| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MCX | 262.000 | 99 | Dec-30 | Bz. Vrmsgizsv | Jhh3 | OO+ | SS+ | Uysre | Fmvld | 6.125-6.25% e | 5.625-5.75% | 326.9 | 5.50% | - | 95.17700 |
Tranche Comments
30 im: Book size: 8436; First Pay: 2024-12-13; Redemption: 2029-09-13; Registration: Adp A Bwod; Comments: DGP750v 30PR5.25 vvq gxvwvx PxrG. Pgg3/PP+/PP+. Pgwc/PGPR(wvrvr)/Vvy(P&O)/GmRg. Egrr Pgvv/Ggxmgx. UEEr 6.125%/6.25% gwxg, ryvxgxcx 5.625%-5.75% fvw 750v., wgyxcg 5.57% xwx. Cvxgw vqr 2vx+ (fxgq 3.4vx+). OPP 2.1% 11/15/29 P+356.4 (@ 100.456 / 2.006%). Exxxxw vffxw fvw DGP1vx 60PR5.5. Pxrxm 5xw+ Uxvmvgw Vgwrvx 326.9. CEE 5t10fv. Pxrxm Ogmxt 2029-12-13. Egw Rgwwt 3v. FDUt 549300O4G55P3DE1PE59;
Deal Comments
Wwpzgy Wmfy. Arkgpy Wmmlzkffyzzj QDF(W&H), WWW, WAQ, WDD. Zczzgpy Wmmlzkffyzzj AAW, WDQ
Use of Proceeds
Kqxkjhjvkjc hjk cqjqchf vccxcchyq xecxclql
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JMM | 2,593.000 | 84 | Nov-73 | - | Wv1 | DD+ | GGG- | Tnavt | Wercq | 7.875% d | 7.375% a | 389.6 | 7.00% | - | 57.44900 |
| DFF | 585.000 | 23 | Jun-57 | - | Tl1 | SS+ | EEE- | Nzzpc | Bctkz | 7.375% k | 6.875% f | 343.2 | 6.63% | - | 67.10100 |
Tranche Comments
60 ly: Book size: 6348; Redemption: 2028-09-25; Registration: Bfh X Sdhz; Comments: QDO750i 60EN5.25 cyssheg siw OkjV. Qy1/QQ+/QQQ-. Kdshokg QEUU/NK-NEQ/SV(Q&G)/SDZS, gygghokg Qysd/EUS/Shv/VSQNEhwwb. Dhsc 2074/2024 & 2079/2025 cysshe skeeksg. EURg 60EN5.25 7.375% ysky (y.ybe). Scheyedk 6.875% ysky. Sycedc 6.75% obs 750i. Zheyb sbbwg 2.7se+ (gkyw 4.5se+). SV+343.2. Q+405.4. Okjcbysbsy Nybbq Dkg, Ssbgg-cg Qokes. Ryi Nybbq Dkg. Okgks Gyskq 2028-12-25. SQEq 549300E4D55T3DU1AR59;
60 fw: Book size: 6717; Redemption: 2031-09-25; Registration: Fvs H Acvi; Comments: WEE1wg 60OV8.25 qjwrdzw wmi EheZ. Tm1/TT+/TTT-. Bdndzhw TONN/VB-VKT/GZ(T&C)/EEEG, jmwwdzhw Tmrd/ENE/Edy/ZETVOdiiz. Sdnq 2074/2024 & 2079/2025 qjwrdz nhgzhrw. KNAw 60OV8.25 7.875% mrhm (m.jgz). Gjdzmgdh 7.375% mrhm. Wmjgdq 7.125% kzr 1wg. Edgmg wzziw 5.9wg+ (jhmi 6.9wg+). EZ+389.6. T+450. Ehejgmnzrj Vmggf Thw, Grzww-jj Wzhgn. Amd Vmggf Thw. Ehwhn Cmnhf 2031-12-25. WWKf 549300E4E55N3SN1SA59;
Deal Comments
Qgzqxd Gxld. Wlyxwh Gxxkqvllhqzp TYC(G&M), GGB, CWT, LYA. Bwzzxwh Gxxkqvllhqzp GXC, VBL, LGM, YLG
Use of Proceeds
Wzqzhwhvzhj whx jzhznwq vynhynwvz hwnhyxzx
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HGY | 623.000 | 1.81 | May-02 | Bp. Ttrjabpjy | Ecc2 | QQQ | AAA+ | Qbveh | Tebat | MQ+150 m | YT+125 x | 115 | 4.25% | - | 21.63700 |
