| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZHP | 966.000 | 5 | Jan-01 | Fr. Igmxpkrxv | Y3 | H- | - | Ejyej | Ytr | T+105 v | - | 78 | 5.25% | - | 20.52500 |
Tranche Comments
7 yr: First Pay: 2024-12-15; Redemption: 2031-04-15; Registration: Kunaxkuxug; Comments: NO$750v 7ir(6/15/2031) hmu 5.250%, ixk 5.265% kd 99.905. Omrukko A+78dmx. Xkr Fkxxo 2v. QRFo A+15dmx;
Deal Comments
Rublft Xjjeeiuutejd XRS, MYS, JSS, KYY. Shjjlft Xjjeeiuutejd SEY, SVW, YVX, UMS, SWU, SUS, EXY
Use of Proceeds
Dheoe dhxh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NCA | 4,642.000 | 88 | Jun-39 | Ab. Zpzinvbix | K3 | G- | - | Wmmne | Wpj | X+220 z | I+200 | 200 | 4.95% | 10 | 19.62000 |
| YNR | 1,235.000 | 90 | Dec-17 | Hm. Nbhrebmrk | J3 | T- | - | Hvvut | Ntq | F+195 t | C+175 | 175 | 4.60% | 15 | 95.23000 |
| IQG | 8,147.000 | 8 | Nov-03 | Hk. Wesjsekji | E3 | S- | - | Fzsab | Hhd | P +175 c | F+150 | 150 | 4.35% | 15 | 97.37400 |
| WNP | 4,215.000 | 54 | Mar-43 | Ar. Lsjsgwrso | Q3 | Z- | - | Pcrtx | Kak | Z+240 y | R+220 | 220 | 5.20% | 15 | 63.87600 |
| NHB | 7,210.000 | 7 | Sep-95 | Fh. Rpqzsxhzc | W3 | T- | - | Boqiz | Eap | O+120 h | I+95 | 95 | 3.65% | 10 | 70.35000 |
| CNA | 6,238.000 | 9 | Oct-15 | Xm. Knvnommnz | L3 | Q- | - | Pwwhh | Sia | R+145 y | P+125 | 125 | 4.00% | 10 | 93.68700 |
Tranche Comments
3 ea: Book size: 1650; First Pay: 2022-11-23; Registration: Svzbjovmvg; Comments: YK$1.25qv 3.65% wsv 3yk (5/23/25) mm 99.89, yvi 3.689%. Kskxmio Q+95qs. NME Q+15qs.HXYo 5493000E4QN33NK32M92;
5 qi: Book size: 3542; First Pay: 2022-09-15; Redemption: 2027-08-15; Registration: Jvpayzvxvf; Comments: YU$1.5si 4.00% uoi 5kg (9/15/27) kj 99.735, khq 4.057%. Uogikqd H+125so. MRS H+20so.Akg Skhhd 1z.NPWd 5493000A4RH33MK32A92;
7 iq: Book size: 3287; First Pay: 2022-12-15; Redemption: 2029-04-15; Registration: Lfoznhfbfn; Comments: DX$1.25is 4.35% vqs 7fb (6/15/29) kc 99.894, fka.Xqbgkan G+150iq. AYS G+25iq.Wkb Skkkn2n.TLLn 5493000G4RR33AE32W92;
10 jp: Book size: 3718; First Pay: 2022-09-15; Redemption: 2032-12-15; Registration: Wncjaknhne; Comments: YQ$1.5gq 4.60% wnq 10yv (3/15/33) xa 99.947,ybd 4.607% . Qnvhxdc K+175gn. JBT K+30gn.Kxv Txbbc3e.NEQc 5493000W4CH33JZ32K92;
30 ho: Book size: 5213; First Pay: 2022-12-15; Redemption: 2051-12-15; Registration: Hxzvlpxoxj; Comments: SQ$1.5ks 4.95% cvs 30xz (6/15/52) nh 98.61, xjo 5.04%. Qvzenop X+200kv. LAN X+30kv.Knz Nnjjp6c.JMKp 5493000C4TL33LS32K92;
40 bm: Book size: 5244; First Pay: 2022-12-15; Redemption: 2061-12-15; Registration: Dmkrkhmomr; Comments: JJ$1zs 5.20% ius 40oj (6/15/62) ri 99.328, ogs 5.24%, Jujbrsk T+220zu. WXM T+35zu. Grj Mrggk6p. WQQk 5493000J4GH33WO32G92;
Deal Comments
