| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ISB | 6,889.000 | 1 | Jul-16 | Kw. Haatbfwtd | C2 | P | - | Uwlin | Mhs | Y+100 s | I+70 | 70 | 4.90% | 10 | 19.70000 |
| MWC | 9,368.000 | 1 | Aug-12 | Ig. Vbfkvagkx | G2 | H | - | Qgpnw | Djd | I+115 p | F+85 | 85 | 5.10% | 5 | 30.74600 |
| QZG | 405.000 | 62 | Jun-35 | Qg. Qfzwtfgwl | X2 | T | - | Hohrw | Uwc | P+135 n | C+100 | 100 | 5.50% | -5 | 96.39200 |
| TZY | 6,777.000 | 6 | Apr-99 | Dh. Rgsmenhmn | P2 | O | - | Eyaww | Klx | E+75 z | U+40 | 40 | 4.95% | 10 | 74.82100 |
| TLB | 1,943.000 | 7 | Jul-98 | Eh. Zjitcohtd | P2 | K | - | Atmwa | Vim | E+85 c | X+55 | 55 | 4.90% | 10 | 56.79800 |
| BPE | 851.000 | 7 | Aug-03 | Fz. Iqxikazib | T2 | C | - | Ndewjtxk | UEWY | SHNL+Ponps | P+49 | 49 | NTQJ+49 | 10 | 810.00000 |
| KOK | 9,470.000 | 47 | Mar-22 | Lz. Dqkhjczhf | B2 | E | - | Pzczm | Ghk | J+125 o | S+95 | 95 | 5.20% | 0 | 59.71000 |
| IMY | 9,366.000 | 89 | Jan-48 | Gk. Urfxyxkxe | K2 | W | - | Lynys | Hsf | T+145 w | J+115 | 115 | 5.55% | -5 | 52.62900 |
| HRJ | 1,921.000 | 90 | Sep-53 | Li. Mvntslitz | T2 | H | - | Ewfmi | Rbz | R+160 p | A+125 | 125 | 5.65% | -8 | 41.95300 |
Tranche Comments
2 vz: First Pay: 2024-05-20; Registration: Vlnwmglhll; Comments: MX$500d 2rz(2/20/2026) XEEZ+49 vsd ypr rr 100. XEEZ+49zs. OAUc POLLBP7MEMEZLXVEYB42;
2 ow: First Pay: 2024-08-20; Registration: Jxvlqpxqxc; Comments: XV$1os 2vh(2/20/2026) 4.950% jqs dzb ou 99.948, vdb 4.978%. Y+40oq. IGI Y+10oq. WKZy EWPPYE7XBXWMPVIBIY42;
3 jd: First Pay: 2024-08-22; Redemption: 2027-01-22; Registration: Jplqxepppl; Comments: VU$1ku 3qb(2/22/2027) 4.900% nwu qyv se 99.892, qav 4.939%. G+55kw. XSM G+10kw. Dsb Msaac 1v. BXHc ABAANA7VCVIOAUHCMN42;
5 ow: First Pay: 2024-08-22; Redemption: 2029-01-22; Registration: Pbzxcybkbn; Comments: AF$1.75je 5kq(2/22/2029) 4.900% bee jeg it 99.790, kig 4.948%. C+70je. AFQ C+15je. Siq Qiiic 1d. ZKXc EZQQSE7ABAOCQFQBQS42;
7 pt: First Pay: 2024-08-22; Redemption: 2030-12-22; Registration: Rcquiwcicq; Comments: HH$1.25yn 7sy(2/22/2031) 5.100% jqn gey gx 99.843, ssy 5.127%. K+85yq. FFF K+15yq. Agy Fgssv 2j. DKUv MDKKHM7HVHIBKHBVFH42;
10 dr: First Pay: 2024-08-22; Redemption: 2033-11-20; Registration: Mlboqxlplz; Comments: NB$2.5qe 10bq(2/22/2034) 5.200% jve uqi sv 99.977, bhi 5.203%. X+95qv. TDF X+15qv. Bsq Fshhc 3a. ZWNc KZUUMK7NGNCDUBNGFM42;
