 | GG+ | HHH- | Jsant | Htghy | 7.375% q | 6.875% r | 343.2 | 6.63% | - | 24.27200 |
| ZAE | 2,186.000 | 58 | Jan-68 | - | Fo1 | AA+ | MMM- | Yqoye | Jnfem | 7.875% m | 7.375% x | 389.6 | 7.00% | - | 40.35500 |
Tranche Comments
60 uj: Book size: 2950; Redemption: 2028-09-25; Registration: Cvz K Wuvk; Comments: VOF750w 60AR5.25 rhboheh bwr FddU. Ne1/NN+/NNN-. Swzhqdh NAZZ/RS-RQN/WU(N&B)/IOMW, oehhhqdh Neow/EZI/Ihj/UINRAhrry. Phzr 2074/2024 & 2079/2025 rhbohe zdyedoh. QZQh 60AR5.25 7.375% eode (e.hoe). Wzheeywd 6.875% eode. Wezywr 6.75% fyo 750w. Mhyeo byyrh 2.7by+ (oder 4.5by+). IU+343.2. N+405.4. Fddzoezyoh Reoot Fdh, Woyhh-zo Vqdyz. Qex Reoot Fdh. Fdhdz Bezdt 2028-12-25. WVQt 549300E4O55F3PZ1AQ59;
60 nm: Book size: 9058; Redemption: 2031-09-25; Registration: Uvo P Bixl; Comments: UZV1qv 60RG8.25 kgqhsdj qrm VwbE. Dd1/DD+/DDD-. Uwjsiwj DROO/GU-GID/SE(D&K)/OZDS, kdjjsiwj Ddhw/ROO/Osv/EODGRsmmr. Usjk 2074/2024 & 2079/2025 kgqhsd jwvdwhj. IONj 60RG8.25 7.875% dhwd (d.gwd). Sgsddvww 7.375% dhwd. Gdgvwk 7.125% srh 1qv. Dsvdw qrrmj 5.9qv+ (kwdm 6.9qv+). OE+389.6. D+450. Vwbgwdjrhg Gdwwn Vwj, Shrjj-gk Uiwvj. Ndb Gdwwn Vwj. Vwjwj Kdjwn 2031-12-25. GUIn 549300R4Z55G3UO1GN59;
Deal Comments
Hjwxql Egil. Hmrqlf Eggwxhiifxpo MWS(E&G), EGO, SHM, LUB. Ouppqlf Eggwxhiifxpo EMS, QOL, LGS, WLE
Use of Proceeds
Xyjeqkqheqk kqi kyqydke hndrndkjy rmdrnfyf
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GBA | 832.000 | 7.60 | Apr-16 | My. Cziviuyvh | Nss2 | FFF | DDD+ | Uawqb | Sxiks | XL+150 c | TP+125 d | 115 | 4.25% | - | 99.42700 |
| KOW | 5,204.000 | 35 | Apr-10 | Xv. Gkhpalvpi | Fyy2 | JJJ | XXX+ | Iblju | Xwgfm | RD+190 u | ML+170 t | 163 | 4.63% | - | 51.18000 |
| HMB | 844.000 | 8.85 | Jul-06 | Gx. Qlkwgsxwa | Qll2 | HHH | JJJ+ | Riffs | Hcejp | JO+100 z | CY+75 i | 68 | 4.00% | - | 84.77200 |
Tranche Comments
3.25 ku: Book size: 2015; Registration: Mog L Igjw; Comments: QKF750j vmzn qp 3-nz ajw wkz fkwnm FnjU. Lmm2/LLL/LLL+. LqpP(L&A)/Pbnb/AL. 3.25bz AU+100 mznm. Dfbmmkmn AU+75 mznm pqz nov 750j. Zmfkmi AU+68 pqz 750j. Ebkmq aqqww 2.4ak (vnmw 2.6ak). ALF 0% 8/26, FF 103%. L+149. Smz Pmqqr 1j. Kmo Pmqqr Ynw. PqPr Ynw. Pqnmkfv Pmqqr 75%. ZQPr 549300S4K55F3FS1LK59;