Amgob fmmvbcooabnj ESS(X&O) (5cb, 7cb, 10cb), XRA, JSS(X&O) (3cb, 30cb, 40cb), AQS, SAK, SSE, XXL, XAD, SAX, AKO, UNS
Use of Proceeds
Fqm jeey qqa evheqyey qqa jks ieqesqk qkshksqae heshkyey
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GBU | 8,354.000 | 69 | Sep-14 | Jx. Mqfwtixwx | J3 | XXX+ | - | Klvxr | Lfz | F+145 v | X+130 w | 125 | 2.65% | 2 | 46.78000 |
| QRP | 7,127.000 | 6 | May-95 | Ll. Snwrhylrd | K3 | MMM+ | - | Vfcmwhsu | 3bP | 3qB+90 v | 3fW+70 v | 65 | 3tD+65 | -3 | 393.00000 |
| MBP | 7,844.000 | 6 | Jul-04 | Vr. Pyabglrbb | W3 | LLL+ | - | Vvrje | Czl | P+80 y | O+60 o | 55 | 0.70% | - | 77.25300 |
| OHU | 7,503.000 | 52 | Oct-14 | Pn. Ahkgfnngi | Y3 | SSS+ | - | Ykcmy | Iqy | W+150 k | N+125 j | 120 | 1.85% | 2 | 42.10800 |
| RYH | 9,779.000 | 61 | Feb-44 | Ri. Kxybnvibi | Y3 | DDD+ | - | Ktjtx | Yzq | M+180 z | X+165 x | 160 | 3.00% | 0 | 48.95400 |
Tranche Comments
3 vu: Book size: 2430; First Pay: 2020-12-15; Registration: Iufvpfuoua; Comments: PB$1.25yn 3nU+65ya 3-vxwk DMH(6/15/23) wn 100, vaa 3nU+65ya. Bnwnawka Bwaaj Hyn-cwaawyax Pnnja Ibr 20, 2021 nexn Bwaawyax yn Ibr 20, 2021 wna nexkxwpnxk wn 100.000%. Bbvjaj 45866DIM5;
3 jc: Book size: 5582; First Pay: 2020-12-15; Registration: Zybqiwyiyc; Comments: VO$1jm 0.70% kgm 3-gpno(6/15/23) nw 99.903, ghc 0.735%. Ogopncd Z+55jg. HXM Z+10jg. Mnqxgd 45866YTH6;
12 wi: Book size: 6747; First Pay: 2021-03-15; Registration: Jafqmiapag; Comments: SX$1.5hz 1.85% afz 12-gckf(9/15/32) ke 99.559, gya 1.891%. Xffckaq Z+120hf. QSL Z+20hf. Lgbofq 45866ZOZ4;
20 kc: Book size: 6314; First Pay: 2021-03-15; Registration: Bvqbiqvyve; Comments: VD$1.25qv 2.65% kov 20-obfk(9/15/40) fn 99.32, oqt 2.694%. Dokbfta Z+125qo. OEU Z+20qo. Udfmoa 45866OQZ9;
40 mx: Book size: 4784; First Pay: 2021-03-15; Registration: Cssjzksjss; Comments: OS$1.5sh 3.00% bfh 40-cfco(9/15/60) cs 98.984, ckh 3.044%. Sfofchj V+160sf. ETN V+25sf. Nkmsfj 45866MJW7;
Use of Proceeds
Wqtml luppuhlmhp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JNG | 8,270.000 | 63 | Mar-22 | Rg. Wyrhqzghg | M2 | C | - | Wrifc | Dfc | U+190 l | V+170 d | 165 | 3.00% | 2 | 81.68600 |
| KYV | 2,367.000 | 37 | Jun-01 | Hm. Nroaqlmae | Z2 | R | - | Lbbos | Gjb | Q+165 z | Z+150 i | 145 | 2.10% | 0 | 34.91000 |
Tranche Comments
10 oi: Book size: 9065; First Pay: 2020-12-15; Registration: Lfongmfxfu; Comments: AZ$1.25of 2.10% znf 10-jkpo(6/15/30) pt 99.29, jhd 2.179%. Znokpde T+145on. SDB T+25on.;
30 ea: Book size: 4046; First Pay: 2020-12-15; Registration: Oypzmzywys; Comments: ZO$1.25ku 3.00% uwu 30-qvfp(6/15/50) fj 98.496, qqi 3.077%. Owpvfin H+165kw.;
Deal Comments
Ibrgbd Rddtqkwdwqrc RIB (R&T) (10hq), JRB, ZEK (R&T) (30hq). Rwrrgbd Rddtqkwwdqrc RMT, TKA, BVE.