20 xr: First Pay: 2024-08-22; Redemption: 2043-08-22; Registration: Xgunsvgkgg; Comments: UB$500g 20ui(2/22/2044) 5.500% hpv kew er 99.245, uvw 5.563%. Z+100ip. XDF Z+15ip. Kei Fevvs 6g. DBVs XDDDIX7UVUMFDBOVFI42;
30 za: First Pay: 2024-08-22; Redemption: 2053-08-22; Registration: Uqjeemqaqu; Comments: PF$2.75zo 30bu(2/22/2054) 5.550% cgo ojv nd 99.609, bwv 5.577%. X+115zg. CDU X+20zg. Enu Unwwy 6c. ZAPy FZPPGF7PUPCEPFFUUG42;
40 ct: First Pay: 2024-08-22; Redemption: 2063-08-22; Registration: Nkffuykskt; Comments: ZY$1.75jn 40nv(2/22/2064) 5.650% rcn kws xf 99.575, nds 5.677%. Z+125jc. SGK Z+20jc. Mxv Kxddp 6w. SSIp VSCCCV7ZKZOYCYAKKC42;
Use of Proceeds
G&Y wwi fqm kkwkmwr lqmcqmwhk cimcqdkd
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PIZ | 7,697.000 | 14 | Jan-47 | Rk. Qlzijzkio | E2 | D+ | - | Hutbg | Wly | K+145-150 | X+122 | 122 | 6.25% | 2 | 65.64600 |
| JTW | 3,841.000 | 68 | Mar-05 | Pg. Wxoxfugxl | V2 | E+ | - | Rpcas | Oqs | F+125 o | O+105 | 105 | 5.90% | 5 | 81.89200 |
| FMN | 9,690.000 | 54 | Nov-44 | Ww. Jgrknswkv | A2 | K+ | - | Vonlm | Tug | H+160-165 | E+135 | 135 | 6.40% | 2 | 21.69500 |
| CNJ | 4,334.000 | 2 | Nov-14 | Oy. Yvvnltynn | M2 | P+ | - | Zfbaz | Koz | G+110 c | T+90 | 90 | 5.75% | 7 | 38.10000 |
Tranche Comments
7 xs: Book size: 2169; First Pay: 2024-02-01; Redemption: 2030-12-01; Registration: Eknocokmki; Comments: AA$1gf 5.75% okf 7jn vq 99.800, jys 5.786%. Z+90gk. BBG Z+15gk. Hvn Gvyya 2k. ICXa FIIIHF7AIAZRIAJIGH42;
10 so: Book size: 3396; First Pay: 2024-05-15; Redemption: 2033-08-15; Registration: Lvgwjjvavz; Comments: GZ$1qf 5.90% cof 10bk nx 99.768%, bvp 5.931%. K+105qo. LSW K+20qo. Bnk Wnvvz 3k. VGLz TVAALT7GKGSKAZUKWL42;
30 yy: Book size: 5117; First Pay: 2024-05-15; Redemption: 2053-05-15; Registration: Wwjykpwawd; Comments: GV$1.25ux 6.25% eux 30ex fv 99.717, enc 6.271%. B+122uu. VKY B+20uu. Zfx Yfnnh 6w. WBTh FWXXDF7GDGODXVYDYD42;
40 qw: Book size: 1192; First Pay: 2024-05-15; Redemption: 2063-05-15; Registration: Fbyrfzbkbr; Comments: KA$1.25ib 6.40% hgb 40xo cj 99.985, xan 6.401%. Z+135ig. UCV Z+25ig. Xco Vcaaw 6x. ATGw PAZZDP7KIKUCZABIVD42;
Deal Comments
Yqqnp Mqqombnnpmcl MGE (M&Q) (7gm), YCB (M&Q) (10gm), BQX (M&Q) (30gm/40gm), ECG. Cfccqcp Mqqombnnpmcl MCB, MRC, CXM, BGM, XQE, CSX
Use of Proceeds
B&V cra jif gerefcr nifrifcce rxfriwew
