| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HJM | 7,136.000 | 1 | Aug-14 | Mh. Mbhrtzhrv | S2 | V | - | Gpbcx | Pou | U+75 l | B+40 | 40 | 4.95% | 10 | 99.81400 |
| MWE | 4,316.000 | 90 | May-54 | Zm. Imtzafmzl | X2 | U | - | Xhmwo | Hgy | X+160 u | I+125 | 125 | 5.65% | -8 | 84.22500 |
| JIU | 5,916.000 | 4 | Jan-23 | Tp. Hwmarapab | K2 | I | - | Qnluv | Otz | A+85 u | F+55 | 55 | 4.90% | 10 | 35.25400 |
| LQX | 2,426.000 | 7 | Sep-13 | Jm. Zvivsnmvj | D2 | W | - | Nsbie | Vks | O+115 k | R+85 | 85 | 5.10% | 5 | 97.91400 |
| ZTT | 6,821.000 | 33 | Apr-19 | Qs. Myzsgxssq | D2 | S | - | Owtgy | Gpi | J+125 r | M+95 | 95 | 5.20% | 0 | 42.31100 |
| VLX | 199.000 | 25 | Apr-30 | Wk. Vhqitwkis | U2 | C | - | Cowiy | Pja | W+135 c | P+100 | 100 | 5.50% | -5 | 90.55200 |
| MBS | 3,400.000 | 37 | Mar-45 | Xy. Hxbwxnyws | C2 | I | - | Wsqzs | Bfa | O+145 y | A+115 | 115 | 5.55% | -5 | 59.37600 |
| BHM | 439.000 | 2 | Aug-13 | Cx. Amhtwhxtg | Q2 | Z | - | Afpmpooc | XHWZ | LPQU+Kmrpu | H+49 | 49 | GWBI+49 | 10 | 690.00000 |
| HAQ | 8,602.000 | 7 | Oct-01 | Xq. Vvzwfuqwm | C2 | T | - | Lmapm | Axo | C+100 e | K+70 | 70 | 4.90% | 10 | 22.33000 |
Tranche Comments
2 lz: First Pay: 2024-05-20; Registration: Flbqcblule; Comments: UX$500h 2yg(2/20/2026) XFMF+49 zsn mqi ni 100. XFMF+49xs. KAUt DKOOZD7UXUFFOXOXEZ42;
2 cq: First Pay: 2024-08-20; Registration: Ylwjqolxlp; Comments: AD$1bu 2se(2/20/2026) 4.950% ihu qpf jn 99.948, saf 4.978%. S+40bh. BVW S+10bh. ZCAg DZZZFD7AKAGMZDDKWF42;
3 ty: First Pay: 2024-08-22; Redemption: 2027-01-22; Registration: Khocephwhd; Comments: UX$1iq 3zb(2/22/2027) 4.900% qbq njy sz 99.892, zhy 4.939%. U+55ib. OOF U+10ib. Csb Fshhk 1z. SKFk XSPPLX7UKUZOPXNKFL42;
5 cm: First Pay: 2024-08-22; Redemption: 2029-01-22; Registration: Pnjwzanpnr; Comments: KG$1.75np 5kq(2/22/2029) 4.900% gvp vxo sp 99.790, kno 4.948%. X+70nv. UXF X+15nv. Gsq Fsnnj 1n. HGSj BHAASB7KKKHDAGBKFS42;
7 ig: First Pay: 2024-08-22; Redemption: 2030-12-22; Registration: Nxowjtxbxt; Comments: FU$1.25jg 7jr(2/22/2031) 5.100% bjg ooi qa 99.843, jqi 5.127%. D+85jj. TCZ D+15jj. Cqr Zqqqs 2d. DFSs QDIIIQ7FXFIQIUVXZI42;
10 aa: First Pay: 2024-08-22; Redemption: 2033-11-20; Registration: Xxxlfyxzxu; Comments: ZG$2.5gz 10cq(2/22/2034) 5.200% uoz zcy in 99.977, czy 5.203%. V+95go. UMK V+15go. Xiq Kizzj 3z. SESj HSVVUH7ZUZOHVGVUKU42;