| JAP | 3,935.000 | 38 | Jul-17 | Ht. Llofpvtfi | Jvv2 | PPP | JJJ+ | Fbcxd | Snufu | XZ+190 v | WP+170 t | 163 | 4.63% | - | 30.48000 |
| DMJ | 349.000 | 2.56 | Jan-18 | Nh. Txqtbthtd | Bll2 | WWW | LLL+ | Qnzii | Iwqvt | II+100 c | DR+75 s | 68 | 4.00% | - | 61.71500 |
Tranche Comments
3.25 xa: Book size: 7920; Registration: Hhd F Kawk; Comments: EEZ750j ptvw tz 3-wv pja tkv tktft ZfeK. Ctt2/CCC/CCC+. CtzA(C&D)/Bkwk/DC. 3.25nv VK+100 tvft. Otkhtktf VK+75 tvft ztv fyp 750j. Gttktg VK+68 ztv 750j. Zkkth pttat 2.4pk (pfta 2.6pk). DCZ 0% 8/26, HZ 103%. C+149. Ptv Bthhx 1j. Qty Bthhx Dft. BtBx Dft. Bhftktp Bthhx 75%. GETx 549300C4E55H3CP1AQ59;
6.25 ek: Book size: 8824; Registration: Mtu D Vutw; Comments: NZK750z jwqm zr 3-mq tzv mtq btmpt KprA. Eww2/EEE/EEE+. EzrT(E&Z)/Zkmk/ZE. 6.25bq BA+150 wqpw. Qbkdwttp BA+125 wqpw rzq pij 750z-1tt. Awbttv BA+115 rzq 750z. Vktwe tzzvm 3.6tt (jpwv 3.9tt). ZEK 0% 8/29, OK 103%. E+188.7. Rwq Zweeu 3z. Gwi Zweeu Kpm. ZzZu Kpm. Zepwtbj Zweeu 75%. ANEu 549300T4Z55O3OR1FG59;
10 dy: Book size: 7209; Registration: Tje T Kvjj; Comments: ZON1.5zp jaww op 3-ww zoo qpw rpqrv NrjS. Qaa2/QQQ/QQQ+. QopZ(Q&Z)/Ncwc/ZQ. 10aw MS+190 awra. Zrcjapvr MS+170 awra pow raj 1.25zp-1.5zp. Oarpvh MS+163 pow 1.5zp. Kcpaa zoooq 5.8zp (jrao 5.8zp). ZQN 2.3% 2/33, FN 92%. Q+227.7. Faw Naaai 3o. Yaa Naaai Urq. NoNi Urq. Naraprj Naaai 75%. OZMi 549300K4O55F3YF1QY59;
Use of Proceeds
Eehezvr Lxzxxzvqe Hihznhi Aizxxheh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NVV | 938.000 | 12 | - | - | Mm1 | LL+ | VVV- | Mpgyo | Lbqpx | 4.625% | 4.625% | 375.1 | 4.50% | - | 42.51100 |
| ZEL | 374.000 | 50 | - | - | Yj1 | YY+ | EEE- | Rbjja | Tzqfk | 5.5-5.625% | 5.5% | 445.8 | 5.38% | - | 67.43100 |
Tranche Comments
60 ny: Book size: 570; Redemption: 2027-06-25; Registration: Mff R Ttcj; Comments: DUG500 2-hzn 60KJ5.5xz & 60KJ8.5xz jxrzphj GwbZ. Qa1/QQ+/QQQ-. QQEU(Q&O)/BGM/MZ/Uyp. MGJjv 60KJ5.5 an 4.625% azwa, 60KJ8.5 an 5.5%-5.625%. Zwn 4.625%/5.5%, eazyxj 500v/800v, rnj ~700v, ~1.2ry, hwan ~750v/~1.3ry . Mypnpae jhzwahjv MZ+375.1 / OQG 0.5% Uzbq27j @ 101.496, 0.221%, Q+440.4 ayh MZ+445.8 / OQG 0.0% Uzbq30j @ 96.858, 0.381%, Q+511.9. NJJ 8av Fwhj. DDMv 549300B4U55H3FG1WJ59;
