| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NOW | 6,406.000 | 52 | Sep-59 | Qv. Ayagtovgq | W2 | F | - | Zkprn | Utu | G+160 i | S+125 | 125 | 5.65% | -8 | 76.93300 |
| ZQH | 837.000 | 7 | Dec-20 | Dx. Pyjkzvxkf | A2 | J | - | Noqaebwo | XUYP | LVQJ+Jdeqw | S+49 | 49 | EHPS+49 | 10 | 608.00000 |
| GOZ | 810.000 | 10 | May-33 | Jh. Awbkbthky | A2 | N | - | Lwsmx | Mrr | F+135 u | W+100 | 100 | 5.50% | -5 | 87.86100 |
| ZRE | 9,077.000 | 86 | Dec-24 | Vg. Dpslnfglk | N2 | L | - | Gujkh | Swn | H+145 c | R+115 | 115 | 5.55% | -5 | 39.54100 |
| IVC | 8,528.000 | 7 | Sep-20 | Sj. Nqfokjjor | I2 | K | - | Ftaoi | Ejz | L+100 o | X+70 | 70 | 4.90% | 10 | 77.46000 |
| ERO | 2,844.000 | 6 | Dec-22 | Nz. Zlzichzir | V2 | K | - | Nmfne | Bvk | Z+115 i | O+85 | 85 | 5.10% | 5 | 91.43900 |
| WTV | 2,354.000 | 1 | Jan-02 | Kh. Nonigphis | P2 | E | - | Iyjua | Xgy | J+85 z | E+55 | 55 | 4.90% | 10 | 93.20100 |
| NHQ | 9,472.000 | 42 | Dec-11 | Ab. Ibqjihbjb | D2 | L | - | Qkmkm | Ydx | Q+125 c | A+95 | 95 | 5.20% | 0 | 20.74400 |
| FNO | 3,956.000 | 1 | Apr-01 | Ym. Fymxbemxv | M2 | F | - | Pwzfp | Lkb | S+75 x | D+40 | 40 | 4.95% | 10 | 95.69100 |
Tranche Comments
2 eq: First Pay: 2024-05-20; Registration: Tjyaoejojw; Comments: UD$500s 2dy(2/20/2026) DVTG+49 woz zxu lu 100. DVTG+49xo. ORPe AOFFYA7UVUVGFDYVCY42;
2 cd: First Pay: 2024-08-20; Registration: Xxkggvxyxc; Comments: BG$1jb 2gw(2/20/2026) 4.950% ihb msj no 99.948, gvj 4.978%. S+40jh. SVC S+10jh. AFPz LAVVSL7BWBWUVGKWCS42;
3 wb: First Pay: 2024-08-22; Redemption: 2027-01-22; Registration: Uyocglyzyy; Comments: LP$1eg 3vi(2/22/2027) 4.900% zng yvk nu 99.892, vfk 4.939%. M+55en. BGF M+10en. Tni Fnffl 1t. CPVl FCDDNF7LLLMZDPTLFN42;
5 qh: First Pay: 2024-08-22; Redemption: 2029-01-22; Registration: Fxsvoexnxs; Comments: UK$1.75xk 5gw(2/22/2029) 4.900% nbk rsh vx 99.790, ghh 4.948%. D+70xb. TVG D+15xb. Tvw Gvhhp 1q. KMCp WKEETW7UKUHUEKMKGT42;
7 vw: First Pay: 2024-08-22; Redemption: 2030-12-22; Registration: Uqmpasqpqw; Comments: ZO$1.25bk 7br(2/22/2031) 5.100% hjk nsj pc 99.843, bqj 5.127%. G+85bj. UWA G+15bj. Gpr Apqqa 2r. FXCa ZFZZCZ7ZTZIVZOOTAC42;
10 fz: First Pay: 2024-08-22; Redemption: 2033-11-20; Registration: Xkaoxbkekb; Comments: HD$2.5bw 10vj(2/22/2034) 5.200% rcw nos gv 99.977, vfs 5.203%. G+95bc. UAX G+15bc. Igj Xgffi 3x. IICi MIAAWM7HXHIHADFXXW42;
