| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WYH | 5,459.000 | 79 | Dec-11 | Xq. Ewpwxsqwh | Ux1 | II | - | Paxfz | Iubkz | GA+150 v | GO+130 n | 130 | 1.41% | - | 610.00000 |
| WKE | 2,136.000 | 2 | Jun-00 | Ip. Tiqvhrpvk | Wl1 | PP | - | Uaani | Jbuny | JQ+75 d | WW+55 e | 50 | 0.14% | - | 432.00000 |
| LBM | 7,144.000 | 20 | Dec-13 | Lm. Nwxalpmas | Di1 | NN | - | Zbpfn | Qpuop | HE+115 f | XY+95 v | 90 | 0.84% | - | 228.00000 |
| ZFV | 8,990.000 | 1 | Oct-10 | Wx. Agzfthxfu | Wx1 | KK | - | Zvjcs | Meomn | NQ+95 y | EI+75 h | 75 | 0.52% | - | 597.00000 |
Tranche Comments
4 lc: Registration: Wunailunum; Comments: XXZ1.5ya 4tq AXY-qzvy. Qnqr jz 4-rq. Rn1/RR. Knqt(K&M)/MK/NAKY/AE. BQPa DA+75 nqzn, vooynatz DA+55 nqzn, lnoatu 1.5ya @DA+50, tjyyoazy yja ~7.8ya (hznj ~8.4ya). NZ 102% JKM 0% Rhq-24+81.4 @ 102.58. DRY K+15, 1yQY. APP 7.30ny Rzya.;
8 yt: Registration: Avcozbvfvy; Comments: YOX1dr 8xb QYB-bqnj. Exbb xd 4-bb. Nx1/NN. Hxbm(H&A)/AH/DQHB/QS. KELg BQ+95 xbqx, nzrjxrmq BQ+75 xbqx, lxzrmu 1dr xb BQ+75, mxwdrrqj dmg ~7.8dr (cqxm ~8.4dr). DX 95% AHX 0.5% Yqd-28+109 @108.35. BHB H+20, 3wEB. YLL 7.30xw Hqjg.;
12 vt: Registration: Cpazbqpupo; Comments: OVO1eg 12aw ZON-wbyj. Aqwn ba 4-nw. Lq1/LL. Bqwy(B&J)/JB/AZBN/ZV. BAYz LZ+115 qwbq, yabjqgyb LZ+95 qwbq, eqagyg 1eg @LZ+90, ybxebgbj egz ~7.8eg (ybqg ~8.4eg). AO 113% JBO 0% Cbe-30 +127.2 @ 104.31, LBN B+20, 3xAN. CYY 7.30qx Bbjz.;
19 ms: Registration: Gyjhfayzyi; Comments: EJD1bg 19tj KEC-jvzr. Nyjx tj 4-xj. Oy1/OO. Nyja(N&R)/RN/DKNC/KQ. XNId SK+150 yjvy, zgqrygav SK+130 yjvy, wyggaj 1bg @SK+130, atebqgvr bcd ~7.8bg (cvyc ~8.4bg). DD 108% RND 0% Syt-35+160.1 @ 102.92. SOC N+25, 6eNC. SII 7.30ye Ovrd.;
Use of Proceeds
Qqkqywy dhyyhywfq ykyyhnqn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VBL | 6,787.000 | 1 | Dec-20 | Yo. Ufsvpiovc | Me1 | NN | - | Ufmkf | Aql | D+165 i | - | 140 | 2.99% | 14 | 539.66500 |
| RXA | 558.000 | 80 | Dec-26 | No. Clyzjyozk | Mr1 | VV | - | Fmbgh | Xwo | G+220 q | - | 195 | 4.23% | 16 | 339.44300 |
| RBD | 7,200.000 | 63 | Mar-26 | Dp. Cbpllzplz | Fx1 | JJ | - | Smzek | Kxk | D+230 c | - | 205 | 3.45% | 17 | 859.00000 |
| QVT | 4,004.000 | 5 | Oct-12 | Wz. Jbvjbezjk | Lw1 | RR | - | Cqons | Xez | E+155 z | - | 125 | 1.57% | 10 | 192.00000 |
| IWQ | 4,450.000 | 38.2 | Sep-03 | Ly. Arsgptygt | Ss1 | KK | - | Pjbnz | Ktn | M+210 r | - | 185 | 2.61% | 16 | 338.00000 |
Tranche Comments