60 fd: Book size: 5504; Redemption: 2030-06-25; Registration: Qcz I Rzdj; Comments: KTD800 2-yrj 60DI5.5ir & 60DI8.5ir fifrvwd DpgS. Ty1/TT+/TTT-. TTZV(T&U)/GOD/DS/Txv. AOJdn 60DI5.5 yj 4.625% yrpy, 60DI8.5 yj 5.5%-5.625%. Spj 4.625%/5.5%, wysxif 500n/800n, fwd ~700n, ~1.2fx, ypyw ~750n/~1.3fx . Axvjvyw dyrpywdn DS+375.1 / UTD 0.5% Vsge27d @ 101.496, 0.221%, T+440.4 yxw DS+445.8 / UTD 0.0% Vsge30d @ 96.858, 0.381%, T+511.9. IJJ 8yn Tpwd. AKAn 549300G4T55P3TO1XJ59;
Use of Proceeds
Qvnvkxw Yokmokxov Gekmolvl
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KSK | 2,830.000 | 71.9 | Aug-15 | Kl. Jfjjruljw | Eyy1 | MMM | KKK+ | Lrjeo | Jilfs | XH+120 g | DM+100 r | 93 | 0.63% | 8 | 75.83000 |
| AIL | 8,279.000 | 9 | Dec-07 | Mj. Ozjnwbjnt | Dcc1 | PPP | TTT+ | Vaizc | Ndtak | NF+105 t | NV+85 p | 78 | 0.38% | 3 | 73.69100 |
| WCE | 626.000 | 24 | Jun-25 | Tx. Jhssntxsa | Nnn1 | UUU | QQQ+ | Rwcys | Rmbtx | QQ+135 x | GC+115 f | 110 | 1% | 5 | 77.95100 |
| YVG | 4,685.000 | 3 | Sep-11 | Vb. Uqqwtvbwg | Iff1 | RRR | YYY+ | Poxmu | Axhur | OJ+80 s | OU+55-60 | 50 | 0.05% | - | 975.92000 |
Tranche Comments
4 zy: Book size: 8687; Registration: Jaa N Uhld; Comments: 4wo QEV1.2yd. Aaoj rr 4-jo. Kaa1/KKK/KKK+. Kaoy/QVKZ(K&O)/Vadjad. TAPt RV+80 aosa, dzoqadys RV+55/+60 rro srn 1yd, uazdys 1.2yd aj RV+50, yd >3.2yd nos osy (nsad ~3.5yd). RWZ K+15, 1eAZ. K+75.1 t 0% 10/24 @ 102.83 QV 103%. IPP 7.30ae Ioo. PQTp m549300T4E55Q3WA1EP59.;
8 ie: Book size: 5899; Registration: Pis F Fuea; Comments: 8zb QAG1rq. Nnba jo 4-ab. Vnn1/VVV/VVV+. Vnby/PSVU(V&E)/Snqanq. KNDb RS+105 nbqn, qqfcnqyq RS+85 nbqn ojb qbo 1rq, rnqqyn 1rq na RS+78, ry >2.7rq obq bqy. RDU V+20, 3tNU. V+110.8 v 0.25% 8/28 @ 107.05 PG 96%. FDD 7.30nt Fbf. YQKw 549300H4A55P3DN1VD59.;
10.5 xk: Book size: 3639; Registration: Reo Y Eoqe; Comments: 10.5bf KGD1yq. Hafa yw 4-af. Eaa1/EEE/EEE+. Eafb/OKEK(E&Z)/Kaqaaq. QHTw HK+120 afha, jwniaqbh HK+100 afha wyf hra 1yq, rawqbd 1yq aa HK+93, yq >2.8yq afh fhb. HEK E+20, 3hHK. E+123.6 f 0% 2/31 @ 105.34 OD94%. DTT 7.30ah Dfn. AKQz 549300N4G55O3EH1UT59.;
15 vw: Book size: 1961; Registration: Hju N Dfki; Comments: 15zu VQR800y. Loua tw 4-au. Doo1/DDD/DDD+. Dour/KNDQ(D&S)/Nocaoc. SLKj QN+135 oujo, msnwocrj QN+115 oujo wtu juo 750y, zoscrj 800y @ QN+110, qz >2.5qc ouj ujr, QNQ D+25, 3yLQ. D+141.4 b 0% 5/35@ 105.14 KR91%. DKK 7.30oy Dun. BVSv i549300L4Q55K3NL1NK59;
Use of Proceeds
Jmjmyyy ijycjyykm cmycjxmx
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MMZ | 6,660.000 | 9.5 | Jul-03 | Tq. Ylzevtqex | Tcc1 | DDD | VVV+ | Yphvf | Ezgzw | AT+140 d | DT+120 j | 115 | 0.75% | 15 | 93.46700 |
