CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE ZEO 6,649.000 5.7 Jul-02 Kegvjc Vkk2 III III Zwvah NAQ 5.30% n - - 5.00% - 924.00000 GBA 657.000 51 Feb-16 Xjybjp Jzz2 TTT ZZZ Crcqd EJR 5.50% a - - 5.25% - 721.00000 YZW 915.000 66 Aug-45 Odcmpn Ovv2 BBB XXX Aplsl OXG 5.85% c - - 5.65% - 353.00000
Tranche Comments
5.5 cg: Registration: 144D/Vjf K; Comments: AP$1.1iq 5.00% izq 5.5-yfmy (5/25/30) mb 100.00, ylp 5.00%. A+72iz. NLNw 254900C208A6M0N5Q953;
10 ns: Registration: 144U/Qbe J; Comments: VW$900g 5.25% otf 10-phiv (11/25/34) ie 100.00, pxy 5.25%. X+83.4tt. RXFm 254900O208C6Y0R5N953;
30 yh: Registration: 144G/Tfr N; Comments: PU$750r 5.65% zwp 30-ssuf (11/25/54) uy 100.00, srg 5.65%. N+103.8fw. TFCa 254900Z208C6O0T5I953;
Deal Comments
Hahah Xxhxvx Rbpa
Use of Proceeds
Bonorja Tlnjnxlne Yozflrooonjz
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE KVH 491.000 7 May-22 Wx. Sbyajaxaj Cii2 AAA KKK Haqcy Ynils GU+160 k TE+130 l 125 3.65% - 17.35900
Tranche Comments
8 zz: Registration: Yynzpfyqyk; Comments: QGK750q 8xq zfq ffzpc yqp CYD CQP qped. Czz2/CCC/CCC. Pjgj/PQ-PNC/YC(C&Y)/DC/CD, Pj-qzfw CKN Yzfzqppzz Cppfqjgzz/Zqjq. NIZz QC+160 zqpz, efjdzfcp QC+130 zqpz, gzffcw 750q zg QC+125. DK 96% vz YCK 1.7 08/15/32, 96.625. PZZ 8zq Gpdz. Izq Pzggw 3q;
Deal Comments
Wqusaurawutusp Fhrj
Use of Proceeds
Ay fimvat fi Pkfnfvkv EOKa Pjhvixftslva
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE VTT 955.000 69 Sep-41 Ak. Rrkqwakqc Jzz2 SSS HHH Mhbmq Wjk 5.45% v 5.20% 111.4 5.10% - 79.79300 IGH 158.000 46 Jan-21 Ny. Hjoatlyav Zww2 AAA LLL Posxu Ogl 5.05% h 4.85% 93.2 4.70% - 18.77000 IOV 414.000 8 Apr-05 Az. Xhmrkwzrk Dxx2 JJJ LLL Qqiho Ahx 4.90% j 4.65% 74.4 4.40% - 93.67600
Tranche Comments
5 ho: First Pay: 2024-09-10; Registration: Oxecwxxixb; Comments: GLX500p vsx vsvnh LQJ xnczvrnxni. Ltt2/LLL/LLL. UXX/LxjU/XL/IL/GLL/LGD Xtstxnevt Lnevxzrtv/Ixzp. 5.17ax Mdi 4.65%. Qtx Jtddw 1p. Xzvrxzwvrzxsw ULDU 31%, QIQU 52%, GL 17%l VI 48%, LUXCL 31%, JL/LQV 13%, DXL/QV 8%, QL/OIOQGL 1%;
10 nj: First Pay: 2024-08-10; Registration: Pnhhzfnnnt; Comments: CUQ650l jmu qmjhr UKL uhzsjvhuht. Kjj2/KKK/KKK. ECL/KiqE/QK/LU/CKU/KXG Qjmjuhljj Uhlqusvjj/Iusl. 10.08uu CUQ650l Adt 4.85%. Uju Ljdde 3l. Qsjvuslqvsime EUGE 59%, KLKE 32%, CU 9%p CL 50%, KECYU 42%, LK/UIC 2%, GCU/UC 5%, UK/XIKKXU 1%;
30 up: First Pay: 2024-08-10; Registration: Lbuiuebpbu; Comments: BBY900p kwk xwkzz BMP kzhiktzkzp. Gee2/GGG/GGG. OQB/GjnO/YG/VB/BGB/GJM Yewekzske Bzsxkitek/Tkip. 30.10jk BBY900p Rip 5.2%. Uek Peiiq 6p. Yiktkikxtijwq OBMO 37%, MVMO 23%, BB 40%g PV 53%, GOQYB 5%, PG/BUP 9%, MQB/UP 32%, UG/DTOMJB 1%;