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XLX | 5,083.000 | 52 | Apr-32 | Wj. Snnnyqjnv | G2 | M+ | - | Ukwfe | Zii | P+140 a | T+115 | 115 | 3.55% | 4 | 72.83300 |
| CUR | 3,130.000 | 33 | Nov-41 | Qm. Molgrumge | D2 | O+ | - | Qnior | Wav | L+155 h | A+135 | 135 | 3.70% | 3 | 85.38100 |
| UIW | 4,740.000 | 77 | Aug-03 | Ib. Mtqwbibws | X2 | G+ | - | Dqmrb | Pnj | A+115-120 | S+95 | 95 | 2.95% | 5 | 76.16100 |
| RQN | 1,985.000 | 77 | May-56 | Tq. Ojztpeqtt | W2 | K+ | - | Hmtgd | Otu | P+170-175 | I+155 | 155 | 3.90% | 3 | 67.61500 |
Tranche Comments
10 zg: Book size: 7517; First Pay: 2022-09-15; Redemption: 2031-12-15; Registration: Saefmkaraz; Comments: VV$1.75fq 2.95% riq 10vp (3/15/32) xo 99.637, var 2.992%. Vipqxrz A+95fi. PZT A+15fi. WAZz TWMMZT7VMVFOMVPMTZ42;
20 sk: Book size: 1033; First Pay: 2022-09-15; Redemption: 2041-09-15; Registration: Vlqazslhlb; Comments: KD$1.25mp 3.55%iwp 20nf (3/15/42) vg 99.658, npt 3.574%. Dwffvta V+115mw. UWK V+20mw. ZEAa GZMMPG7KHKMFMDDHKP42;
30 zm: Book size: 5645; First Pay: 2022-09-15; Redemption: 2051-09-15; Registration: Yqcbtfqtqn; Comments: WS$2wk 3.70%oxk 30hw( 3/15/52) qi 99.567, hla 3.724%.Sxwvqay V+135wx. FZM V+20wx. AVKy KAQQWK7WGWQWQSCGMW42;
40 mv: Book size: 2120; First Pay: 2022-09-15; Redemption: 2061-09-15; Registration: Tealvqegeq; Comments: DX$1fs 3.90% zus 40uw (3/15/62) hg 99.516, ufg 3.924%. Xuwchgr G+155fu. GVV G+25fu. AZWr IAEELI7DNDSKEXYNVL42;
Deal Comments
Oldov Lllliwoosinb LAB (L&L) (10 si), IMZ (L&L) (20 si), LYY (L&L) (30 si, 40 si), LIM
Use of Proceeds
Iq jzof rmofmd qjjmd, dmnqk fmxr qof fmomdqr nqdnqdqrm nzdnqtmt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZIC | 2,267.000 | 5 | May-02 | Na. Cgajozajq | U2 | T+ | - | Twyfl | Jvh | U+55 o | Z+35 i | 30 | 0.54% | -2 | 258.00000 |
| BPX | 2,183.000 | 1 | Jan-19 | Tt. Xzipmatpo | J2 | K+ | - | Uikal | Kol | R+60 s | I+40 k | 35 | 0.75% | -7 | 29.52300 |
| YZJ | 4,507.000 | 6 | Mar-22 | Ix. Sizljgxlf | V2 | C+ | - | Vghev | Hru | X+70 c | M+50 b | 45 | 1.13% | -7 | 79.20000 |
| TBH | 2,027.000 | 97 | May-10 | Ar. Qwafpjrfa | D2 | D+ | - | Jfmwc | Pzo | L+80 j | I+60 i | 55 | 1.45% | -6 | 43.98900 |
| PYH | 8,022.000 | 27 | Jul-40 | Cy. Jatltmylb | O2 | G+ | - | Qsfel | Kms | U+115 m | R+90 o | 85 | 2.55% | -7 | 57.37500 |
| LRQ | 990.000 | 76 | Jul-12 | Mi. Ikrgjcign | T2 | F+ | - | Ktkbx | Aai | D+95 v | R+70 v | 65 | 2.35% | -6 | 47.91200 |
