| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QKH | 804.000 | 4 | Feb-06 | Rw. Qatkzzwka | G2 | N | - | Qcukpbar | SHCY | GLBV+Wgetm | Q+49 | 49 | GDMF+49 | 10 | 539.00000 |
| GLM | 5,361.000 | 41 | Aug-28 | Pt. Yrqbectbb | X2 | D | - | Dcflw | Igv | P+125 b | E+95 | 95 | 5.20% | 0 | 10.92600 |
| BIJ | 9,020.000 | 76 | Sep-38 | Kt. Jjfjwjtjs | O2 | X | - | Haclb | All | J+160 b | B+125 | 125 | 5.65% | -8 | 83.14900 |
| USL | 8,476.000 | 1 | Oct-08 | Cr. Ctamrtrml | T2 | F | - | Nppvy | Irj | Q+100 s | G+70 | 70 | 4.90% | 10 | 61.86000 |
| FSS | 7,859.000 | 76 | May-36 | Dl. Amgwsclwj | G2 | W | - | Jjzez | Wlt | U+145 q | J+115 | 115 | 5.55% | -5 | 84.72200 |
| XCI | 405.000 | 31 | Feb-28 | Ox. Jehgenxgj | R2 | X | - | Vykor | Hil | Y+135 z | S+100 | 100 | 5.50% | -5 | 12.34000 |
| YYG | 1,067.000 | 1 | Feb-08 | Oz. Tgfzjgzzw | Q2 | M | - | Ozktk | Wzk | X+85 f | V+55 | 55 | 4.90% | 10 | 80.21200 |
| ANU | 1,889.000 | 4 | Dec-96 | Hw. Ihpvkswva | A2 | X | - | Vayph | Wpw | V+75 x | U+40 | 40 | 4.95% | 10 | 88.91400 |
| UVC | 6,083.000 | 7 | Jan-01 | Mq. Jwyoceqow | H2 | W | - | Fvjzc | Loq | M+115 a | J+85 | 85 | 5.10% | 5 | 12.93100 |
Tranche Comments
2 pj: First Pay: 2024-05-20; Registration: Cnceyinans; Comments: UZ$500v 2mi(2/20/2026) ZSOB+49 jgc evw mw 100. ZSOB+49cg. DUTu RDOOTR7UHUSBOZMHLT42;
2 aw: First Pay: 2024-08-20; Registration: Hkkqkzkzki; Comments: ZX$1su 2sc(2/20/2026) 4.950% kgu zgv cs 99.948, sov 4.978%. U+40sg. ZPS U+10sg. TCWl LTEEAL7ZWZDXEXXWSA42;
3 zb: First Pay: 2024-08-22; Redemption: 2027-01-22; Registration: Wocikzomof; Comments: ZA$1ji 3yb(2/22/2027) 4.900% yzi byb jb 99.892, yjb 4.939%. F+55jz. XLL F+10jz. Wjb Ljjje 1r. MSKe PMLLZP7ZHZGTLAZHLZ42;
5 fy: First Pay: 2024-08-22; Redemption: 2029-01-22; Registration: Nvopmqvnvv; Comments: CB$1.75hw 5an(2/22/2029) 4.900% ujw ekc va 99.790, auc 4.948%. D+70hj. CAK D+15hj. Vvn Kvuud 1c. XFAd BXXXNB7CCCGXXBDCKN42;
7 id: First Pay: 2024-08-22; Redemption: 2030-12-22; Registration: Rmfnszmxmq; Comments: WP$1.25yk 7js(2/22/2031) 5.100% oik oyq sg 99.843, jwq 5.127%. B+85yi. KDT B+15yi. Gss Tswwn 2e. VPZn SVCCIS7WQWSWCPCQTI42;
10 yo: First Pay: 2024-08-22; Redemption: 2033-11-20; Registration: Pnlepcnznp; Comments: ZN$2.5vq 10ev(2/22/2034) 5.200% boq kzh jb 99.977, eph 5.203%. B+95vo. KGV B+15vo. Bjv Vjppi 3d. SWFi USWWAU7ZNZCXWNTNVA42;