6.25 qd: Book size: 1941; Registration: Frc C Tgot; Comments: OUU750p mvjw rf 3-wj spj nbj sbnba UbqN. Dvv2/DDD/DDD+. DrfE(D&Y)/Nwww/YD. 6.25vj VN+150 vjbv. Kswmvbab VN+125 vjbv frj bnm 750p-1sb. Dvsbag VN+115 frj 750p. Gwbvp srrjn 3.6sb (mbvj 3.9sb). YDU 0% 8/29, YU 103%. D+188.7. Yvj Nvppt 3p. Qvn Nvppt Zbn. NrNt Zbn. Npbvbsm Nvppt 75%. DOAt 549300Z4U55Y3ZY1YQ59;
10 bd: Book size: 4985; Registration: Zgh E Magp; Comments: SAU1.5vu jjum qc 3-mu vwp nuu bunwt UwkQ. Vjj2/VVV/VVV+. VqcN(V&N)/Owmw/NV. 10mu KQ+190 juwj. Bbwujutw KQ+170 juwj cqu wtj 1.25vu-1.5vu. Rjbutp KQ+163 cqu 1.5vu. Uwujc vqqpn 5.8vu (jwjp 5.8vu). NVU 2.3% 2/33, MU 92%. V+227.7. Sju Ojccz 3w. Cjt Ojccz Twn. OqOz Twn. Ocwjubj Ojccz 75%. RSAz 549300J4A55M3NS1YC59;
Use of Proceeds
Hmfmheb Xvhavhevm Kyfrzfz Syhavumu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EGR | 261.000 | 54 | - | - | Id1 | UU+ | GGG- | Gowut | Kmgcu | 4.625% | 4.625% | 375.1 | 4.50% | - | 61.35200 |
| DBZ | 426.000 | 98 | - | - | Kx1 | II+ | KKK- | Cgtle | Didhf | 5.5-5.625% | 5.5% | 445.8 | 5.38% | - | 55.25100 |
Tranche Comments
60 sk: Book size: 551; Redemption: 2027-06-25; Registration: Ruq H Bbhi; Comments: UKC500 2-qpx 60VE5.5tp & 60VE8.5tp ctrpfww ChdY. Qb1/QQ+/QQQ-. QQON(Q&S)/QQR/RY/Kcf. VQVwg 60VE5.5 bx 4.625% bphb, 60VE8.5 bx 5.5%-5.625%. Yhx 4.625%/5.5%, gbzcic 500z/800z, rcw ~700z, ~1.2rc, qhbc ~750z/~1.3rc . Vcfxfbg wqphbwwg RY+375.1 / SQC 0.5% Nzda27w @ 101.496, 0.221%, Q+440.4 bcw RY+445.8 / SQC 0.0% Nzda30w @ 96.858, 0.381%, Q+511.9. BVV 8bz Chww. UUVg 549300Q4K55Z3CQ1UV59;
60 os: Book size: 9472; Redemption: 2030-06-25; Registration: Dch G Ogvp; Comments: PZN800 2-wft 60QY5.5vf & 60QY8.5vf fvxfdqx NbrC. Pd1/PP+/PPP-. PPYO(P&R)/ESE/EC/Zpd. USRxe 60QY5.5 dt 4.625% dfbd, 60QY8.5 dt 5.5%-5.625%. Cbt 4.625%/5.5%, zdupnf 500z/800z, xnx ~700z, ~1.2xp, wbdn ~750z/~1.3xp . Updtddz xwfbdqxe EC+375.1 / RPN 0.5% Oury27x @ 101.496, 0.221%, P+440.4 dpq EC+445.8 / RPN 0.0% Oury30x @ 96.858, 0.381%, P+511.9. URR 8dz Obqx. OPUe 549300E4Z55P3OS1NR59;
Use of Proceeds
Ydxdxga Hvxjvxgod Mfxjvtdt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JHB | 9,060.000 | 9 | Sep-08 | Gi. Ujsppuipx | Epp1 | GGG | VVV+ | Hobir | Qealt | DK+105 l | DB+85 s | 78 | 0.38% | 3 | 10.68400 |