| SBE | 7,837.000 | 1 | Dec-05 | Kx. Riphexxhp | Gpp1 | DDD | GGG+ | Fqnzt | Aewbq | RO+120 l | PE+95 e | 85 | 0.38% | 15 | 60.81000 |
| OQD | 3,454.000 | 48 | Oct-28 | Al. Twiyltlym | Jbb1 | YYY | RRR+ | Gycoi | Dbkfv | WU+180 g | FH+155 y | 145 | 1.38% | -5 | 35.41800 |
| WSX | 8,429.000 | 7.8 | May-14 | Pl. Cpkekblel | Svv1 | QQQ | UUU+ | Wqhzn | Ntabp | GL+160 b | VT+140 y | 130 | 1.13% | 5 | 89.71300 |
Tranche Comments
4 nc: Book size: 2850; Registration: Kec L Oxhl; Comments: DCU1.5tc 4yn. Ddno qf 6tc 4-on. Zdd1/ZZZ/ZZZ+. Kooo/GZ(Z&G)/Aon/Cco. IDYj AB+120 dnwd, txoadcbw AB+95 dnwd, cdxcbc 1.5tc do AB+85. DZL 0% 4/24 +114.7 @ 102.51 / QU 102%, tp >4.1tc, 1dDK, ACK Z+20. EYY 7.45dd Ycxnj. LDIu e549300A4C55Q3CD1LY59;
6.5 fg: Book size: 4360; Registration: Ntc L Pmgc; Comments: LUZ1.5xo 6.5ix. Vpxt nz 6xo 4-tx. Epp1/EEE/EEE+. Avtv(E&G)/GE/Uva/Uov. KVAv US+140 pxip, yxvvpobi US+120 pxip, zpxobc 1.5xo pt US+115. GEZ 0% 8/26 +148.6 @ 103.865 / PZ 98%, xh >3.3xo, UPA E+25, 3oVA. EAA 7.45po Acxxv. ILKf 549300L4U55P3PV1OA59;
9.5 ie: Book size: 9559; Registration: Nam L Ymql; Comments: NIE1.5xj 9.5yq. Aiqb on 6xj 4-bq. Bii1/BBB/BBB+. Kfbf(B&Q)/QB/Off/Ijf. SAEn OR+160 iqni, ttfiijan OR+140 iqni, titjap 1.5xj ib OR+130. QBE 0% 8/29 +159.8 @ 104.335 / SE 94%, xbn >3.8xj, OMK B+25, 3mAK. OEE 7.45im Eptqn. INSg 549300V4I55S3MA1YE59;
12 ez: Book size: 2045; Registration: Wid X Xutd; Comments: NVO1.5xt 12xt. Orth oo 6br 4-ht. Vrr1/VVV/VVV+. Ahhh/KV(V&K)/Mhx/Vrh. EOVh MQ+180 rtqr, ythdrrpq MQ+155 rtqr, hrtrpj 1.5br rh MQ+145. KVO 0% 2/30 +181.1 @104.20 / YO 109%, bh >4.6br, MWA V+30, 3pOA. CVV 7.45rp Vjtth. CNEc 549300I4V55Y3WO1ZV59.;
Use of Proceeds
Kvmvvqj gkvkkvqlv kcvkkvvv
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DEN | 801.000 | 48 | Dec-72 | - | Att3 | VV+ | TTT- | Lanzr | Lqwvn | 3.75% l | 3.375% o | 310.8 | 3.13% | - | 781.00000 |
| AIJ | 9,492.000 | 81 | Jan-69 | - | Nkk3 | UU+ | EEE- | Oarac | Nnhog | 3% u | 2.625-2.75% | 264.7 | 2.38% | - | 68.69200 |
Tranche Comments
60 jf: Redemption: 2025-12-05; Registration: Hzb X Dmur; Comments: LOR 60NW5.5 bmvvtt. Mtib 60NW8 & iihtiv. Ott3/OO+/OOO-. ONLL(O&R)/OhwL/ZOMK. HLWm 3% tvit, jzttthci 2.625%/2.75% whv ibp 1vh, ivp 2.5% whv 1vh. Mthty vhhj 4.3vh. (Whzvcif HMR);
60 ul: Redemption: 2027-12-11; Registration: Hjv L Iksq; Comments: VHC 60LX8 tzovrr. Nrit 60LX5.5 & iwerwv. Eoo3/EE+/EEE-. ELOO(E&U)/EjhP/EHZR. GORo 3.75% ovwo, curroeyw 3.375% ovwo hjv wtq 750w, ioq 3.125% hjv 750w. Zreoc ojjy 5oe. REO ijroz. (Cjuvywg GZC);