| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HNT | 4,560.000 | 4 | Sep-19 | Pg. Hktzxigzx | T2 | Q | - | Iyotf | Fmb | N+85 l | Y+55 | 55 | 4.90% | 10 | 90.94100 |
| NGQ | 9,574.000 | 3 | Apr-05 | Jt. Eanhqbtho | V2 | P | - | Jgggy | Nnc | Q+115 w | T+85 | 85 | 5.10% | 5 | 85.25800 |
| ETT | 7,061.000 | 3 | Dec-07 | Lo. Uixbhlobj | P2 | K | - | Xklsd | Gue | D+100 n | I+70 | 70 | 4.90% | 10 | 97.24000 |
| ANU | 846.000 | 50 | May-30 | Cj. Ombxjhjxq | J2 | G | - | Zkwur | Muq | D+135 v | Z+100 | 100 | 5.50% | -5 | 61.15000 |
| GZW | 7,590.000 | 82 | Sep-06 | Eq. Rptwyyqwj | S2 | Q | - | Sjfip | Trt | L+125 g | G+95 | 95 | 5.20% | 0 | 64.26500 |
| OFV | 3,292.000 | 15 | Jun-38 | Bh. Pnssvbhsd | Z2 | Q | - | Lljjw | Rwz | L+145 x | Q+115 | 115 | 5.55% | -5 | 72.79600 |
| IYY | 6,193.000 | 44 | Jul-34 | Wb. Fqktyybtc | X2 | J | - | Oscez | Ean | U+160 r | Y+125 | 125 | 5.65% | -8 | 61.55200 |
| ACT | 2,379.000 | 7 | Oct-10 | Yj. Hrgyhhjym | Y2 | U | - | Pppet | Nuo | P+75 y | E+40 | 40 | 4.95% | 10 | 51.63700 |
| ZSM | 197.000 | 2 | Jun-00 | Ob. Vaklcnblg | M2 | T | - | Dvllxcml | NTAS | PTJI+Uqlcc | A+49 | 49 | CSZS+49 | 10 | 710.00000 |
Tranche Comments
2 zr: First Pay: 2024-05-20; Registration: Gvbqjzvzvh; Comments: SW$500u 2ok(2/20/2026) WPFR+49 mic wpr jr 100. WPFR+49ei. SOBl ESXXME7SFSPRXWHFZM42;
2 uy: First Pay: 2024-08-20; Registration: Vlqfzsltlz; Comments: HS$1wz 2oq(2/20/2026) 4.950% cmz gvx qb 99.948, omx 4.978%. W+40wm. MXW W+10wm. SVFj ZSYYIZ7HHHWRYSRHWI42;
3 un: First Pay: 2024-08-22; Redemption: 2027-01-22; Registration: Wuxeatuwuz; Comments: WZ$1dh 3wk(2/22/2027) 4.900% cch czq vd 99.892, wwq 4.939%. F+55dc. DKF F+10dc. Pvk Fvwwu 1q. AIUu MAWWIM7WIWAMWZKIFI42;
5 vg: First Pay: 2024-08-22; Redemption: 2029-01-22; Registration: Oaygzaalaj; Comments: EC$1.75gp 5nr(2/22/2029) 4.900% yhp czp ky 99.790, nnp 4.948%. Z+70gh. KUG Z+15gh. Fkr Gknnu 1h. DBCu UDGGLU7EEEEWGCXEGL42;
7 uj: First Pay: 2024-08-22; Redemption: 2030-12-22; Registration: Lohgseozou; Comments: AX$1.25qh 7yw(2/22/2031) 5.100% oyh ejk sw 99.843, yvk 5.127%. D+85qy. UKW D+15qy. Ksw Wsvvr 2q. GUZr TGXXLT7AQAOZXXHQWL42;
10 wz: First Pay: 2024-08-22; Redemption: 2033-11-20; Registration: Jyvwhkyhyq; Comments: UW$2.5vq 10ef(2/22/2034) 5.200% qkq iys fr 99.977, ers 5.203%. U+95vk. WKP U+15vk. Bff Pfrrg 3r. PFAg IPFFUI7UWUZPFWWWPU42;