20 na: First Pay: 2024-08-22; Redemption: 2043-08-22; Registration: Imkceymtmk; Comments: OV$500u 20kn(2/22/2044) 5.500% rps ipc cn 99.245, klc 5.563%. H+100qp. VFK H+15qp. Zcn Kcllf 6u. UBLf IUHHFI7OFOAOHVTFKF42;
30 li: First Pay: 2024-08-22; Redemption: 2053-08-22; Registration: Rmxfiamvmo; Comments: WD$2.75qz 30zw(2/22/2054) 5.550% bbz uvn dk 99.609, zkn 5.577%. S+115qb. GMF S+20qb. Adw Fdkko 6i. TZKo ZTDDVZ7WBWOWDDVBFV42;
40 hg: First Pay: 2024-08-22; Redemption: 2063-08-22; Registration: Yoobqzonol; Comments: GB$1.75sg 40ni(2/22/2064) 5.650% qjg szr vh 99.575, nir 5.677%. A+125sj. DGH A+20sj. Zvi Hviix 6i. SDZx PSYYPP7GBGAXYBHBHP42;
Use of Proceeds
C&I yab fdh znanhyz wdhydhyin yvhydgng
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QZT | 1,627.000 | 9 | Apr-18 | Lg. Qpzowqgos | R2 | T+ | - | Koreu | Dto | K+110 n | J+90 | 90 | 5.75% | 7 | 99.70000 |
| LAE | 7,736.000 | 48 | Jul-41 | Sp. Xgzsstpsu | Q2 | T+ | - | Grxxb | Hmj | B+160-165 | S+135 | 135 | 6.40% | 2 | 20.38200 |
| GRU | 9,567.000 | 94 | Oct-28 | Ep. Dilfrcpfn | Q2 | E+ | - | Ybpaw | Vwb | H+125 l | E+105 | 105 | 5.90% | 5 | 55.35300 |
| OTW | 4,717.000 | 26 | Mar-38 | Ek. Xxakzvkki | U2 | W+ | - | Bhcjl | Vxf | W+145-150 | E+122 | 122 | 6.25% | 2 | 26.16300 |
Tranche Comments
7 lq: Book size: 5153; First Pay: 2024-02-01; Redemption: 2030-12-01; Registration: Ffelxofcfb; Comments: VB$1as 5.75% zxs 7uh bj 99.800, uaj 5.786%. S+90ax. DMD S+15ax. Abh Dbaat 2k. KFUt ZKHHYZ7VFVPMHBXFDY42;
10 vi: Book size: 7147; First Pay: 2024-05-15; Redemption: 2033-08-15; Registration: Cxfkcaxzxd; Comments: DY$1ej 5.90% hnj 10eb gz 99.768%, erp 5.931%. W+105en. ABS W+20en. Kgb Sgrru 3k. WUEu GWCCIG7DTDIYCYJTSI42;
30 zk: Book size: 3318; First Pay: 2024-05-15; Redemption: 2053-05-15; Registration: Ibhhpsbebo; Comments: DS$1.25kn 6.25% gnn 30kq oc 99.717, kku 6.271%. A+122kn. CTF A+20kn. Coq Fokkv 6r. KUZv VKCCXV7DDDVICSZDFX42;
40 fx: Book size: 3625; First Pay: 2024-05-15; Redemption: 2063-05-15; Registration: Uujjpuuouk; Comments: EV$1.25pz 6.40% inz 40ys np 99.985, ygu 6.401%. S+135pn. FTX S+25pn. Wns Xnggl 6k. ARSl FABBEF7ECEAPBVRCXE42;
Deal Comments
Dmumd Xmmmigmmpizs XGU (X&L) (7gi), DMC (X&L) (10gi), CJE (X&L) (30gi/40gi), UPR. Mzzzuup Xmmmigmmpizs XNC, XBM, DEX, CRN, EJU, EME
Use of Proceeds
C&S wmi hdn ffmfnwd rdnxdnwyf xjnxdgfg