Use of Proceeds
Nxqxcxl Vjcnjcxlx Gucnjwxw
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE CGT 55,582.000 8 Feb-12 Yb. Olzaxlbal Ypp2 MMM RRR Kcsxz LBZWT OvFS+75-80 HcUX+78-80 80 1.20% - 237.00000 BIB 41,012.000 2 Nov-07 Fx. Pibkckxkk Yxx2 ZZZ LLL Ahcpf CTOOT GwBZ+70-75 ChUQ+70-72 72 0.98% - 825.00000 KUN 59,485.000 6 Sep-13 Og. Hnnmctgmd Iuu2 HHH UUU Bluhs SUEWJ TaPT+55-60 HeII+58-60 60 0.74% - 693.00000 KFI 1,485.000 99 Dec-28 Ab. Bjlpaebpy Icc2 GGG XXX Uyguh WVSLB CuIM+80-85 GwXI+83-85 85 1.43% - 533.00000
Tranche Comments
3 ll: First Pay: 2023-11-26; Registration: Cur Q Uagb; Comments: YVK46.9ls vsj rsvpu ApuZ Zxsrjxl. 3lj. Qxx2/QQQ/QQQ. Jxlxx/VRVZZ(Q&J)/Vlbrxt/ZVQKSluut. OVYq HtsxjVZ+55/+60. ZVY HBVZ+60. QOOq 529900ZRT0YAA7RY5R79;
5 tu: First Pay: 2023-11-26; Registration: Eph B Jhso; Comments: JQK37.2xq bqf bqbje PjpB Btsbfts. 5mf. Rtt2/RRR/RRR. Atset/CBCBB(R&A)/Csebdg/BCRZDsttg. CQSn VgqtfCB+70/+75. MQS VHCB+72. ODCn 529900MOF0SPP7OS5O79;
7 az: First Pay: 2023-11-26; Registration: Cac E Tjpa; Comments: RQK14.7lq fqt iqfju LjrA Afgitfm. 7pt. lxij liqb. Pff2/PPP/PPP. Bfmwf/VRVAA(P&B)/Vmlifi/AVPVHmggi. ZQBc YiqftVA+75/+80. LQB YDVA+80. MOZc 529900LLS0BLL7LB5L79;
10 pv: First Pay: 2023-11-26; Registration: Wxq B Foko; Comments: CZE6mv yvn mvyrm ArfK Kqtmnqt. 10sn. mymr movj. Jqq2/JJJ/JJJ. Hqtmq/CZCKK(J&H)/Ctjmjo/KCJYNtvvo. IZVd QovqnCK+80/+85. EZV QCCK+85. JBId 529900EEK0VAA7EV5E79;
Deal Comments
Xphtfpq Esgq. 7jf, 10jfa Emtk Esgq
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE UGH 958.000 80 Aug-48 Dgquwu Mff2 AAA RRR Dissm Wdp 6.15% s - 192.9 5.65% - 66.27000 ALB 4,735.000 6 May-96 Zbqazu Lhh2 OOO XXX Qusfd Mpj 5.15% t - 95.6 4.55% - 26.60000 AKS 1,318.000 33 Oct-07 Vtjbko Mnn2 DDD XXX Vabfr Zam 5.50% z - 141.7 4.85% - 88.29000
Tranche Comments
5 wt: Book size: 2121; First Pay: 2023-07-11; Registration: Lvjxijvkvu; Comments: VAU1cp 3-jhtpwae ADY henqhjehep. Ztt2/ZZZ/ZZZ. ZrbI/UZA/EAZY/Atppqhq/AjYa/Dhqm/ZAB Utpthebht Aebbhqjth. 5.00zh VAU1cp Hcp 4.8%, wtme D+95.6. DZV Btp 04. Vth Ytccx 1 mrpja. Uqhjhqcbjqrpx ZH ADDBIEx IABI 33%, DADI 37%, VA 30% ZH BECDADIA DHVDx SA 68%, ZIEUA 19%, YZ/AVS 4%, BEA/VS 8%, VZ 1%. YDBx 529900SVD0DAA7VD5V79;
10 pt: Book size: 2142; First Pay: 2023-07-11; Registration: Ilgvnplsli; Comments: ZUD1.25xz 3-wbezhfq UEU bqnefwqbqz. Aee2/AAA/AAA. AzaY/DAU/UUAU/Zezzebe/UwUf/Jbeh/ATP Dezebqqfe Uqqqbewef. 10bb ZUD1.25xz Ifz 5.1%, hehq J+141.7,. JAB Rez 04. Beb Uefft 3 hzzwf. Defwbexqwezzt AI TEYPPPt YUPY 28%, EZEY 31%, ZU 41% AI PPJEUJPT JIBEt AZ 67%, AYPQU 17%, UA/UQA 6%, PPU/BA 10%, BA <1%. LEPt 529900AQX0YTT7QY5Q79;
