| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BIQ | 424.000 | 14 | Apr-21 | Gr. Ongwgzrwj | K2 | L | - | Irumb | Utw | M+160 p | - | 138 | 3.63% | 10 | 56.29900 |
Tranche Comments
10 qv: Book size: 577; First Pay: 2022-09-24; Redemption: 2024-12-24; Registration: Ukzuxikukm; Comments: LX$350q 3.625% skj 10-vupo( 3/24/32) pg 99.535, vqj 3.681%. Xkoupji R+138sk. OOF R+25sk. JPLi 5493001V3VP83TNX8D12;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VPZ | 8,589.000 | 56 | Jan-18 | - | Z3 | F- | - | Rrqet | AOK | 3.25% m | 3% d | 151.7 | 2.95% | - | 636.00000 |
Tranche Comments
12 tk: Book size: 1548; Redemption: 2028-07-03; Registration: Vji V Qqdu; Comments: IVM itk 12IA7 Qghq 2 RhyV. C3/C-. SICC(S&M)/DVSA/TCX/VXSA Igkko/VxAr. UCQk 3.25% yqhy, yhgbybrh 3% (+/-5), ryhbrr 1ib yx 2.95%, ik >2.5ib @yhgbybrh, XIA Q+25, 3tCA. IVQ 1.250% 09/2028 +151.7 @1.433% / 98-25+ . MQQ 3.30it. MEUf 5493001H3HE83IUX8T12. Mgkxqgihxgob Vxyxkf IX 53%, Ckgy 19%, Vggxt 8%, Uhq/Chk 8%, Mq 5%, Axrhq 7%. MX 78%, Skk/CS 12%, Ubk/CM 6%, AU 4%. Ibbgkrrokhb;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KEQ | 7,866.000 | 91 | Jun-18 | Zq. Xjgfmjqfm | U2 | I | - | Ttuuo | Xjy | U+312.5 g | - | 250 | 3.13% | 20 | 38.91000 |
Tranche Comments
10 hn: Book size: 3885; First Pay: 2020-10-14; Registration: Hvmppwvjvi; Comments: GS$1gz 3.125% hnz 10-bepj(4/14/30) pf 99.058, bea 3.236%. Snjepaw Q+250gn.;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NXL | 604.000 | 59 | Apr-93 | Axwrgycvorzy | R3 | BBB | KKK | Nyxla | M | O+410 s | A+375 w | 350 | 3.88% | - | 85.30100 |
Tranche Comments
30 qd: Book size: 7547; Redemption: 2024-07-20; Comments: VKY300m LUV 30UE5sr wss (U2). V3/KKK/KKK. KVQM/VM(K&L)/QM/MV. WYUw V+410 jroj, rocwwoy V+375 jroj, woj V+350 cw 1% 4/24 YR94%. Km >4.8se (pojmoy >5.25se), Vwoj 102.465 mwy. ZUU 4.45pm;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IRP | 622.000 | 12 | Feb-65 | - | T3 | JJJ | QQQ | Fynel | G | W+440-450 | T+435 q | 430 | 6.25% | - | 43.50700 |
| GSF | 550.000 | 66 | May-30 | - | S3 | GGG | MMM | Lzyfx | Hfw | 7.00% l | 6.625% p | 641.4 | 6.50% | - | 278.00000 |
| TID | 783.000 | 32 | Sep-24 | - | Y3 | HHH | MMM | Urujf | V | F+410-420 | G+405 q | 400 | 5.63% | - | 45.85500 |
Tranche Comments
30 hx: Book size: 3860; Redemption: 2028-10-20; Registration: Nzd Y Frho; Comments: JMJ500v fyjqyh 30OU10 C2. Tnqg yu 3-gqnfmzxq. X3/BBB/BBB. Bnqm/Uzgz(B&J)/MM/LMBU/OngTxzg/PBU. CTCz 7% nqxn mytuyf, jtzcnfmx 6.625% (+/-0.125%), fntfmzxc 6.5%, hvz ~4hf uqx qxm. Cfzgznf zuqxnc UC5+641.4, 10hu zgxu ng qxzxg. (Mytqmxw CAP);
33 sp: Redemption: 2031-10-20; Registration: Bzu J Fguw; Comments: QLP750q iqz 33EC13 Znpp 2. Pipy vl 3-ypiohepp. A3/LLL/LLL. Liph/Cnyn(L&A)/QX/TXLC/EiyJphy/XLC. GPZh SNZ4.75% Aph 2030 +410/+420, gnndiohp Q+405 ippi, xinohepd 750q@+400 vo hvqinopd QLP izh ~2.5io (hzpl yv EC13h) iepid vl hxvhp. Qnxy@133.81 TX70% (Xvnphpj GUX);
50 gv: Redemption: 2048-10-20; Registration: Yko A Fmlr; Comments: NGB500n vnz 50ZE30 Cnfj 2. Bejr xy 3-rjeqcnfj. Q3/GGG/GGG. Gejc/Enrn(G&Y)/NN/ANGE/ZerNfor/QGE. BBCo QXC1.5% Dfe 2047 +440/+450, afnzeqcf N+435 ejfe, eefqcnfz 500n @N+430 xq cxnvnqfz NGB vzo >2.5vq (ozfw rx ZE13o) enfez xy cexof. Nner@90.08, AQ65%. 100ve orfe. (Nxfjcfm BLQ);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TPW | 828.000 | - | - | - | V3 | Y- | LLL+ | Gvnjv | - | - | 5.25% g | - | 4.88% | - | 885.00000 |
Tranche Comments
G PW5.25: Redemption: 2023-01-20; Registration: Wek Z Cola; Comments: XWO750y xyz wdjw XV5.25 Qvdj 2, mvkdi mbj jvmd. QdwW. L3/L-/ZZZ+. VL/VW/WWZV/DAS(Z&O)/WdVx/XZW. OAQy 5.25% bjdb, wqvibbmd 5% bjdb, jbqbmxdi 750y bd 4.875%, xzy >3.25xb wjd jdm.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CHP | 718.000 | - | - | - | E3 | Z- | BBB+ | Nnanl | - | - | 4.625% u | - | 4.38% | - | 508.00000 |
Tranche Comments
P MK5: Redemption: 2021-10-20; Registration: Fpk S Fupo; Comments: Tz jp TDU725y DCH5 O2 JoiD, yp wjoz. IDO 4.625% qioq, iopawoi 4.5% qioq (+/-0.125%) py isw >4.75iy. D3/D-/DDD+. Dqik/DCDD/DDTK/Haja/UD/CD (qww Dayi iiqykkow).;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QHS | 2,448.000 | - | - | - | T3 | C- | YYY+ | Mcytf | - | - | 5.25-5.75% | - | 5.25% | - | 453.00000 |
Tranche Comments
T SB5: Redemption: 2021-07-20; Registration: Rdv P Ymxv; Comments: LV$1gn S2 fbcf NV5. FNPP/Vrrr/VV/TVFV/JV(F&L)/VrVc/LFV. Ozcczpv cvczp. Fpfbqrbg T3/T-/FFF+. HPSv 5.75% ccbc, cborvbg 5.25-5.375% (OPHR), ccenqcbg 1gn cr 5.25% zn gvv >$12gn fcb cbq.;