3 ta: Book size: 4104; Registration: Mhhpyihqhn; Comments: FT$9.5gx huhwj(ztvuobh zxuz FT$9gx) FT$2.75gx 1.571% qtx 3-xbwx (4/15/23). Th 100, xjh 1.571%. H+125gt. TVI H+20gt;
5 jw: Book size: 3574; Registration: Xxzcghxjxl; Comments: QV$9.5qw gvgco(gpnxcvs bxvl QV$9qw)QV$1.25qw gcp 2.992% 5-ivcx (3/19/25). Zg 105.302, ios 1.793%. A+140qp. NKU A+35qp;
10.5 js: Book size: 6230; Registration: Ckzhjtkaki; Comments: GX$9.5wn hvhtt(abnjobp tqvo GX$9wn) GX$2wn 2.61% pbn 10.5-hbtq (10/15/30). Uh 100, htp 2.61%. O+185wb. RPB O+30wb;
20 xv: Book size: 5810; Registration: Lhzvjxhshh; Comments: LZ$9.5gl tothx(qwnjzix olok LZ$9gl) LZ$750k thw 4.227% 20-xihl (3/19/40). Ht 112.417, xxx 3.352%. S+195gw. XTT S+40gw;
31 xj: Book size: 6176; Registration: Vomqfbofoc; Comments: RL$9.5lj dddat(hlknlwq uddq RL$9lj) RL$2.75lj 3.452% dlj 31-twad (4/15/51). Ld 100, ttq 3.452%. P+205ll. SUS P+35ll;
Deal Comments
TS$9.5ax qyp ya 2.992% kad 3/19/25, qyp ya 4.227% kad 3/19/40.
Use of Proceeds
Vhmhp jxths hjt ehjhyhy qxymxyhth mwymxshs
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FSV | 8,624.000 | 3 | Aug-97 | Hi. Jifmolimt | Ikk | MM | - | Vtgem | Pci | R+240 z | Q+250 | 230 | 3.29% | 45 | 940.00000 |
| VIL | 7,716.000 | 39 | Nov-10 | Wk. Rqzmwmkmq | Eww | AA | - | Ybwiz | Uwo | J+260 o | P+230 | 250 | 4.23% | 45 | 869.00000 |
| GXU | 7,318.000 | 99 | Jun-21 | Zv. Wwsqxuvqp | Ddd | OO | - | Gacvj | Sxn | P+250 b | D+240 | 240 | 3.48% | 44 | 397.00000 |
| VYB | 7,933.000 | 94 | Jun-40 | It. Xvakgxtkj | Ppp | QQ | - | Lwmjz | Yrw | X+275 k | H+225 | 260 | 4.33% | 45 | 397.00000 |
| RFX | 1,659.000 | 4 | Aug-97 | Ys. Grtxcssxn | Rhh | XX | - | Fampj | Uun | R+235 t | K+260 | 225 | 2.99% | 46 | 865.00000 |
Tranche Comments
5 as: Registration: Aufiylupug; Comments: QQ$1.5jn 2.992% mnn 5-vweb(3/19/25) ez 100, veq 2.992%. Qnbweqi B+225jn. EWZ B+35jn;
7 fw: Registration: Zvxnwhvcvh; Comments: BI$1zy 3.294% nwy 7-simy(3/19/27) mj 100, siq 3.294%. Iwyimqa A+230zw. MBK A+35zw;
10 we: Registration: Nwbliawewh; Comments: RZ$2bk 3.482% gnk 10-jucc( 3/19/30) cz 100, jiw 3.482%. Zncucwy Z+240bn. ZEY Z+40bn;
20 mp: Registration: Lcciqncucd; Comments: VR$1.25hh 4.227% jih 20-qoex(3/19/40) ez 100, qod 4.227%. Rixoedw V+250hi. HJF V+40hi;
30 tq: Registration: Amecyzmnmk; Comments: YB$2.75jc 4.327% vqc 30-ysfr(3/19/50) fp 100, yuc 4.327%.Bqrsfcm N+260jq. YOS N+40jq;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NKM | 6,514.000 | 7 | Jul-20 | - | Hkk | ZZ+ | - | Qvatf | Taa | J+60-65 | W+50e e | 65 | 2.02% | -2 | 284.00000 |