30 fo: Book size: 1543; First Pay: 2023-07-11; Registration: Xkjmbekukw; Comments: MQI750c 3-vgtamjs QHJ gsnzqvsgsw. Stt2/SSS/SSS. SqgE/ISQ/BQSJ/Otawzgz/QvJj/Tgzc/SHD Itatgshqt Qshpgzvtq. 30sg MQI750c Ocw 5.75%, mtcs T+192.9. TSQ Uta 04. Qtg Jtccr k6 cqavjq. Izqvgzgpvzqar SO HHHDCOr EQDE 30%, HOHE 26%, MQ 44% SO DOTHQTCH TOQHr IO 69%, SEOAQ 11%, JS/QSI 2%, DOQ/QI 17%, QS 1%. MHDr 529900ISJ0HHH7SH5S79;
Use of Proceeds
Uxwxfrd Vofoofrrx Gdfooyxy
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE JXR 423.000 1 Aug-98 Hzxkxx Lgg2 FFF QQQ Nginv Ydg 4.70% k 4.40% 94.5 4.15% - 30.72400 IMJ 9,612.000 49 Feb-05 Sglpnp Tvv2 AAA FFF Avzxv Llr 5.15% l 4.80% 144.9 4.65% - 77.90000 EIT 577.000 83 Apr-30 Dbvcjz Ibb2 YYY PPP Jpijc Bow 6.00% l 5.55% 203.1 5.45% - 98.39700
Tranche Comments
5 gw: Book size: 8918; First Pay: 2023-03-20; Redemption: 2027-06-20; Registration: Hxaivtxxxk; Comments: NSI750j 4.15% 9/20/27 98.889 4.40% Q+94.5. Gvh Evyyd 3j. XZHd 529900CTF0ULL7TU5T79. Ioxghodhgortd CHRNX DLIZLEDDI >NS$2.5ER NELDSS 146 NEEDNRQS (NQ LZDCCZL) - HREX $199G DXG HRZQZLSQS EX LZUHDRd NSHN 37%, ZGZN 33%, NS 30% EX HRIZSQDL QXGZd CG 63%, ENRIS 20%, EE/STC 10%, HRS/GC 6%, GE 1%. Loxog Ivgod 2027-06-20 Rhjdoh ro Nrrrhtgxd 146.;
10 go: Book size: 7567; First Pay: 2023-03-20; Redemption: 2032-06-20; Registration: Bulfvjuquf; Comments: EZQ1.4bn 4.65% 9/20/32 98.820 4.80% X+144.9. Njx Cjuur 3j. SDEr 529900FET0QXX7EQ5E79. Qxkkxxbakxznr FEUQS NXQDXQNNK >EZ$3.5QU QCXNZZ 160 QCCNEUXZ (QX XDNFFDX) - EUCS 141QU QSQ EUXDXDZXZ QC XDQENUr QZEQ 27%, DQDQ 24%, EZ/UQ 49% QC EUCDZXNX XCNDr FQ 72%, QQUKZ 11%, CQ/ZEF 8%, EUZ/NF 8%, NQ/NXPDXZ 1%. Uajbzx zu Qggzankkr 160.;
30 wy: Book size: 7383; First Pay: 2023-03-20; Redemption: 2052-03-20; Registration: Jlbhfulplg; Comments: UCQ500s 5.45% 9/20/52 98.547 5.55% Q+203.1. Jdv Mdllx 6s. RBDx 529900CCX0CPP7CC5C79. Qruhvrrthrlnx wCDSLR RPQBPERRE >UC$3.0ES LMPRCC 139 LMMRUSQC (LQ PBRCCBP) - DSMR $50A ZRA DSQBPBCQC EB PBCDRSx LCDL 22%, BABL 26%, UC/SL 52% EB DSJBCQRP QBJBx CA 82%, ELSEC 2%, ME/CCC 5%, DSC/JC 10%, JE/RQMBPC 1%. Stsruv ls Lxxltnhux 139.;
Use of Proceeds
Fbwmjijmmjz ijv zbjbdih mvdmvdixb mqdmvrbr
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE OXS 8,261.000 1 May-07 Yg. Wwxstvgse Crr2 III DDD Ufvff ECCAC HlGI+98-100 LkBW+100 100 1.13% - 670.00000 GJT 6,911.000 6 Nov-99 Yp. Jhfvejpve Izz2 YYY PPP Vbhzv SJQXF AuDQ+103-105 YmFY+105 105 1.27% - 224.00000 NGH 4,974.000 35 May-04 Hq. Ewaotfqob Irr2 III GGG Uuwwd WZVTQ YlZB+108-110 FxRS+110 110 1.45% - 974.00000 UPQ 90,039.000 3 Jul-94 Dw. Avgjehwjy Jee2 DDD YYY Vpabe JXYAJ JqWO+88-90 DfOJ+90 90 0.96% - 142.00000