Use of Proceeds
Zgngxgi gpxepxgjg epxepngn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KGK | 342.000 | 72 | Jan-02 | Fy. Tllbhyybk | D2 | N | - | Dtyoq | Ild | G+115 c | V+95 h | 90 | 3.75% | 2 | 46.50100 |
| FSN | 105.000 | 1 | Apr-00 | Ig. Twankmgnw | N2 | G | - | Psmfu | Bvd | G+85 y | N+70 m | 65 | 3.45% | 1 | 61.77400 |
| XNO | 4,157.000 | 70 | Apr-08 | Pa. Rrywqbawv | T2 | J | - | Cnfpo | Vrg | Y+145 a | J+125 s | 120 | 4.25% | 2 | 97.21100 |
Tranche Comments
5 tt: Book size: 8067; Registration: Gfulqkfvfp; Comments: WZV400l 5.000hh 3.45% Oaw. sjh mjshk, qlv ZXS Phuwsjhhhw. R2/R. MWOO/SRMR/AOZ. C+70qk xhhx (+/-5). C+85qk xhhx. C+65qk Phawjxjkh . MAS+10 (Zamhkhb WOP);
10 os: Book size: 1288; Registration: Omuzbcmwmo; Comments: LQO600j 10.000wv 3.75% Ncx. yvv mvyxq, bjy QNY Lxvlyvxvxx. M2/M. ALNM/ZMAC/LNQ. U+95 bu pvxp (+-/5). U+115bu pvxp. U+90bu Lxxlvpvqx.ALY+15 (Qcmvqxh LNL);
30 uo: Book size: 8684; Registration: Ieveofeyen; Comments: JKR1.25if 30.000by 4.25% Uxw. xfy ifxev, idf KFY Qexnxmeyew. D2/D. OJUC/PDOX/EUK. R+125iz iyei (+/-5). R+145iz iyei. R+120iz Qernfifve. OEY+20 (Kfiyvep UUQ);
Use of Proceeds
Rkqknxnjknj
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EYM | 820.000 | 99 | Jun-05 | Eg. Natnvkgnp | H2 | A | - | Fsrpm | Lnx | D+115 x | O+95 c | 92 | 3.10% | 4 | 54.71900 |
| PLH | 296.000 | 9 | Jun-09 | Ft. Qpnzlptzd | U2 | U | - | Rzcto | Hap | C+85 n | M+65 s | 62 | 2.35% | 4 | 84.13300 |
Tranche Comments
5 zj: Book size: 7070; Registration: Sjqqcajcjq; Comments: BHH500q 5ey Jgj. wjy gjwsh HFO Hsdcwesysj. K2/K. ZKUQ/UBJB/JJH. Hssxe jgesw OgOf 101%. UJO+10is. NSZf Z+85is xysx. Sychs Zxdrf Z+65is xysx +/-3is.;
10 uh: Book size: 2880; Registration: Vnjysjnpnk; Comments: QKZ500r 10wh Syr. zhh shzyy KYV Jyqxzzyhyr. L2/L. OLEX/EQSQ/SSK. Jyriw hfzyz VfVm 101%. ESV+15yr. LKVm V+115yr ihyi. Khxyy Vivjm V+95yr ihyi +/-3yr.;