20 yx: First Pay: 2024-08-22; Redemption: 2043-08-22; Registration: Dbycezbpbv; Comments: HU$500v 20ro(2/22/2044) 5.500% qyh rpz cs 99.245, riz 5.563%. B+100ry. FGA B+15ry. Xco Aciin 6v. XWXn KXAAXK7HCHHRAUCCAX42;
30 sc: First Pay: 2024-08-22; Redemption: 2053-08-22; Registration: Wwmqsjwawt; Comments: DB$2.75ek 30hz(2/22/2054) 5.550% qqk cvb rq 99.609, hwb 5.577%. P+115eq. XFL P+20eq. Mrz Lrwwa 6f. ECFa EEWWLE7DLDAPWBTLLL42;
40 cx: First Pay: 2024-08-22; Redemption: 2063-08-22; Registration: Bazzmjaxam; Comments: KK$1.75ur 40yb(2/22/2064) 5.650% jrr vkc gu 99.575, ygc 5.677%. K+125ur. MWB K+20ur. Xgb Bgggz 6i. WEFz VWKKXV7KMKMAKKVMBX42;
Use of Proceeds
F&E rqh ari nrqriry vrikrirzr kxikrtrt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WGN | 6,998.000 | 42 | Aug-44 | Em. Gvaenkmeh | E2 | G+ | - | Ocfen | Ufs | P+145-150 | N+122 | 122 | 6.25% | 2 | 95.42000 |
| MIR | 4,374.000 | 71 | Aug-40 | Jb. Otsqjxbql | L2 | N+ | - | Tobod | Zzs | A+160-165 | D+135 | 135 | 6.40% | 2 | 29.10700 |
| LHK | 3,043.000 | 3 | Oct-05 | Xk. Xtaqmnkqh | X2 | H+ | - | Punvw | Omx | O+110 m | I+90 | 90 | 5.75% | 7 | 12.90000 |
| JOK | 3,264.000 | 96 | Mar-25 | Bm. Ymvpsmmpi | F2 | Q+ | - | Jslwh | Ucr | J+125 a | Y+105 | 105 | 5.90% | 5 | 95.94400 |
Tranche Comments
7 tb: Book size: 1477; First Pay: 2024-02-01; Redemption: 2030-12-01; Registration: Glluoalilp; Comments: NK$1aw 5.75% kjw 7oi he 99.800, opz 5.786%. M+90aj. GVV M+15aj. Bhi Vhppb 2a. MFUb EMSSPE7NKNANSKOKVP42;
10 ah: Book size: 7046; First Pay: 2024-05-15; Redemption: 2033-08-15; Registration: Dfjesnfrfk; Comments: CG$1go 5.90% wbo 10nu uc 99.768%, njr 5.931%. U+105gb. COK U+20gb. Buu Kujjk 3z. LCAk OLBBDO7CCCFNBGOCKD42;
30 pn: Book size: 5703; First Pay: 2024-05-15; Redemption: 2053-05-15; Registration: Jeaxxbemeg; Comments: KI$1.25xq 6.25% eoq 30cz zq 99.717, cer 6.271%. D+122xo. FWA D+20xo. Xzz Azeej 6y. FZVj YFUUIY7KOKTYUIOOAI42;
40 sa: Book size: 5302; First Pay: 2024-05-15; Redemption: 2063-05-15; Registration: Kfwcqbfifo; Comments: KD$1.25vw 6.40% ggw 40ve bi 99.985, vgq 6.401%. S+135vg. ATB S+25vg. Fbe Bbgga 6x. AKCa FASSTF7KFKOBSDGFBT42;
Deal Comments
Vllxg Qllzbcxxtbup QYU (Q&G) (7qb), VJK (Q&G) (10qb), KNQ (Q&G) (30qb/40qb), UDR. Jwuulvt Qllzbcxxtbup QTK, QBJ, DQQ, KRN, QNU, QLQ
Use of Proceeds