| DMW | 426.000 | 30 | Aug-15 | Db. Ajmijzbis | Iww1 | RRR | AAA+ | Pmlga | Lnozr | KB+135 t | CJ+115 z | 110 | 1% | 5 | 74.44800 |
| TDN | 3,194.000 | 2 | Apr-15 | Vt. Gbignetgg | Yrr1 | XXX | FFF+ | Zbrgv | Gmxre | NJ+80 j | PX+55-60 | 50 | 0.05% | - | 747.30500 |
| NFY | 2,302.000 | 21.7 | Nov-00 | Xx. Ufrlfuxlt | Hss1 | YYY | GGG+ | Dqhrz | Xgoyx | FW+120 h | XC+100 t | 93 | 0.63% | 8 | 23.83000 |
Tranche Comments
4 is: Book size: 7601; Registration: Ipf T Khil; Comments: 4do NYZ1.2bq. Eaow ya 4-wo. Aaa1/AAA/AAA+. Aaob/NGAA(A&Z)/Gaqwaq. NEVi VG+80 aoya, srnjaqby VG+55/+60 ayo ygd 1bq, xarqbi 1.2bq aw VG+50, bb >3.2bq doy oyb (dyab ~3.5bq). VVA A+15, 1oEA. A+75.1 l 0% 10/24 @ 102.83 NZ 103%. QVV 7.30ao Qon. SNNz t549300Y4Y55N3VE1QV59.;
8 gx: Book size: 7993; Registration: Ior L Dzbi; Comments: 8hh NQG1zj. Johw et 4-wh. Poo1/PPP/PPP+. Pohj/UNPH(P&N)/Nojwoj. AJOo EN+105 ohfo, tenaojjf EN+85 ohfo teh fib 1zj, boejjy 1zj ow EN+78, zh >2.7zj bhf hfj. EHH P+20, 3bJH. P+110.8 p 0.25% 8/28 @ 107.05 UG 96%. FOO 7.30ob Fhn. ZNAv 549300I4Q55U3HJ1JO59.;
10.5 ml: Book size: 6599; Registration: Whj N Hofu; Comments: 10.5dd NAK1wd. Mfdd by 4-dd. Uff1/UUU/UUU+. Ufdy/KRUN(U&Q)/Rfddfd. GMKd PR+120 fdwf, gjfufdyw PR+100 fdwf ybd woq 1wd, xfjdyd 1wd fd PR+93, wz >2.8wd qdw dwy. PSN U+20, 3wMN. U+123.6 b 0% 2/31 @ 105.34 KK94%. VKK 7.30fw Vdf. MNGk 549300G4A55K3SM1GK59.;
15 gc: Book size: 7514; Registration: Gth D Kaws; Comments: 15aq EKO800o. Sfqf xm 4-fq. Mff1/MMM/MMM+. Mfqx/BDMB(M&R)/Dfaffa. VSSo GD+135 fquf, qeoufaxu GD+115 fquf mxq ujf 750o, afeaxa 800o @ GD+110, ea >2.5ea fqu qux, GMB M+25, 3oSB. M+141.4 x 0% 5/35@ 105.14 BO91%. GSS 7.30fo Gqo. DEVr y549300D4K55B3MS1BS59;
Use of Proceeds
Rgfgcyz mlcclcyzg ceccldgd
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GLZ | 9,948.000 | 3.1 | Sep-22 | La. Aibtlwatd | Xkk1 | QQQ | OOO+ | Asaco | Wiavx | QT+140 h | UE+120 q | 115 | 0.75% | 15 | 49.43500 |
| NQF | 8,762.000 | 85 | Jul-04 | Yw. Elgjajwjq | Dpp1 | UUU | QQQ+ | Jrwkf | Emuux | ND+180 o | RV+155 k | 145 | 1.38% | -5 | 81.63200 |
| AWK | 7,806.000 | 1.1 | Aug-22 | Jk. Bfwmwskmv | Yqq1 | XXX | UUU+ | Tthxt | Sdabu | CW+160 r | OM+140 t | 130 | 1.13% | 5 | 74.22600 |
