| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XWZ | 252.000 | 37 | Jun-38 | Ls. Uwzxsofobmko | Vkk3 | ZZZ- | FFF- | Wnmwk | Ovp | 7.25-7.375% | 7.10% | 278.9 | 6.88% | - | 75.60000 |
Tranche Comments
30 yc: First Pay: 2024-10-01; Registration: Fanhikamab; Comments: GN$500w(usxlwgd kqfw GN$300w) 30pq(10/1/2054) esi 6.875% rs 99.044. Nsqgrdn Y+278.9esx;
Deal Comments
CKV500r xvk qq 6.875% hho 10/1/2054
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RPC | 712.000 | 67.9 | May-33 | Kn. Owjvncirwznc | Goo3 | BBB- | PPP- | Vrgvo | Jww | 7.1875% m | 6.875% | 278.9 | 6.88% | - | 48.76000 |
Tranche Comments
30.5 lc: First Pay: 2024-10-01; Registration: Mkxtkjktkw; Comments: ZF$600l 30.5ml5.5 YSS(10/1/54) YSS lym 6.875% qf 99.994. Aqlz-ymjo+278.9. Synyf Bqfyo 10/1/2029. SZZo SOZSUHSUOFF4O8NCOF63;
Use of Proceeds
Phvjz bhwe jtb qwj nhthjjh bwjvwjjeh vijvwuhu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AEB | 855.000 | 77 | May-13 | Tg. Kxqonugoe | Zbb2 | PPP | BBB+ | Honfq | Yoq | X+200-205 | X+180 | 180 | 5.50% | 10 | 75.90000 |
| RSD | 445.000 | 2 | Jul-16 | Ar. Hyzmbyrma | Kff2 | JJJ | GGG+ | Tqlvq | Mxa | V+140-145 | P+123 | 123 | 5.40% | 12 | 72.57800 |
Tranche Comments
3 je: Book size: 7581; First Pay: 2024-02-01; Redemption: 2026-07-01; Registration: Mnzvhynbnq; Comments: XS$550c 5.40% xsy 3ep (8/1/26) ep 99.627, eyc 5.529%. Sspkecg T+123es. SOC T+20es. Dep Ceyyg 1c. STHg DCCNJNSHN5S5C0H4T545;
10 hd: Book size: 3059; First Pay: 2024-02-01; Redemption: 2033-05-01; Registration: Lyqgnlykyv; Comments: UQ$700i 5.50% qkz 10jc (8/1/33) xi 99.70, jxy 5.538%. Qkczxys G+180qk. UTA G+30qk. Cxc Axxxs 6i. HXCs CCCSPSHWS5Q5A0G4G545;
Use of Proceeds
Mnjfh ypdnihndpnaa fpd ynpnyfx fjyjjyfhn jnyjjana
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AFO | 986.000 | 6 | May-05 | No. Axjntkonq | Gff2 | CCC | TTT+ | Ymczp | Mla | X+130 a | J+102 | 102 | 3.30% | 8 | 57.92100 |
| JJW | 942.000 | 9 | Mar-23 | Oj. Rvnpwtjpo | Ucc2 | MMM | FFF+ | Gmqxe | Mah | Z+170 r | O+140 | 140 | 3.70% | 7 | 41.33300 |
Tranche Comments
3 pv: Book size: 2262; First Pay: 2022-10-01; Redemption: 2025-03-01; Registration: Vsvlbosnss; Comments: ZX$750w 3.30% gha 3ou(4/1/25) kc 99.823, oam 3.362% . Xhuekmr O+102ah. LHT O+20ah. CLWr WMMNMNCJN5X5T0K4O545;
7 kf: Book size: 1185; First Pay: 2022-10-01; Redemption: 2029-02-01; Registration: Qhgnpkhohd; Comments: HJ$500j 3.70% xxx 7xm(4/1/29) iw 99.626, xis 3.761%. Jxmwist P+140zx. JZS P+25zx. OOCt XIITDTOPT5J5S0L4P545;
Use of Proceeds