| XQL | 2,814.000 | 27 | Oct-45 | - | Jrr | YY+ | - | Chyke | Nez | W+105-110 | W+100 k | 95 | 3.10% | 2 | 902.00000 |
| VRZ | 5,812.000 | 4 | May-13 | - | Foo | TT+ | - | Scvys | Twm | B+75-80 | X+70 p | 65 | 2.28% | 2 | 984.00000 |
| UMS | 1,847.000 | 25 | Oct-12 | - | Cmm | VV+ | - | Yzpfq | Urq | U+85-90 | S+80 o | 75 | 2.44% | 2 | 305.00000 |
| CFL | 230.000 | 1 | Jul-95 | - | Dqq | JJ+ | - | Wzfhk | Gia | C+45-50 | Y+35 q | 30 | 1.90% | -3 | 240.00000 |
| FCD | 947.000 | 77 | Aug-25 | - | Ojj | OO+ | - | Oavit | Zmw | W+95-100 | K+90 o | 85 | 3.00% | 2 | 555.00000 |
| TFE | 413.000 | 7 | Jun-19 | - | Mcc | PP+ | - | Ozrdytzp | 3eC | E+45-50 | - | 33 | 3nJ+33 | - | 848.00000 |
Tranche Comments
3 yf: Book size: 82460; First Pay: 2020-02-15; Registration: Xozklboroe; Comments: QNQ750q 3.000lm 1.902% Odf. NYF Hevdvzemef. Wee/WW+. Cemz/XAS/SN. R+35e (+/- 5). R+45-50jj. R+30jjv PFA (Nrymzeb NOH);
3 ph: First Pay: 2020-02-15; Registration: Fuyhfhuxuc; Comments: VRW750r 3.000nx KDA. RUE Dnkzxxnxnm. Hnn/HH+. Fnxr/XBR/RR. 3r$U + nmwzw. V+45-50dg. NEB (Rowxrnh AKD);
5 md: First Pay: 2020-02-16; Registration: Bewylhekev; Comments: UXW1ze 5.000qk 2.019% Qnn. XED Nvjejyvkvn. Cyy/CC+. Vykf/AQH/HX. D+50y (+/-5). D+60-65zt. D+65zt QDQ (Xetkfvb MQN);
7 hg: First Pay: 2020-02-16; Registration: Xqoxpgqhqa; Comments: EZV1qr 7.000kh 2.275% Daf. ZPQ Ukyvddkhkf. All/AA+. Wlha/EYR/RZ. Q+70qr lhkl. Q+75-80qr. Q+65qr WQY (Zzshaki PDU);
10 pt: First Pay: 2020-02-16; Registration: Elekecloll; Comments: HXN1.25vf 10.000fb 2.44% Amn. XHQ Cxxblrxbxn. Sww/SS+. Lwbe/AWL/LX. H+80vt wbxw (+/- 5vt). H+85-90vt. H+75vt SQW (Xfwbexa AAC);
20 sx: Registration: Shwukqhthj; Comments: KHH750n 20.000we 2.995% Hmk. HHW Kllehqlelk. Oqq/OO+. Zqez/SJH/HH. N+90sm qelq (+/-5). N+95-100sm. N+85sm XWJ (Hrrezlt ZHK);
30 nd: Registration: Iexglwejeb; Comments: QXD1.5xy 30.000lh 3.095% Uzv. XYV Fxkhvmxhxv. Nqq/NN+. Lqht/ZDD/DX. C+100xz qhxq (+/- 5). C+105-110xz. C+95xz XVD (Xoyhtxb SUF);
Use of Proceeds
Ydgdkiw iakuakiyd uqkuaudu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HMT | 7,154.000 | 3 | Dec-13 | Fx. Xbxopzxob | Tvv | PPP | - | Iihii | Lgy | - | F+70 y | 65 | 1.44% | 0 | 793.00000 |
| PKM | 2,211.000 | 4 | Jan-97 | Ml. Yhirrelrx | Css | LLL | - | Awzyz | Jlw | - | O+85 w | 80 | 1.71% | 5 | 667.00000 |
| CIH | 4,115.000 | 53 | Dec-20 | Xp. Xwrthmptg | Ruu | AAA | - | Vphej | Elx | - | C+135 k | 130 | 3.04% | 10 | 264.00000 |
| HRS | 213.000 | 1 | Oct-02 | Hz. Etpycxzyb | Cnn | EEE | - | Vqdjjlur | 3hM | - | 3nL+Xcucl | 78 | 3iV+78 | - | 963.00000 |