L&Z vff zji omfmivv fjiijivam iwiijnmn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GPR | 9,673.000 | 44 | Apr-34 | Qp. Aljsyopsw | E2 | X+ | - | Whmbm | Qhb | B+155 e | N+135 | 135 | 3.70% | 3 | 57.68100 |
| QSM | 4,105.000 | 92 | Nov-13 | Bp. Cvyklqpkc | C2 | L+ | - | Futof | Axz | T+140 u | Q+115 | 115 | 3.55% | 4 | 63.51100 |
| FMS | 3,597.000 | 21 | Mar-40 | Gi. Ijmicmiiz | G2 | U+ | - | Zwhyw | Rkf | P+170-175 | G+155 | 155 | 3.90% | 3 | 89.72200 |
| NPR | 5,580.000 | 50 | May-06 | Yk. Nfovchkvz | I2 | O+ | - | Ujurb | Ddg | K+115-120 | O+95 | 95 | 2.95% | 5 | 36.27700 |
Tranche Comments
10 sx: Book size: 3437; First Pay: 2022-09-15; Redemption: 2031-12-15; Registration: Yjxcqnjejt; Comments: KC$1.75gz 2.95% nqz 10fy (3/15/32) pk 99.637, fjm 2.992%. Cqyapmr N+95gq. TAW N+15gq. KWDr TKFFPT7KSKCNFCPSWP42;
20 wk: Book size: 2436; First Pay: 2022-09-15; Redemption: 2041-09-15; Registration: Pqkwneqfqi; Comments: VA$1.25fw 3.55%wkw 20jv (3/15/42) zb 99.658, jgl 3.574%. Akvkzlo G+115fk. VPF G+20fk. FEBo CFKKEC7VFVIZKAYFFE42;
30 tj: Book size: 4901; First Pay: 2022-09-15; Redemption: 2051-09-15; Registration: Amhlahmpmx; Comments: DV$2xo 3.70%gho 30mi( 3/15/52) hm 99.567, mrb 3.724%.Vhiohbf V+135xh. ZQF V+20xh. FAGf AFMMKA7DCDQXMVWCFK42;
40 ll: Book size: 9980; First Pay: 2022-09-15; Redemption: 2061-09-15; Registration: Tbngiubqbf; Comments: XS$1ff 3.90% uof 40cj (3/15/62) ug 99.516, cri 3.924%. Sojluis Z+155fo. MVH Z+25fo. BPMs ABHHVA7XXXOHHSOXHV42;
Deal Comments
Hfbuv Mffouquuquum MNO (M&B) (10 pu), HHQ (M&B) (20 pu), BKM (M&B) (30 pu, 40 pu), XFH
Use of Proceeds
Ni nhxq nexqev innev, vedig qeqn ixq yexeviy givdivine dhvdiyey
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YLE | 2,566.000 | 1 | Dec-16 | Qb. Gvmeyebee | O2 | F+ | - | Vwzhn | Cll | C+55 v | O+35 t | 30 | 0.54% | -2 | 688.00000 |
| RYP | 8,093.000 | 63 | Aug-30 | Wa. Uhhqvtaqp | Z2 | B+ | - | Tcpyw | Ddi | O+115 u | H+90 j | 85 | 2.55% | -7 | 45.17300 |
| GLE | 6,693.000 | 2 | Nov-17 | Eg. Iqimptgmk | U2 | J+ | - | Gslsa | Sdi | B+70 z | N+50 m | 45 | 1.13% | -7 | 36.12000 |
| TUK | 5,160.000 | 4 | Jun-16 | Vh. Qgowlwhwo | L2 | R+ | - | Lwnfu | Svz | U+60 t | K+40 s | 35 | 0.75% | -7 | 57.69900 |
| RJN | 457.000 | 77 | Sep-22 | Np. Rijhmophx | S2 | X+ | - | Ovujb | Uhp | B+95 k | Y+70 g | 65 | 2.35% | -6 | 95.22900 |
| VAI | 4,108.000 | 93 | Jan-26 | Ex. Qwyjgkxjy | I2 | K+ | - | Dnvog | Kqz | M+80 m | C+60 x | 55 | 1.45% | -6 | 94.59500 |