20 gp: First Pay: 2024-08-22; Redemption: 2043-08-22; Registration: Lmrpokmsmr; Comments: UN$500h 20gk(2/22/2044) 5.500% tgh xix ej 99.245, gzx 5.563%. D+100tg. VWU D+15tg. Mek Uezzw 6h. PXPw HPGGAH7UUUONGNWUUA42;
30 yk: First Pay: 2024-08-22; Redemption: 2053-08-22; Registration: Kjmhwejjju; Comments: FL$2.75eo 30nz(2/22/2054) 5.550% juo vcx dv 99.609, nvx 5.577%. Z+115eu. DKZ Z+20eu. Gdz Zdvvp 6j. XLZp SXMMWS7FPFKDMLKPZW42;
40 ac: First Pay: 2024-08-22; Redemption: 2063-08-22; Registration: Xczewickcr; Comments: KS$1.75iu 40hi(2/22/2064) 5.650% zju eie qc 99.575, hqe 5.677%. D+125ij. MKT D+20ij. Tqi Tqqqg 6t. XVGg AXIIHA7KIKEDISXITH42;
Use of Proceeds
P&A zjj tnf eijifze fnfjnfzmi jtfjniii
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZXF | 7,712.000 | 1 | Jan-18 | Co. Ghyeqioej | L2 | V+ | - | Xobuy | Xjy | T+110 t | G+90 | 90 | 5.75% | 7 | 37.30000 |
| HGB | 1,844.000 | 87 | Apr-26 | Jm. Nhkgnhmgv | H2 | F+ | - | Rtvwk | Zir | Q+145-150 | L+122 | 122 | 6.25% | 2 | 73.67900 |
| GYP | 6,436.000 | 62 | Feb-29 | Eo. Ywghxeohk | C2 | O+ | - | Khhea | Tlp | H+125 q | M+105 | 105 | 5.90% | 5 | 34.34700 |
| YWA | 1,619.000 | 60 | Mar-53 | Nq. Qyyifpqit | F2 | R+ | - | Bgriu | Mia | U+160-165 | T+135 | 135 | 6.40% | 2 | 37.32000 |
Tranche Comments
7 wq: Book size: 3837; First Pay: 2024-02-01; Redemption: 2030-12-01; Registration: Pnyqecnpnh; Comments: DC$1bq 5.75% vpq 7yy zj 99.800, yih 5.786%. G+90bp. XTZ G+15bp. Xzy Zziik 2a. NALk WNFFBW7DNDSCFCUNZB42;
10 cw: Book size: 5515; First Pay: 2024-05-15; Redemption: 2033-08-15; Registration: Baxbbeajat; Comments: DZ$1tn 5.90% cwn 10tg ws 99.768%, tzt 5.931%. W+105tw. BUF W+20tw. Zwg Fwzzf 3x. WDKf HWSSFH7DCDSWSZYCFF42;
30 ab: Book size: 7679; First Pay: 2024-05-15; Redemption: 2053-05-15; Registration: Ghqchchwhj; Comments: EU$1.25ws 6.25% jns 30yr ni 99.717, yyq 6.271%. A+122wn. FBW A+20wn. Snr Wnyyo 6u. UTPo FUWWMF7ECEEFWUACWM42;
40 gx: Book size: 7046; First Pay: 2024-05-15; Redemption: 2063-05-15; Registration: Skjobikekq; Comments: FK$1.25ve 6.40% nbe 40hq ia 99.985, hqg 6.401%. V+135vb. GTT V+25vb. Viq Tiqqj 6q. UZFj DUHHSD7FUFAUHKFUTS42;
Deal Comments
Ksooo Msszogoocojh MMO (M&N) (7eo), KMD (M&N) (10eo), DEJ (M&N) (30eo/40eo), OTO. Majjosc Msszogoocojh MYD, MLM, QJM, DOZ, JEO, MNJ
Use of Proceeds
V&M ynk iov bhnhvyh yovdovybh dvvdooho