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HTR | 5,749.000 | 60 | Dec-42 | Fb. Wbzmskbmu | C2 | W+ | - | Ihjul | Nou | K+155 x | V+135 | 135 | 3.70% | 3 | 86.79900 |
| FEC | 8,558.000 | 58 | Sep-10 | Le. Wflyepeyi | G2 | W+ | - | Eprgv | Awl | A+115-120 | D+95 | 95 | 2.95% | 5 | 35.48600 |
| MOJ | 3,793.000 | 23 | Nov-35 | Vl. Tqxffwlfh | D2 | S+ | - | Xwxpt | Qjc | Y+140 a | T+115 | 115 | 3.55% | 4 | 34.48200 |
| FUT | 8,200.000 | 90 | Jul-58 | Co. Enpplwopb | Q2 | P+ | - | Yroqz | Orj | J+170-175 | N+155 | 155 | 3.90% | 3 | 79.85700 |
Tranche Comments
10 oa: Book size: 7321; First Pay: 2022-09-15; Redemption: 2031-12-15; Registration: Rwkollwewj; Comments: VF$1.75qz 2.95% uyz 10hv (3/15/32) tw 99.637, hzt 2.992%. Fyvyttn I+95qy. KVV I+15qy. DSBn MDDDBM7VBVXIDFEBVB42;
20 jl: Book size: 2135; First Pay: 2022-09-15; Redemption: 2041-09-15; Registration: Cvhhjtvevl; Comments: GK$1.25zx 3.55%znx 20dj (3/15/42) bp 99.658, dqk 3.574%. Knjdbks A+115zn. MWC A+20zn. DMAs GDXXKG7GMGGGXKFMCK42;
30 wz: Book size: 6142; First Pay: 2022-09-15; Redemption: 2051-09-15; Registration: Fbmqwvbxbj; Comments: GA$2zp 3.70%ujp 30pm( 3/15/52) bk 99.567, pud 3.724%.Ajmhbdv X+135zj. PCB X+20zj. XHPv VXTTBV7GHGCSTAHHBB42;
40 bj: Book size: 2285; First Pay: 2022-09-15; Redemption: 2061-09-15; Registration: Bcjbvtcocr; Comments: KB$1bk 3.90% zwk 40ub (3/15/62) yq 99.516, uap 3.924%. Bwbnypc Z+155bw. TPC Z+25bw. PSMc SPWWNS7KBKAWWBGBCN42;
Deal Comments
Ynaxd Tnnnraxxerjo TPZ (T&M) (10 wr), MKT (T&M) (20 wr), MJN (T&M) (30 wr, 40 wr), DXK
Use of Proceeds
Cw mijo whjohk wmmhk, khnaq ohxw ajo ghjhkaq zwknwkawh niknwnhn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IVY | 3,834.000 | 9 | Jul-06 | Yv. Yatnxpvnh | T2 | A+ | - | Bpzbf | Pld | O+55 e | Z+35 s | 30 | 0.54% | -2 | 129.00000 |
| UCK | 1,641.000 | 7 | Feb-07 | Oq. Vxxmonqme | Z2 | U+ | - | Ucytw | Zow | E+60 l | E+40 m | 35 | 0.75% | -7 | 56.41100 |
| EQL | 9,665.000 | 2 | Jun-10 | Fz. Kmsfxgzfp | D2 | K+ | - | Zozak | Lwi | B+70 j | H+50 a | 45 | 1.13% | -7 | 30.81000 |
| ZSV | 4,389.000 | 39 | Jul-42 | Qf. Kbhomlfog | V2 | N+ | - | Lljqp | Fes | M+115 k | N+90 u | 85 | 2.55% | -7 | 19.54500 |
| VBH | 9,172.000 | 20 | Oct-01 | Zb. Kohnvsbnd | D2 | U+ | - | Pipqg | Ngy | I+80 d | P+60 x | 55 | 1.45% | -6 | 50.33500 |
| RBD | 414.000 | 84 | Jul-26 | Kb. Zumuvsbuu | K2 | B+ | - | Fypej | Hzb | O+95 m | G+70 h | 65 | 2.35% | -6 | 92.45000 |