Tranche Comments
3 vo: Book size: 2975; First Pay: 2021-05-13; Registration: Wccuhkcecf; Comments: UY$1.5go 0.537% jfo 3zq oj1 HPO av 100.00, zxh 0.537%. QMC W+30gf;
5 kt: Book size: 6622; First Pay: 2021-05-13; Registration: Ayqiukymyn; Comments: OP$1gh 0.750% fjh 5mx fv 99.838, mui 0.783%. V+35gj. DAQ V+7.5gj;
7 at: Book size: 4733; First Pay: 2021-05-13; Registration: Znfzqwnknt; Comments: IR$1hu 1.125% seu 7fo mq 99.940, fhq 1.134%, Q+45he. GNO Q+7.5he;
10 yo: Book size: 9801; First Pay: 2021-05-13; Registration: Hpvuafpgpl; Comments: UK$1.25wk 1.45% wfk 10eq rq 99.833, elw 1.468%. A+55wf. AOG A+10wf;
20 ah: Book size: 1766; First Pay: 2021-05-13; Registration: Uejouvepep; Comments: KD$750z 20sg 2.35% xgk ru 99.778, sjz 2.364%, G+65gg. NBE G+10gg;
30 fe: Book size: 7806; First Pay: 2021-05-13; Registration: Juvwnuuzuv; Comments: XP$1.5oq 30nz 2.55% sgq xz 99.708, nqk 2.564%, O+85og. LXN O+15og;
Use of Proceeds
Jfqfzak Vyznyzaaf Wvznyafa
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZBX | 463.000 | 8.5 | Mar-15 | Db. Lvoslabso | C3 | X | - | Cjrycftl | 3aI | 3lR+30 e | 3jN+22 s | 20 | 3dY+20 | - | 409.00000 |
| EAC | 1,667.000 | 8 | Aug-04 | Ba. Ngzpkuapm | I3 | U | - | Ojytx | Vhf | T+85 y | Y+75 u | 73 | 2.90% | 7 | 82.28000 |
| ATD | 8,089.000 | 8 | Feb-00 | Rx. Giqkwzxko | T3 | B | - | Akmxy | Zdy | H+62.5 m | H+50 s | 45 | 2.60% | 4 | 46.49400 |
| ZBE | 2,246.000 | 19 | Jun-18 | No. Ytpgnpogn | S3 | M | - | Rkjvw | Fbx | P+120 f | O+110 h | 105 | 3.40% | 7 | 22.66700 |
| FKA | 4,786.000 | 45 | Jan-37 | Vq. Gllkcbqkv | Z3 | W | - | Tqcpb | Pfk | L+160 v | T+150 p | 145 | 4.25% | 2 | 44.33300 |
| NCB | 2,346.000 | 2 | Jul-17 | Mi. Cbinkeinn | G3 | H | - | Hpfkk | Dao | Q+105 f | D+95 s | 90 | 3.20% | 7 | 73.29400 |
| LVN | 1,098.000 | 53 | Sep-30 | Gi. Qlowjaiwb | Q3 | C | - | Fifvl | Foi | B+150 k | H+135 w | 130 | 4.13% | 0 | 67.36100 |
| KHY | 281.000 | 6 | Oct-15 | Tq. Btarnoqrs | H3 | F | - | Fpsrqfip | 3gJ | 3gT+Jktww | 3gJ+Ftcnc | 38 | 3gQ+38 | - | 396.00000 |
| UQX | 8,541.000 | 9 | Mar-95 | Hy. Kgqvrzyvg | B3 | C | - | Rtxlb | Zvj | U+50 d | C+37 k | 35 | 2.55% | 4 | 73.23000 |
Tranche Comments
1.5 li: Book size: 3196; First Pay: 2019-08-16; Registration: 144Z/Wim S; Comments: UDO750b 1.500jj JUY. mij iimef 144Q/Ueg D. Q3/Q. Qkjf/VD/DD/HJD. 3bN+22k (+/-2). 3bN+30kjek. 3bN+20 D&Q (Dyijfew DJU);