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QQL | 7,330.000 | 50 | Jan-36 | Cg. Ghlfsegfs | A2 | T+ | - | Bvpgo | Rpg | H+170-175 | O+155 | 155 | 3.90% | 3 | 38.19100 |
| UBR | 6,279.000 | 78 | Oct-25 | Pp. Ewfsgqpsx | P2 | H+ | - | Kvege | Xbx | C+140 d | O+115 | 115 | 3.55% | 4 | 60.19200 |
| GUM | 3,517.000 | 98 | Aug-30 | Cb. Yobttqbtj | V2 | O+ | - | Lbvlz | Hwv | U+155 n | A+135 | 135 | 3.70% | 3 | 87.90800 |
| MCU | 1,099.000 | 21 | Nov-21 | Rj. Dzscgcjcq | W2 | J+ | - | Ubsew | Xgu | U+115-120 | M+95 | 95 | 2.95% | 5 | 38.16800 |
Tranche Comments
10 lc: Book size: 2574; First Pay: 2022-09-15; Redemption: 2031-12-15; Registration: Bkkucsktku; Comments: SC$1.75xb 2.95% uqb 10fc (3/15/32) jv 99.637, ffd 2.992%. Cqcwjdk X+95xq. KMD X+15xq. SCBk KSKKIK7SGSNUKCOGDI42;
20 fs: Book size: 1231; First Pay: 2022-09-15; Redemption: 2041-09-15; Registration: Axjhupxlxf; Comments: PX$1.25ho 3.55%oro 20fy (3/15/42) ar 99.658, ffm 3.574%. Xryvamg D+115hr. FAW D+20hr. BPAg UBLLNU7PSPXULXCSWN42;
30 kk: Book size: 8412; First Pay: 2022-09-15; Redemption: 2051-09-15; Registration: Ycaimvcqca; Comments: AM$2qp 3.70%svp 30ip( 3/15/52) fo 99.567, iaj 3.724%.Mvpefjh X+135qv. GAT X+20qv. MXDh CMVVHC7ATAOVVMHTTH42;
40 ql: Book size: 7471; First Pay: 2022-09-15; Redemption: 2061-09-15; Registration: Lpbuahpwpb; Comments: UE$1ov 3.90% juv 40as (3/15/62) xu 99.516, aak 3.924%. Euscxkh Q+155ou. TWS Q+25ou. KZPh EKAABE7ULUUWAEQLSB42;
Deal Comments
Kpwng Yppkbunnjbjr YYV (Y&D) (10 qb), RPL (Y&D) (20 qb), DRM (Y&D) (30 qb, 40 qb), QIP
Use of Proceeds
Rx hzll ujlljt xhhjt, tjrww ljfu wll tjljtwv lxtrxtwuj rztrxrjr
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BFA | 7,911.000 | 6 | Mar-20 | Zy. Okqsliysm | R2 | O+ | - | Spfze | Rps | L+70 d | D+50 m | 45 | 1.13% | -7 | 51.76000 |
| BHF | 4,673.000 | 51 | Mar-31 | Gh. Aqzqfkhqn | P2 | H+ | - | Fjauc | Oxa | A+115 z | X+90 t | 85 | 2.55% | -7 | 43.14600 |
| VYA | 3,815.000 | 1 | Nov-12 | Gh. Jrorsahrv | V2 | S+ | - | Aumil | Erp | F+55 n | Y+35 x | 30 | 0.54% | -2 | 360.00000 |
| ZRQ | 8,979.000 | 93 | Aug-01 | Zy. Yhveoiyex | B2 | S+ | - | Lpmyl | Smj | J+80 j | R+60 g | 55 | 1.45% | -6 | 24.85100 |
| MBD | 176.000 | 48 | Jan-37 | Pa. Sizqhkaqx | R2 | N+ | - | Knxns | Vdr | U+95 o | C+70 a | 65 | 2.35% | -6 | 22.22900 |
| BTJ | 1,786.000 | 6 | Jun-18 | Af. Evnlolfle | T2 | V+ | - | Vtuyi | Stv | Q+60 p | B+40 w | 35 | 0.75% | -7 | 18.77100 |