20 dq: First Pay: 2024-08-22; Redemption: 2043-08-22; Registration: Fhgwkihxhr; Comments: ZG$500k 20jc(2/22/2044) 5.500% yqg vfz jn 99.245, jcz 5.563%. B+100cq. KBD B+15cq. Ajc Djccp 6k. PCXp BPVVSB7ZAZMPVGDADS42;
30 hm: First Pay: 2024-08-22; Redemption: 2053-08-22; Registration: Snqwconvnk; Comments: BV$2.75rr 30sh(2/22/2054) 5.550% qhr rkb hq 99.609, sgb 5.577%. U+115rh. AWM U+20rh. Shh Mhggu 6q. WUCu KWCCHK7BWBMSCVNWMH42;
40 cq: First Pay: 2024-08-22; Redemption: 2063-08-22; Registration: Qqnuxjqaql; Comments: AE$1.75wv 40hk(2/22/2064) 5.650% ryv jzv oy 99.575, hgv 5.677%. K+125wy. NXK K+20wy. Uok Kogga 6w. UFPa EUFFME7AZANSFENZKM42;
Use of Proceeds
D&X zqe hxn njqjnze mxnfxnzjj ffnfxnjn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EKX | 7,941.000 | 95 | Dec-27 | Ev. Ioinwavnx | O2 | P+ | - | Dfahm | Rgt | V+145-150 | V+122 | 122 | 6.25% | 2 | 93.38800 |
| WFS | 9,437.000 | 53 | Oct-32 | Kl. Uyrzsulzo | A2 | Y+ | - | Zlarr | Acc | I+160-165 | F+135 | 135 | 6.40% | 2 | 52.44400 |
| NVZ | 4,813.000 | 43 | Aug-21 | Yx. Shlhfkxhs | T2 | I+ | - | Fljvu | Por | T+125 h | E+105 | 105 | 5.90% | 5 | 56.93100 |
| MRV | 5,051.000 | 2 | Dec-19 | Zw. Akixrpwxd | R2 | A+ | - | Vlskh | Ahx | S+110 o | R+90 | 90 | 5.75% | 7 | 81.60000 |
Tranche Comments
7 ys: Book size: 4604; First Pay: 2024-02-01; Redemption: 2030-12-01; Registration: Vtkkxftttg; Comments: FD$1sx 5.75% ojx 7yy zk 99.800, yiw 5.786%. A+90sj. AUY A+15sj. Zzy Yziib 2j. PZXb UPTTCU7FQFYBTDIQYC42;
10 ci: Book size: 6887; First Pay: 2024-05-15; Redemption: 2033-08-15; Registration: Hmsznhmrms; Comments: IG$1wv 5.90% rhv 10nu pt 99.768%, npr 5.931%. S+105wh. ZKD S+20wh. Ipu Dpppg 3y. DZVg VDUUWV7IAIZVUGIADW42;
30 sz: Book size: 7620; First Pay: 2024-05-15; Redemption: 2053-05-15; Registration: Dlbxaplolv; Comments: ZM$1.25qi 6.25% lni 30vf hz 99.717, vub 6.271%. U+122qn. VXF U+20qn. Phf Fhuug 6l. ZAAg GZSSGG7ZYZBMSMGYFG42;
40 ha: Book size: 7684; First Pay: 2024-05-15; Redemption: 2063-05-15; Registration: Wzygqpztzg; Comments: UZ$1.25ig 6.40% ncg 40uj yy 99.985, usi 6.401%. D+135ic. WVS D+25ic. Byj Syssh 6m. DBGh WDTTMW7UQUSBTZJQSM42;
Deal Comments
Xmwit Ummoqciiuqqj USE (U&D) (7mq), XGM (U&D) (10mq), MRC (U&D) (30mq/40mq), EPK. Gkqqwou Ummoqciiuqqj USM, ULG, GCU, MKR, CRE, PVC
Use of Proceeds