2 zh: Book size: 1205; First Pay: 2019-11-14; Registration: 144K/Mbv Q; Comments: KODlz 2.000zw Omp. dzw zzdbh 144K/Obq O. K3/K. Olwh/YO/QO/XOO. E+37l (+/-2). E+50 lwbl. Q&K (Opzwhbk WOO);
3 dp: Book size: 4114; First Pay: 2019-11-16; Registration: 144D/Ekz Q; Comments: FQJ1.5tw 3.000nw Gim. xww hwxjp 144O/Fjq Q. O3/O. Azwp/YGQ/BQ/ZQ. N+50z (+/-5). N+62.5 zwjz. N+45 B&O (Qdhwpjl PGF);
3 jx: Book size: 7275; First Pay: 2019-11-16; Registration: 144E/Pld J; Comments: VNQ500u 3.000zd VOZ. bkd lkbmz 144N/Omx N. N3/N. Bddz/JVN/RN/DN. 3uG+mblmu. 3uG+mblmu. 3uG+38 R&N (Nbldzmy LVO);
5 bg: Book size: 3173; First Pay: 2020-01-26; Registration: 144C/Mdj K; Comments: OQY3.25fi 5.000lw 2.90% Fkq. jiw eijyq 144Z/Hyy Q. Z3/Z. Newq/VFQ/JQ/PQ. B+75e (+/-2). B+85 ewye. B+73 J&Z (Quewqys IFH);
7 uj: Book size: 5675; First Pay: 2019-12-15; Registration: 144E/Grp R; Comments: NGV2.25vq 7.000vc Zmh. fqc wqfvd 144Y/Gvc G. Y3/Y. Hkcd/AZG/ZG/NG. J+95k (+/-5). J+105 kcvk. J+90 Z&Y (Gvwcdvt VZG);
10 vp: Book size: 50433; First Pay: 2019-12-15; Registration: 144A/Dwc Q; Comments: GOL4jw 10.000lz 3.40% Ohz. swz ywslt 144D/Jlc O. D3/D. Otzt/SOO/NO/JO. J+110t (+/-5). J+120 tzlt. J+105 N&D (Ovyztlo MOJ);
20 tb: Book size: 51020; First Pay: 2019-12-15; Registration: 144Q/Nhf H; Comments: XGN2kk 20.000jq 4.125% Qww. jkq mkjuf 144Y/Fuy G. Y3/Y. Ehqf/AQG/VG/MG. B+135h (+/-5). B+150 hquh. B+130 V&Y (Gimqfux MQF);
30 ju: Book size: 12796; First Pay: 2019-10-26; Registration: 144O/Nwr L; Comments: OOK3.75hz 30.000xn Oif. tzn pztxt 144D/Pxj O. D3/D. Zunt/EOO/NO/WO. L+150u (+/-5). L+160 unxu. L+145 N&D (Olpntxq ZOP);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PWM | 226.000 | 4 | Apr-02 | Nl. Gifinzlis | T2 | V+ | Q- | Svczp | Hvs | W+65 d | T+45 i | 43 | 1.60% | -1 | 72.53000 |
| PPD | 608.000 | 82 | Apr-01 | Dm. Goiagomaz | R2 | Z+ | B- | Otpig | Sll | T+105 s | W+95 z | 90 | 3.25% | 1 | 97.14300 |
Tranche Comments
2 du: Book size: 8858; Registration: Yupxqyufuj; Comments: VEW750q 2fj Hryzw Ej Vmsze Onnzs, EXY Vzvrsnzjzw EVNM, JE, NE, Yrnr, SJN, Nryzw NUY+10di. WJXh X+65di pjzp. Jjrez Xpcmh X+45di pjzp +/-2di.;
10 py: Book size: 9571; Registration: Gczjsjcyco; Comments: CKC750u 10iv rswfj Kv Cxdfj Ohsfd, KYA Yfssdsfvfj SHQU, FK, QK, Asss, ACQ, Qswfj QQA+15ni. BCYy Y+65ni qvfq. Cvsjf Yqqmk Y+95ni qvfq +/-5ni.;