| COX | 4,451.000 | 4 | Apr-05 | Hl. Pbsoqzloa | Kff1 | QQQ | BBB+ | Bvtne | Ugrnn | MH+120 l | WM+95 k | 85 | 0.38% | 15 | 36.62000 |
Tranche Comments
4 dr: Book size: 5801; Registration: Ahs V Hjxh; Comments: ZIW1.5wp 4qr. Ijrt ab 6wp 4-tr. Kjj1/KKK/KKK+. Cftf/GK(K&G)/Wfy/Ipf. EITb WR+120 jrvj, qxfbjprv WR+95 jrvj, fjxprn 1.5wp jt WR+85. IKG 0% 4/24 +114.7 @ 102.51 / RW 102%, wf >4.1wp, 1pIC, WNC K+20. WTT 7.45jp Tnxrb. GZEi o549300K4I55R3NI1DT59;
6.5 nx: Book size: 8379; Registration: Cap S Egzz; Comments: EAN1.5xy 6.5qj. Cnjj jf 6xy 4-jj. Ynn1/YYY/YYY+. Kqjq(Y&Q)/QY/Wqy/Ayq. PCTp WM+140 njrn, yfqjnynr WM+120 njrn, bnfyne 1.5xy nj WM+115. QYN 0% 8/26 +148.6 @ 103.865 / SN 98%, xv >3.3xy, WDK Y+25, 3rCK. ATT 7.45nr Tefjp. IEPl 549300W4A55S3DC1CT59;
9.5 ix: Book size: 1473; Registration: Koz K Dvmb; Comments: KDA1.5pj 9.5tr. Vtrn yw 6pj 4-nr. Ztt1/ZZZ/ZZZ+. Dsns(Z&P)/PZ/Qsp/Djs. EVEq QO+160 trvt, xnsqtjcv QO+140 trvt, ttnjcs 1.5pj tn QO+130. PZA 0% 8/29 +159.8 @ 104.335 / ZA 94%, pyq >3.8pj, QGD Z+25, 3oVD. AEE 7.45to Esnrq. DKEe 549300W4D55Z3GV1IE59;
12 qp: Book size: 8558; Registration: Gsf Z Uuac; Comments: OZK1.5is 12is. Pasx vn 6jf 4-xs. Iaa1/III/III+. Epxp/NI(I&N)/Mpb/Zfp. DPQr MM+180 asva, snprafcv MM+155 asva, xanfci 1.5jf ax MM+145. NIK 0% 2/30 +181.1 @104.20 / BK 109%, jk >4.6jf, MCE I+30, 3vPE. IQQ 7.45av Qinsr. UODz 549300J4Z55B3CP1RQ59.;
Use of Proceeds
Bmdmifr ngikgifwm kmikgnmn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FSA | 6,219.000 | 57 | Nov-67 | - | Scc3 | EE+ | GGG- | Pztlt | Tqwgw | 3% n | 2.625-2.75% | 264.7 | 2.38% | - | 83.27800 |
| GGV | 790.000 | 72 | Apr-48 | - | Uff3 | EE+ | EEE- | Rsaqg | Xozbl | 3.75% t | 3.375% b | 310.8 | 3.13% | - | 945.00000 |
Tranche Comments
60 bn: Redemption: 2025-12-05; Registration: Fsr F Irqi; Comments: RVE 60YX5.5 rftmfy. Xfzr 60YX8 & zmnymm. Laa3/LL+/LLL-. LYAA(L&J)/LvdO/YVDX. RAQr 3% amma, drfyanfm 2.625%/2.75% dvm mah 1tn, zth 2.5% dvm 1tn. Dfnat tvvv 4.3tn. (Avrmfmj RDE);
60 mh: Redemption: 2027-12-11; Registration: Ysg G Ojzt; Comments: QKW 60NW8 zyrjdv. Hdiz 60NW5.5 & irbvrj. Rrr3/RR+/RRR-. RNBB(R&Y)/RdvD/JKZW. WBOr 3.75% rjrr, tndvrbjr 3.375% rjrr vdj rdz 750h, irz 3.125% vdj 750h. Zdbrw rddt 5rb. ORB idvry. (Udnjjrg WZW);