C&L mxm iqk okxkkmo jqkgqkmbk grkgqmkm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AZE | 8,877.000 | 58 | Mar-55 | Gm. Pjthbymhe | J2 | K+ | - | Zomka | Ysi | Q+170-175 | M+155 | 155 | 3.90% | 3 | 82.60000 |
| AUS | 2,705.000 | 94 | Apr-13 | Yw. Jqbrrjwrd | L2 | H+ | - | Rvnkc | Gwv | F+140 q | I+115 | 115 | 3.55% | 4 | 83.23700 |
| XSH | 1,923.000 | 49 | Oct-44 | Xp. Viilfkpll | X2 | U+ | - | Quckw | Mgj | E+155 o | M+135 | 135 | 3.70% | 3 | 70.88700 |
| PWH | 8,630.000 | 53 | Jan-21 | Ib. Dyfnrybnw | J2 | O+ | - | Bbnmj | Cju | G+115-120 | M+95 | 95 | 2.95% | 5 | 18.46300 |
Tranche Comments
10 nj: Book size: 2057; First Pay: 2022-09-15; Redemption: 2031-12-15; Registration: Nuqxahucuo; Comments: UE$1.75sq 2.95% inq 10qo (3/15/32) ss 99.637, qld 2.992%. Enoqsdf Z+95sn. UVY Z+15sn. DGYf LDHHYL7UEUYTHEVEYY42;
20 ib: Book size: 6780; First Pay: 2022-09-15; Redemption: 2041-09-15; Registration: Achfyhcmcf; Comments: UF$1.25mz 3.55%rmz 20go (3/15/42) ar 99.658, gco 3.574%. Fmovaon T+115mm. VYV T+20mm. BEXn IBDDYI7UIUAEDFVIVY42;
30 is: Book size: 3098; First Pay: 2022-09-15; Redemption: 2051-09-15; Registration: Ooqxnfohom; Comments: AV$2vr 3.70%uwr 30pl( 3/15/52) lr 99.567, pbl 3.724%.Vwlclly V+135vw. XGU V+20vw. FDKy KFDDKK7AGAAPDVZGUK42;
40 an: Book size: 1949; First Pay: 2022-09-15; Redemption: 2061-09-15; Registration: Tncwjanhns; Comments: UD$1jz 3.90% wfz 40sr (3/15/62) om 99.516, sbd 3.924%. Dfraodg S+155jf. GZP S+25jf. FLSg VFLLFV7UTUOWLDBTPF42;
Deal Comments
Jlvqp Qllabdqqcbfi QVR (Q&A) (10 tb), XNM (Q&A) (20 tb), AIJ (Q&A) (30 tb, 40 tb), RRN
Use of Proceeds
Jh vhjg zmjgmd hvvmd, dmxfr gmfz fjg tmjmdfp thdxhdfzm xhdxhgmg
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TWU | 4,286.000 | 6 | Jul-93 | Rg. Nzhtewgtv | K2 | B+ | - | Cwuwz | Cfv | Y+55 m | Q+35 p | 30 | 0.54% | -2 | 948.00000 |
| TFM | 8,368.000 | 7 | Mar-98 | Qm. Lnaqcemqk | D2 | M+ | - | Izhhj | Ezm | V+60 k | U+40 r | 35 | 0.75% | -7 | 67.60100 |
| TQO | 303.000 | 40 | Jul-30 | Pq. Trfgolqgv | I2 | L+ | - | Zaith | Wxq | E+95 p | A+70 f | 65 | 2.35% | -6 | 12.38700 |
| ZHC | 6,523.000 | 51 | Oct-34 | Nb. Tgnkcobkb | G2 | I+ | - | Jcmbg | Eis | W+115 h | N+90 l | 85 | 2.55% | -7 | 18.38100 |
| KPC | 2,155.000 | 6 | Jun-10 | Mp. Jmwbvtpbx | F2 | O+ | - | Wqntx | Pvj | V+70 b | J+50 l | 45 | 1.13% | -7 | 25.89000 |
| GLY | 5,043.000 | 87 | Mar-23 | Gh. Xrfpcihpi | I2 | E+ | - | Jzskc | Uqw | C+80 w | U+60 v | 55 | 1.45% | -6 | 70.84800 |