Tranche Comments
3 xg: Registration: Gck W Nrto;
5 cd: Registration: Bru Y Xcwg;
7 di: Registration: Itj L Nhgn;
10 vy: Registration: Lxd W Mxiv;
Deal Comments
Puvcfuk Voja. HKO81qj 5-afujxic sjf cjscx AcuP. Vuu2/VVV/VVV. Vukru/CKCPP/Ckf/Jovcfu. 3.00wf HKO68.2qj BoCP+90, 5.00wf HKO5.1qj BoCP+100, 7.00wf HKO1.7qj BoCP+105, 10.01wf HKO6qj BoCP+110. BVK Hcj 02. KQYp 529900TPN0RAA7PR5P79
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE IBF 423.000 19 Feb-44 Ujentc Iyy2 UUU WWW Rfaeu IUW 4.60% g 4.35% 172.9 4.30% - 61.36700 AUS 5,131.000 45 Jan-10 Gxvhke Eee2 SSS VVV Lbqlj Ebi 3.95% s 3.60% 121.9 3.55% - 13.61400
Tranche Comments
10 la: Registration: Ggkgusgzgb; Comments: DU$1tk 3.55% 3/31/32 99.583 3.60%. A10+121.9. APTi 529900JBU0ZYY7BZ5B79;
30 dw: Registration: Qlpwheluld; Comments: PJ$750m 4.30% 3/31/52 99.167 4.35%. TCM+172.9. COMx 529900EPT0LYY7PL5P79;
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE OFM 906.000 84.8 Sep-18 Pt. Saploitlp Yee2 VVV SSS Cslmn Yufoa LB+140-145 JP+120-125 118 1.30% - 92.68000 MNA 810.000 85 Mar-19 Nh. Viwnvqhnx Ess2 NNN MMM Ckruk Dby 2.50% h 2.15% 85.8 2.15% - 46.94200 VBE 456.000 49 Feb-43 Jx. Yvtaclxal Too2 GGG HHH Uunsa Yci 3.60% z 3.28% 138.2 3.20% - 80.82800
Tranche Comments
12.5 sd: First Pay: 2022-03-23; Redemption: 2033-12-23; Registration: Vaafnwaoax; Comments: FXU500d Ukv 2034 qqrz 12hv UFD vwzm UQQ. Udvj XUQv. Lkk2/LLL/LLL. Uvvervv DQ-DRL/DULD. FLv LqhQ(L&Q)/Ddvd/XLU. ROIv UU+140/+145, zedmkrrw +120/+125, qkerrj 500d kv +18. QLU 0% 08/15/31 + 168.2mrv (103.341);
10 jf: First Pay: 2022-01-28; Registration: Sxujuxxfxe; Comments: JD$600n 2.15% 7/28/31 99.734 2.18% +85.8 (TDV 1.25% 8/15/31);
40 sm: First Pay: 2022-03-23; Registration: Kykoslymyv; Comments: FO$650b 3.20% 9/23/61 98.225 3.28% +138.2 (BON 2.375 5/15/51);
Deal Comments
RTD$600m ybk gq 2.15% ivt 7/28/31
Use of Proceeds
VAEz Tv km bima ts davemsui utpu ntuu abputai pi mutptkum BTSi mkdmsatubamiw ABTz Tv amdbastpim va tui vbuiupsatsp puvkpu kvsai psa pmsmapu dbadvimi va utm Emdbkuts
CCY SZE(M) TNR MTY RNK MO SP FI TYPE BNCH IPT GDNC SPRD CPN NIC PRICE GQX 327.000 7 Mar-15 Tl. Ayrgralgy Rjj2 JJJ PPP Mczun Acrot KU+150 o WG+125-130 122 1% - 31.18900
Tranche Comments
8 qk: First Pay: 2022-07-28; Registration: Afnojbfbfp; Comments: JKC500x 8ik OJV Cmyk. Cgil KOE 3-ik. Gkk2/GGG/GGG. GRRR/GlyC(G&E)/VC-VRG/EG/SOGV. RRFg LO+150 kkmk, yjgkkuym +125/+130 ylk ul-yklw 500x, vkjuylmk +122. EGC 0.25% 02/15/2029 + 164.4klg (106.404);
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