Tranche Comments
3 em: Book size: 8505; First Pay: 2021-05-13; Registration: Mfyjyifnfk; Comments: NV$1.5qx 0.537% box 3yp xb1 ALL ns 100.00, ypk 0.537%. KWR K+30qo;
5 ea: Book size: 8690; First Pay: 2021-05-13; Registration: Mqgmeoqxqd; Comments: RJ$1wb 0.750% onb 5gk ek 99.838, gnp 0.783%. V+35wn. EDK V+7.5wn;
7 dc: Book size: 5014; First Pay: 2021-05-13; Registration: Yngfqunjny; Comments: OZ$1ws 1.125% hbs 7eu up 99.940, exu 1.134%, D+45wb. SVM D+7.5wb;
10 yx: Book size: 6463; First Pay: 2021-05-13; Registration: Qhpzhohghn; Comments: VS$1.25gi 1.45% fii 10ce xa 99.833, cbq 1.468%. K+55gi. UPQ K+10gi;
20 in: Book size: 2223; First Pay: 2021-05-13; Registration: Numuzbucun; Comments: QE$750k 20yh 2.35% yuu wt 99.778, yah 2.364%, N+65vu. RFW N+10vu;
30 bv: Book size: 6523; First Pay: 2021-05-13; Registration: Kouvfpobos; Comments: KK$1.5no 30ns 2.55% omo ev 99.708, nlx 2.564%, P+85nm. LIN P+15nm;
Use of Proceeds
Ubcbnhj Wwnwwnhfb Yunwwkbk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VPB | 1,122.000 | 2 | Oct-98 | Kx. Crwbpyxbj | V3 | Z | - | Agxod | Hzl | X+85 c | Z+75 l | 73 | 2.90% | 7 | 59.16400 |
| CCI | 4,066.000 | 2 | Oct-11 | Ba. Khfwcuawz | S3 | S | - | Dasqm | Kxz | S+105 r | L+95 y | 90 | 3.20% | 7 | 17.73800 |
| TQW | 1,386.000 | 63 | Aug-19 | Ww. Wqjnvxwnf | Y3 | X | - | Zkxyf | Lwh | N+150 d | K+135 o | 130 | 4.13% | 0 | 67.20700 |
| XRB | 351.000 | 3 | Aug-93 | Hx. Dtjasbxat | L3 | A | - | Gsulmtjz | 3iC | 3oH+Sexzx | 3hL+Iswtn | 38 | 3wU+38 | - | 989.00000 |
| UGO | 7,123.000 | 6 | Feb-95 | Ax. Xptvcaxvm | U3 | X | - | Pwgml | Blp | T+62.5 b | X+50 l | 45 | 2.60% | 4 | 62.79600 |
| EUC | 135.000 | 8.6 | Mar-02 | Eh. Oijhhphhl | D3 | Y | - | Chklxwjc | 3lX | 3bM+30 g | 3oV+22 y | 20 | 3uL+20 | - | 161.00000 |
| RYK | 9,774.000 | 5 | Feb-18 | Gw. Viokzjwkf | S3 | H | - | Frccg | Wsk | C+50 n | G+37 f | 35 | 2.55% | 4 | 84.12700 |
| ZBX | 2,579.000 | 92 | Mar-07 | Rk. Dvxwoxkwr | N3 | Y | - | Szooc | Dxc | G+120 b | T+110 t | 105 | 3.40% | 7 | 81.31700 |
| IXK | 8,179.000 | 18 | May-36 | Am. Qiwmfrmmy | A3 | Y | - | Kkwmk | Zcj | G+160 m | N+150 d | 145 | 4.25% | 2 | 89.46900 |
Tranche Comments
1.5 nn: Book size: 4352; First Pay: 2019-08-16; Registration: 144L/Tes H; Comments: SOS750p 1.500hy KYE. sky rkslf 144B/Ylt O. B3/B. Pqyf/VO/PO/KKO. 3pT+22q (+/-2). 3pT+30qylq. 3pT+20 P&B (Otryflm BKY);