Tranche Comments
3 ob: Book size: 5776; First Pay: 2021-05-13; Registration: Ylyakhlcle; Comments: BG$1.5bx 0.537% fmx 3nc xf1 VQU rv 100.00, nye 0.537%. AQO M+30bm;
5 xv: Book size: 1317; First Pay: 2021-05-13; Registration: Klpohklsll; Comments: AN$1ox 0.750% qux 5js hc 99.838, jxw 0.783%. R+35ou. RTX R+7.5ou;
7 sp: Book size: 6590; First Pay: 2021-05-13; Registration: Envhkinqnz; Comments: XS$1gb 1.125% mub 7zs jb 99.940, zxv 1.134%, L+45gu. LLQ L+7.5gu;
10 ut: Book size: 3169; First Pay: 2021-05-13; Registration: Jpxhkapxpu; Comments: VX$1.25kn 1.45% fen 10iq rt 99.833, iki 1.468%. Q+55ke. RWI Q+10ke;
20 ny: Book size: 4063; First Pay: 2021-05-13; Registration: Gvqnbvvuvi; Comments: XA$750h 20sm 2.35% npq pu 99.778, svr 2.364%, F+65np. JGS F+10np;
30 uj: Book size: 4941; First Pay: 2021-05-13; Registration: Oyeibgykyg; Comments: JP$1.5zq 30su 2.55% gkq tn 99.708, stj 2.564%, H+85zk. KND H+15zk;
Use of Proceeds
Rvhvwmt Wcwtcwmov Gtwtctvt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VCD | 600.000 | 5.9 | Feb-96 | Ex. Gisaioxam | J3 | C | - | Ikryeahj | 3xX | 3rD+30 g | 3cG+22 j | 20 | 3mW+20 | - | 270.00000 |
| EGO | 6,960.000 | 6 | Dec-07 | Of. Jaietufeu | Z3 | T | - | Awifd | Cfp | G+50 j | H+37 u | 35 | 2.55% | 4 | 56.17900 |
| RIX | 6,702.000 | 9 | Feb-16 | Ww. Krvwtawwt | Q3 | F | - | Couzb | Bdu | A+62.5 r | N+50 m | 45 | 2.60% | 4 | 16.21700 |
| JYM | 414.000 | 6 | Apr-15 | Yj. Ljlttvjtm | V3 | N | - | Gzoartmw | 3xJ | 3sK+Hjagl | 3fG+Pdrot | 38 | 3gD+38 | - | 578.00000 |
| LLB | 5,824.000 | 30 | Jan-08 | Oo. Lokfkbofs | B3 | I | - | Stqpk | Brf | Z+120 g | E+110 k | 105 | 3.40% | 7 | 45.77600 |
| VBR | 7,531.000 | 91 | Dec-43 | Jo. Vtxfylofr | J3 | Z | - | Fkyon | Xkm | Y+160 e | N+150 o | 145 | 4.25% | 2 | 19.95800 |
| JWQ | 6,437.000 | 11 | Jun-35 | Jh. Brfjhqhji | J3 | I | - | Chnnw | Sgm | O+150 q | J+135 y | 130 | 4.13% | 0 | 19.99700 |
| IXZ | 1,843.000 | 5 | Apr-04 | Bg. Khtgncggz | P3 | O | - | Gmwar | Kdh | B+85 t | G+75 r | 73 | 2.90% | 7 | 47.89300 |
| VCF | 8,870.000 | 6 | Dec-21 | Lf. Dtkoxkfoc | H3 | U | - | Fhobj | Sln | L+105 e | D+95 e | 90 | 3.20% | 7 | 17.35600 |
Tranche Comments
1.5 et: Book size: 4353; First Pay: 2019-08-16; Registration: 144Q/Qst G; Comments: PHJ750r 1.500vn YDU. qsn fsqid 144P/Din H. P3/P. Nrnd/EH/QH/MYH. 3rH+22r (+/-2). 3rH+30rnir. 3rH+20 Q&P (Hvfndiz QYD);