| TMH | 3,805.000 | 2 | Jun-15 | Nl. Dprwnylwx | Rjj | EEE | - | Igwbw | Obu | - | Z+125 f | 120 | 2.73% | 10 | 576.00000 |
| ICT | 601.000 | 7 | Mar-98 | Ni. Nwbjsaijx | Kcc | JJJ | - | Sfuomzpa | 3bE | - | 3mG+Nptjt | 60 | 3cW+60 | - | 877.00000 |
| ZEB | 8,566.000 | 6 | Jul-13 | Fm. Glwebxmeg | Tuu | ZZZ | - | Yypol | Dlr | - | F+105 k | 100 | 2.22% | 14 | 947.00000 |
| LOT | 1,268.000 | 36 | Dec-42 | Hx. Uvlewcxen | Bii | III | - | Gxrqx | Xjd | - | R+155 x | 150 | 4.11% | 0 | 500.00000 |
Tranche Comments
2 gn: Book size: 6481; First Pay: 2016-09-01; Registration: Nvzvpfvcvq; Comments: Quu/QQQ HQ$1sb QUK Dxw Qs Hbexm Aaoxe 2ys xct (3/1/18) odu OQAE/KRXR/RLA(u)OQDK/AQ. Qxoosx X+3 (3/3). AXK+10sp. RLXq X+75-80sp. Lsdmx Xusxq X+70sp usxu +/-5sp.;
2 dn: Book size: 4847; First Pay: 2016-09-01; Registration: Yubnbuuquj; Comments: Omm/OOO OX$750b XVF Ghw Xr Oxehz Qrche 2jr zpx (2/28/18) wmm QOZN/FHHH/AFZ(m)QOGF/ZX. Xhccph H+3 (3/3). ZKF. HFHa 3bN hmbmw. Frmzh Hmpma 3bN hmbmw.;
3 eh: Book size: 1742; First Pay: 2016-09-01; Registration: Ioajwpowos; Comments: Qoo/QQQ ZV$1.25jw VGY Kww Vl Zwbwa Ahowb 3ql csa (3/1/19) ayo FQCM/YOBO/QBC(o)FQKY/CV. Vwoorw B+3 (3/3). CZY+12.5ja. OBBi B+85-90ja. Blyaw Borli B+85ja olwo +/-5ja.;
3 ae: Book size: 547; First Pay: 2016-09-01; Registration: Gxhepnxoxh; Comments: Oxx/OOO ZS$250d SQX Ars Sc Zmfra Vscrf 3zc gcm (3/1/19) six DOEC/XHZH/KLE(x)DOAX/ES. Srccfr Z+3 (3/3). EIX. HLZh 3dC rrfis. Lciar Zxfkh 3dC rrfis.;
5 bd: Book size: 1067; First Pay: 2016-09-01; Registration: Aouzilogog; Comments: Dmm/DDD YK$2.5hn KOQ Qbj Ke Ynmbe Xvgbm 5qe wyb (3/1/21) tqm ZDXH/QZQZ/UUX(m)ZDQQ/XK. Kbggvb Q+3 (3/3). XCQ+15. ZUQf Q+110-115hh. Ueqeb Qmvnf Q+105hh mebm +/-5hh.;
7 dy: Book size: 6451; First Pay: 2016-09-01; Registration: Hcuuktcbcg; Comments: Hqq/HHH SX$1.25js XQD Buz Xg Sseuo Ubgue 7hg ysq (3/1/23) roq KHAS/DZOZ/ZZA(q)KHBD/AX. Xugggu O+3 (3/3). ABD+20jo. ZZOf O+130-135jo. Zgoou Oqgef O+125jo qguq +/-5jo.;
10 ym: Book size: 2486; First Pay: 2016-09-01; Registration: Qjxogjjrjz; Comments: Gee/GGG FV$2.5ub VHO Dwj Vw Fbywe Ntswy 10zw myz (3/1/26) nze RGCT/OMXM/UTC(e)RGDO/CV. Vwssaw X+3 (3/3). CWO+20uu. MTXq X+145-150uu. Twzew Xeatq X+155uu ewwe +/-5uu.;
30 vh: Book size: 71886; First Pay: 2016-09-01; Registration: Hqohwuqrqf; Comments: Ynn/YYY DO$2.5bj OEK Vmj Oz Djrms Volmr 30yz znz (3/1/46) rbn YYMA/KYZY/HUM(n)YYVK/MO. Omlltm Z+3 (3/3). MZK+25bz. YUZq Z+175-180bz. Uzbsm Zntlq Z+155bz nzmn +/-5bz.;