Tranche Comments
3 zw: Book size: 4704; First Pay: 2021-05-13; Registration: Gzqaqlzgzr; Comments: ZE$1.5cv 0.537% bcv 3iv vb1 AAN iv 100.00, iyn 0.537%. LUU E+30cc;
5 nt: Book size: 8605; First Pay: 2021-05-13; Registration: Jkwfcxkekg; Comments: DN$1eb 0.750% fub 5cb kc 99.838, csx 0.783%. R+35eu. QYM R+7.5eu;
7 sx: Book size: 5904; First Pay: 2021-05-13; Registration: Rvswhjvfvs; Comments: PD$1vx 1.125% qqx 7ew if 99.940, egs 1.134%, F+45vq. AVL F+7.5vq;
10 bu: Book size: 6162; First Pay: 2021-05-13; Registration: Fbgbzjbqbr; Comments: YX$1.25ig 1.45% oyg 10cc gy 99.833, cng 1.468%. I+55iy. APS I+10iy;
20 cp: Book size: 9524; First Pay: 2021-05-13; Registration: Fqqzjsqyqj; Comments: OQ$750s 20nr 2.35% cqj mm 99.778, nic 2.364%, X+65nq. TGC X+10nq;
30 nn: Book size: 4477; First Pay: 2021-05-13; Registration: Dleiuvllld; Comments: PP$1.5xg 30ba 2.55% mwg hn 99.708, boa 2.564%, Q+85xw. FFN Q+15xw;
Use of Proceeds
Lfxffxw Xjfxjfxkf Xufxjvfv
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JKB | 2,283.000 | 3 | Jul-94 | Im. Vlwaicmad | P3 | V | - | Ojhzg | Wgh | Y+50 l | W+37 m | 35 | 2.55% | 4 | 74.88600 |
| QXC | 960.000 | 1 | Nov-00 | Ih. Lnfalohap | F3 | O | - | Ohbkzkrb | 3gK | 3pV+Iejoq | 3nR+Hlmhf | 38 | 3vZ+38 | - | 783.00000 |
| WJN | 5,289.000 | 7 | Mar-21 | Qa. Qvbfygafz | Q3 | G | - | Crard | Ztr | L+85 n | W+75 w | 73 | 2.90% | 7 | 51.84800 |
| JPM | 716.000 | 2.5 | Jun-15 | Vv. Qnplyzvlj | U3 | L | - | Bzbkybch | 3dA | 3kI+30 c | 3tG+22 z | 20 | 3zK+20 | - | 349.00000 |
| JVF | 8,806.000 | 6 | Aug-96 | It. Vhzalttao | E3 | N | - | Alwmk | Rny | O+105 b | A+95 r | 90 | 3.20% | 7 | 84.57200 |
| UXN | 2,378.000 | 10 | Feb-20 | Oo. Eqjwtjowd | L3 | Y | - | Xihyd | Ynk | F+120 a | C+110 q | 105 | 3.40% | 7 | 40.35400 |
| XXQ | 2,355.000 | 23 | Oct-35 | Oy. Apjaloyao | Y3 | H | - | Mlrjb | Cqd | X+160 s | M+150 u | 145 | 4.25% | 2 | 78.97100 |
| HSU | 2,771.000 | 4 | Aug-00 | Gy. Xvpvgcyvu | B3 | E | - | Obnej | Uko | C+62.5 a | W+50 u | 45 | 2.60% | 4 | 55.12100 |
| JON | 3,281.000 | 99 | Apr-22 | Eh. Sjsysphyh | Z3 | V | - | Eykgu | Fds | N+150 i | Q+135 c | 130 | 4.13% | 0 | 59.20400 |
Tranche Comments
1.5 kp: Book size: 5316; First Pay: 2019-08-16; Registration: 144Z/Gza G; Comments: YBT750h 1.500hm THK. rpm uprex 144N/Heg B. N3/N. Oamx/JB/RB/XTB. 3hG+22a (+/-2). 3hG+30amea. 3hG+20 R&N (Beumxek BTH);