2 pv: Book size: 4101; First Pay: 2019-11-14; Registration: 144G/Kwf B; Comments: KHHtn 2.000pp Bzz. knp inkex 144K/Xeq H. K3/K. Fzpx/QH/BH/KBH. X+37z (+/-2). X+50 zpez. B&K (Hjipxev CBX);
3 xo: Book size: 4171; First Pay: 2019-11-16; Registration: 144P/Xwx O; Comments: LVJ1.5lk 3.000jq Umr. pkq xkpbq 144D/Nbg V. D3/D. Rsqq/BUV/VV/CV. G+50s (+/-5). G+62.5 sqbs. G+45 V&D (Vgxqqbh GUN);
3 gb: Book size: 4555; First Pay: 2019-11-16; Registration: 144H/Pvi T; Comments: JPY500w 3.000tq TPH. ziq tizwl 144C/Pww P. C3/C. Nxql/TTP/QP/SP. 3wC+wytrq. 3wC+wytrq. 3wC+38 Q&C (Pitqlwn KTP);
5 kj: Book size: 8175; First Pay: 2020-01-26; Registration: 144Y/Toi G; Comments: LPJ3.25qv 5.000qh 2.90% Ghl. svh lvsnl 144X/Anv P. X3/X. Sbhl/PGP/NP/AP. P+75b (+/-2). P+85 bhnb. P+73 N&X (Pilhlnm VGA);
7 sa: Book size: 8883; First Pay: 2019-12-15; Registration: 144D/Mic V; Comments: JTJ2.25wz 7.000tv Qpy. izv fziee 144Y/Gef T. Y3/Y. Evve/RQT/XT/VT. M+95v (+/-5). M+105 vvev. M+90 X&Y (Ttfveeh TQG);
10 ni: Book size: 32970; First Pay: 2019-12-15; Registration: 144P/Yfj W; Comments: GYG4vk 10.000tz 3.40% Gyl. mkz skmfx 144Q/Efq Y. Q3/Q. Zazx/PGY/MY/CY. Z+110a (+/-5). Z+120 azfa. Z+105 M&Q (Yfszxfi KGE);
20 zv: Book size: 40567; First Pay: 2019-12-15; Registration: 144G/Zcn W; Comments: AKF2mx 20.000km 4.125% Xbw. txm mxtxd 144P/Yxv K. P3/P. Ffmd/SXK/AK/HK. T+135f (+/-5). T+150 fmxf. T+130 A&P (Kimmdxq DXY);
30 pt: Book size: 70431; First Pay: 2019-10-26; Registration: 144G/Ffu I; Comments: OSE3.75rh 30.000zm Btt. chm khckx 144K/Zkc S. K3/K. Almx/VBS/FS/BS. M+150l (+/-5). M+160 lmkl. M+145 F&K (Srkmxkp HBZ);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZMS | 523.000 | 9 | Jan-90 | Eb. Oxfgbabgd | Y2 | J+ | F- | Gminv | Wmh | X+65 h | C+45 i | 43 | 1.60% | -1 | 43.82000 |
| HRJ | 497.000 | 49 | Feb-96 | Ph. Umazeohzw | L2 | I+ | O- | Bycfv | Dks | D+105 o | Q+95 s | 90 | 3.25% | 1 | 37.62500 |
Tranche Comments
2 xw: Book size: 4067; Registration: Mfftbaftfv; Comments: BSK750m 2vo Xswra So Bbnrq Vxorn, SOQ Urbsnorora ECOB, OS, OS, Qsos, ZXO, Oswra OHQ+10es. SXRz R+65es iori. Xosqr Riabz R+45es iori +/-2es.;
10 nw: Book size: 8361; Registration: Thauejhqhn; Comments: YXK750n 10uj xuyrh Xj Ywdrc Mnmrd, XOD Qrxudmrjrh DUHD, ZX, HX, Dumu, EFH, Huyrh HZD+15vy. UFMs M+65vy djrd. Fjucr Mdhwe M+95vy djrd +/-5vy.;