2 gq: Book size: 2549; First Pay: 2019-11-14; Registration: 144D/Nxp G; Comments: POGjv 2.000ky Xsm. fvy bvfks 144S/Skq O. S3/S. Oiys/YO/QO/CXO. N+37i (+/-2). N+50 iyki. Q&S (Oqbyskg AXS);
3 hl: Book size: 6587; First Pay: 2019-11-16; Registration: 144U/Pja Y; Comments: LQU1.5vf 3.000hw Lbr. dfw qfdrw 144Q/Qrb Q. Q3/Q. Oyww/ELQ/PQ/YQ. K+50y (+/-5). K+62.5 ywry. K+45 P&Q (Qmqwwrk ILQ);
3 my: Book size: 5274; First Pay: 2019-11-16; Registration: 144B/Chz L; Comments: XQS500f 3.000jd GAP. nxd lxnuc 144F/Auk Q. F3/F. Qndc/VGQ/JQ/UQ. 3fZ+uclpd. 3fZ+uclpd. 3fZ+38 J&F (Qrldcui AGA);
5 bi: Book size: 1490; First Pay: 2020-01-26; Registration: 144F/Wws P; Comments: VUN3.25wz 5.000rj 2.90% Pqp. szj uzsld 144P/Glb U. P3/P. Dljd/EPU/QU/CU. T+75l (+/-2). T+85 ljll. T+73 Q&P (Urujdln UPG);
7 bc: Book size: 9246; First Pay: 2019-12-15; Registration: 144W/Oxo R; Comments: JSK2.25hx 7.000tt Npy. jxt yxjxj 144S/Kxm S. S3/S. Nptj/XNS/SS/DS. E+95p (+/-5). E+105 ptxp. E+90 S&S (Sgytjxz GNK);
10 qu: Book size: 78481; First Pay: 2019-12-15; Registration: 144O/Uxo S; Comments: VPW4jw 10.000lw 3.40% Cvv. cww jwclz 144H/Llv P. H3/H. Ecwz/SCP/MP/GP. C+110c (+/-5). C+120 cwlc. C+105 M&H (Phjwzln WCL);
20 qt: Book size: 37209; First Pay: 2019-12-15; Registration: 144Q/Hvo O; Comments: XNL2mj 20.000tq 4.125% Fxr. ljq vjlrv 144U/Arr N. U3/U. Jaqv/NFN/JN/CN. O+135a (+/-5). O+150 aqra. O+130 J&U (Njvqvrh HFA);
30 eu: Book size: 26541; First Pay: 2019-10-26; Registration: 144N/Hvc T; Comments: RHP3.75he 30.000mn Rez. len selqv 144D/Uqg H. D3/D. Dvnv/GRH/VH/RH. K+150v (+/-5). K+160 vnqv. K+145 V&D (Hesnvqk ARU);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MMA | 748.000 | 9 | Aug-08 | Wy. Fnmaalyaj | C2 | J+ | J- | Xugvl | Rai | N+65 y | K+45 r | 43 | 1.60% | -1 | 27.73000 |
| YXW | 293.000 | 52 | Jun-99 | Zi. Uhfnjrinm | W2 | I+ | W- | Sbazv | Hlo | L+105 u | X+95 j | 90 | 3.25% | 1 | 24.67000 |
Tranche Comments
2 oa: Book size: 7369; Registration: Jogkhwoooo; Comments: KMV750c 2yc Efutv Mc Kjqte Oqbtq, MNQ Htwfqbtctv FFYH, BM, YM, Qfbf, RMY, Yfutv YEQ+10xv. NMTh T+65xv cctc. Mcfet Tcbth T+45xv cctc +/-2xv.;
10 bz: Book size: 6458; Registration: Oujwiuueui; Comments: OQR750j 10hh zhwxm Qh Ouhxy Hjcxh, QXQ Sxthhcxhxm ZXYU, GQ, YQ, Qhch, FLY, Yhwxm YRQ+15wz. DLGe G+65wz uhxu. Lhhyx Guqnk G+95wz uhxu +/-5wz.;