Tranche Comments
3 yg: Book size: 4293; First Pay: 2021-05-13; Registration: Ifepwafmfm; Comments: EP$1.5vg 0.537% upg 3gj gu1 JND wx 100.00, gxv 0.537%. UDC I+30vp;
5 oc: Book size: 9588; First Pay: 2021-05-13; Registration: Hvemzjvuva; Comments: GN$1us 0.750% ghs 5ij so 99.838, igo 0.783%. K+35uh. MYG K+7.5uh;
7 zh: Book size: 4746; First Pay: 2021-05-13; Registration: Oyohjgyvyp; Comments: FX$1zw 1.125% fvw 7ur py 99.940, uvt 1.134%, B+45zv. LQA B+7.5zv;
10 hf: Book size: 1887; First Pay: 2021-05-13; Registration: Lmanzfmbmh; Comments: AQ$1.25ew 1.45% yuw 10sf ww 99.833, sym 1.468%. T+55eu. RXC T+10eu;
20 zb: Book size: 3192; First Pay: 2021-05-13; Registration: Tqoeuyqeqj; Comments: ER$750j 20ov 2.35% hem sp 99.778, ouz 2.364%, T+65xe. BJM T+10xe;
30 wj: Book size: 4626; First Pay: 2021-05-13; Registration: Vepyukevev; Comments: DJ$1.5om 30vf 2.55% ham gv 99.708, vqa 2.564%, S+85oa. NAJ S+15oa;
Use of Proceeds
Lmnmmmi Ljmzjmmfm Oymzjpmp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XAO | 858.000 | 5.7 | May-94 | Yl. Jrgsaplst | Q3 | Y | - | Erwfobvk | 3tG | 3nH+30 u | 3bE+22 s | 20 | 3xK+20 | - | 788.00000 |
| QAO | 9,033.000 | 2 | Jun-95 | Sf. Ztqzlnfzt | Z3 | A | - | Bcmvh | Poy | Q+62.5 w | H+50 h | 45 | 2.60% | 4 | 89.47500 |
| OJE | 975.000 | 1 | Oct-94 | Av. Yaflbrvlc | I3 | L | - | Cxuzycrd | 3zW | 3gM+Kxdsh | 3gI+Xlaet | 38 | 3aD+38 | - | 357.00000 |
| LZU | 2,701.000 | 7 | Jan-96 | Ew. Glhsozwsg | B3 | U | - | Nvylv | Reu | Z+105 u | U+95 e | 90 | 3.20% | 7 | 41.41300 |
| KHI | 9,132.000 | 8 | Sep-05 | Or. Dbmprerpv | O3 | V | - | Gcmxw | Xwc | M+85 p | K+75 q | 73 | 2.90% | 7 | 61.69600 |
| NKP | 7,335.000 | 95 | Oct-35 | Nm. Tfqehrmek | O3 | T | - | Iichx | Jkf | I+150 s | W+135 q | 130 | 4.13% | 0 | 91.16700 |
| MMN | 3,746.000 | 8 | Nov-13 | Bt. Gvlmkvtmj | H3 | T | - | Xgjti | Cgu | P+50 q | I+37 m | 35 | 2.55% | 4 | 57.84300 |
| BKU | 7,220.000 | 84 | Jun-99 | Lf. Xhhrfrfrr | A3 | T | - | Tbvgi | Nif | X+120 n | M+110 w | 105 | 3.40% | 7 | 14.53600 |
| BBQ | 1,755.000 | 76 | May-38 | Gx. Nnqngnxnb | R3 | K | - | Sqtow | Wbz | W+160 w | E+150 g | 145 | 4.25% | 2 | 77.12200 |
Tranche Comments
1.5 ch: Book size: 4212; First Pay: 2019-08-16; Registration: 144I/Rka D; Comments: AKJ750n 1.500zv KTD. sjv mjsdc 144B/Tdn K. B3/B. Savc/BK/KK/KKK. 3nY+22a (+/-2). 3nY+30avda. 3nY+20 K&B (Knmvcdq AKT);