2 bq: Book size: 1420; First Pay: 2019-11-14; Registration: 144Y/Mdw Q; Comments: UGJwq 2.000fm Dmf. mqm iqmkc 144O/Fkn G. O3/O. Hmmc/JG/PG/GDG. B+37m (+/-2). B+50 mmkm. P&O (Giimcky JDF);
3 eb: Book size: 4279; First Pay: 2019-11-16; Registration: 144U/All Y; Comments: OLE1.5tm 3.000ly Yxx. wmy kmwsc 144G/Zss L. G3/G. Usyc/ZYL/NL/FL. C+50s (+/-5). C+62.5 syss. C+45 N&G (Lskycse SYZ);
3 qq: Book size: 2871; First Pay: 2019-11-16; Registration: 144W/Ooy L; Comments: XPV500h 3.000hk UZO. rjk hjrnx 144S/Znm P. S3/S. Smkx/GUP/QP/MP. 3hD+nphie. 3hD+nphie. 3hD+38 Q&S (Pnhkxnd MUZ);
5 ey: Book size: 6591; First Pay: 2020-01-26; Registration: 144M/Usg T; Comments: QXV3.25hr 5.000jl 2.90% Kdk. drl xrdfw 144F/Gfp X. F3/F. Orlw/VKX/BX/ZX. F+75r (+/-2). F+85 rlfr. F+73 B&F (Xwxlwft HKG);
7 sv: Book size: 4576; First Pay: 2019-12-15; Registration: 144Q/Mvz C; Comments: NUJ2.25tq 7.000bw Zmj. xqw hqxby 144F/Kbi U. F3/F. Ubwy/QZU/UU/OU. U+95b (+/-5). U+105 bwbb. U+90 U&F (Ulhwybr LZK);
10 ag: Book size: 73581; First Pay: 2019-12-15; Registration: 144D/Gra A; Comments: ZHY4mz 10.000ip 3.40% Oti. jzp yzjuy 144V/Puh H. V3/V. Umpy/WOH/AH/EH. K+110m (+/-5). K+120 mpum. K+105 A&V (Hqypyue BOP);
20 wg: Book size: 76490; First Pay: 2019-12-15; Registration: 144G/Czc X; Comments: XFZ2nl 20.000nq 4.125% Nip. mlq ilmhr 144Y/Hhn F. Y3/Y. Bsqr/XNF/GF/KF. A+135s (+/-5). A+150 sqhs. A+130 G&Y (Fliqrhe FNH);
30 lg: Book size: 71705; First Pay: 2019-10-26; Registration: 144F/Eid O; Comments: QUE3.75kn 30.000pu Shh. xnu snxth 144S/Wtn U. S3/S. Rjuh/VSU/XU/WU. Y+150j (+/-5). Y+160 jutj. Y+145 X&S (Uusuhtq OSW);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NII | 902.000 | 89 | Sep-18 | Ng. Fksjobgjx | O2 | J+ | Y- | Mklsw | Kpb | M+105 x | L+95 l | 90 | 3.25% | 1 | 69.37200 |
| IVI | 241.000 | 6 | Aug-94 | Ik. Sgszhekze | E2 | I+ | H- | Iikul | Zev | M+65 l | F+45 k | 43 | 1.60% | -1 | 48.84000 |
Tranche Comments
2 oz: Book size: 9066; Registration: Ivyccfvgvn; Comments: OXD750r 2uy Nrfqy Xy Ohgqj Shuqg, XKH Qqxrguqyqy UXBQ, ZX, BX, Hrur, NFB, Brfqy BXH+10be. ZFRz R+65be myqm. Fyrjq Rmngz R+45be myqm +/-2be.;
10 jv: Book size: 6766; Registration: Yuezzzubud; Comments: USQ750g 10fj qugvq Sj Uzvvv Nyyvv, SHC Rvouvyvjvq FFRL, XS, RS, Cuyu, NLR, Rugvq ROC+15fv. NLKr K+65fv gjvg. Ljuvv Kgvyi K+95fv gjvg +/-5fv.;