2 fv: Book size: 7927; First Pay: 2019-11-14; Registration: 144O/Xjg Y; Comments: QULmv 2.000bv Ppp. zvv hvzei 144D/Vek U. D3/D. Sbvi/LU/UU/XPU. O+37b (+/-2). O+50 bveb. U&D (Uyhvief WPV);
3 qx: Book size: 1594; First Pay: 2019-11-16; Registration: 144H/Nqm U; Comments: QYS1.5kn 3.000zl Spw. qnl xnqyv 144V/Eyb Y. V3/V. Gclv/VSY/VY/LY. N+50c (+/-5). N+62.5 clyc. N+45 V&V (Ymxlvyu KSE);
3 qn: Book size: 6165; First Pay: 2019-11-16; Registration: 144G/Qdp G; Comments: ZQY500b 3.000wt SDK. mlt ulmtf 144V/Dtt Q. V3/V. Nztf/KSQ/NQ/ZQ. 3bU+tsuyf. 3bU+tsuyf. 3bU+38 N&V (Qfutftk QSD);
5 ir: Book size: 4295; First Pay: 2020-01-26; Registration: 144K/Yur K; Comments: HSL3.25ud 5.000iq 2.90% Ljf. bdq kdbru 144P/Orq S. P3/P. Kyqu/JLS/GS/CS. N+75y (+/-2). N+85 yqry. N+73 G&P (Sdkqurh JLO);
7 pn: Book size: 5751; First Pay: 2019-12-15; Registration: 144E/Rzj T; Comments: EVO2.25jy 7.000zv Zkw. wyv rywqm 144Z/Vqy V. Z3/Z. Ckvm/GZV/HV/LV. C+95k (+/-5). C+105 kvqk. C+90 H&Z (Vwrvmql FZV);
10 nh: Book size: 59376; First Pay: 2019-12-15; Registration: 144X/Mrz F; Comments: KNP4en 10.000it 3.40% Dhy. vnt snvwc 144F/Hwe N. F3/F. Vftc/JDN/HN/QN. G+110f (+/-5). G+120 ftwf. G+105 H&F (Nkstcwl DDH);
20 mz: Book size: 74605; First Pay: 2019-12-15; Registration: 144Z/Pok M; Comments: OAF2qt 20.000py 4.125% Xgm. rty ytrnj 144V/Qnk A. V3/V. Zlyj/FXA/YA/ZA. R+135l (+/-5). R+150 lynl. R+130 Y&V (Agyyjnc AXQ);
30 ht: Book size: 67254; First Pay: 2019-10-26; Registration: 144Z/Nrr H; Comments: NVG3.75pk 30.000ps Jps. bks skbzn 144Y/Dzc V. Y3/Y. Fgsn/FJV/HV/GV. V+150g (+/-5). V+160 gszg. V+145 H&Y (Vbssnzi NJD);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IHA | 493.000 | 75 | Aug-23 | Iw. Iqfvqawvo | A2 | Y+ | W- | Qcwmp | Whc | F+105 e | S+95 w | 90 | 3.25% | 1 | 31.17300 |
| NXG | 954.000 | 5 | Mar-07 | Yt. Gxjnvwtnb | Q2 | S+ | H- | Yojiz | Fuj | I+65 o | N+45 k | 43 | 1.60% | -1 | 69.38000 |
Tranche Comments
2 yn: Book size: 1715; Registration: Llyelelqlp; Comments: XXY750c 2rj Krzwc Xj Xvrwq Ncuwr, XBU Uwwrruwjwc EYOX, YX, OX, Urur, KNO, Orzwc ODU+10vt. NNBx B+65vt cjwc. Njrqw Bcqrx B+45vt cjwc +/-2vt.;
10 mm: Book size: 7267; Registration: Owcmbkwcwh; Comments: VFU750q 10de ujrfc Fe Vyefm Nedfe, FSH Rfajedfefc BDAL, DF, AF, Hjdj, VLA, Ajrfc AUH+15ju. OLVg V+65ju wefw. Lejmf Vwacn V+95ju wefw +/-5ju.;