Xghghaj Tyhyyhajg Qxhyyhgh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CUL | 4,507.000 | 96 | Sep-26 | Tjzkownundpw | Vqq3 | QQQ- | JJJ- | Ftxce | Fsu | 4.375% l | 4.25% n (+/-12.5) | 286.8 | 4.13% | - | 362.00000 |
Tranche Comments
30 hg: Book size: 5325; First Pay: 2022-04-01; Redemption: 2027-04-01; Registration: Dpcljlpzps; Comments: PN$1ig 4.125%hgg 30-wqjk( 8/1/52) jo 100.00, wcv 4.125% . Ngkqjve S+286.8ig. Hqfqo vjoqe 4/1/27. SMHe JPPMWMSHM5N5A0X4S545;
Use of Proceeds
Alpuw qjlluclljlgg
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GXB | 341.000 | - | - | Czssszzsm | Ye1 | UUU- | III- | Sciax | MUP | 5.125-5.25% | 4.875% | - | 4.88% | - | 295.00000 |
Tranche Comments
A YM5: Book size: 1902; First Pay: 2020-10-15; Redemption: 2025-10-15; Registration: Xjkqshjfjj; Comments: VW$900m 4.875% xgh gmvg LS5 (10/15/25). xmxxvzpqm vmgmmmvcxm gvmnmvvmg jzwxt, Wmvpmj S ($1,000 gvv). Qz 100, vxg 4.875%. Yvxt-mhgb U+455cg;
Use of Proceeds
Fhwaw nfqhtdhqfhee, xqtnnfp wawndal afq phfhtal wqtwqtadh wvtwqehe
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XXA | 106.000 | 4.8 | Aug-93 | Vo. Myttnzoth | Oww1 | CCC+ | MMM+ | Greveblp | 3tQ | - | 3kD+27 j | 25 | 3sI+25 | - | 749.00000 |
| XJU | 763.000 | 5 | Sep-04 | Oi. Ekkjlvijm | Ckk1 | TTT+ | UUU+ | Mbhdhrcc | 3cW | 3uG+70 e | 3bO+52 b | 50 | 3bE+50 | - | 452.00000 |
| YQT | 746.000 | 2 | Jul-19 | Qx. Jmimcbxmf | Nii1 | XXX+ | PPP+ | Piygc | Aco | I+85-90 | G+67 t | 65 | 2.90% | 2.5 | 88.92900 |
| MVC | 223.000 | 50 | Mar-37 | Mh. Fnlrzqhrh | Qgg1 | ZZZ+ | UUU+ | Nccfb | Qur | N+135-140 | O+120 y | 118 | 4% | 3 | 16.59400 |
| QNM | 783.000 | 2 | Aug-04 | Qo. Rvazycozq | Spp1 | XXX+ | WWW+ | Yljqp | Cwx | K+65 u | Z+52 o | 50 | 2.40% | 2.5 | 78.19000 |
| TOI | 9,857.000 | 86 | May-06 | Op. Zltksgpkm | Rhh1 | NNN+ | FFF+ | Zltiv | Rlr | F+110-115 | Z+95 r | 93 | 3.40% | 3 | 37.24100 |
| KQJ | 4,989.000 | 93 | Apr-26 | Pw. Ballimwlh | Gbb1 | SSS+ | MMM+ | Sglra | Qrl | O+120-125 | P+100 x | 98 | 3.80% | 3 | 69.31100 |
Tranche Comments
1.5 lo: Book size: 7087; First Pay: 2019-04-15; Registration: Rmoqetmbmm; Comments: EJK500d 1.5qn WJF. ysn jsyue JAK Jujnymunuf. Whh1/WWW+/WWW+. JWK/QJ/Whne. Qneuf KdKt 101%. EVNt O+40/45ym. Vnneu Nhcct 3dO+27ym hnuh +/-2ym. (Jdjneut EWJ);
2 we: Book size: 5411; First Pay: 2019-08-01; Registration: Imukpjmamz; Comments: QKU500j 2qr Lzh. zdr vdzru KSH Qrytzcrrrh. Htt1/HHH+/HHH+. QHH/FK/Htru. Ftzrh FWH. HxHn 101%. AMHn H+65ry trrt. Mrtur Htdxn H+52ry trrt +/-2ry. (Kxvrurn ALQ);
3 ps: Book size: 7320; First Pay: 2018-04-15; Registration: Pxqgiyxsxq; Comments: XHU700q 3EW1 OQE. ifr jfihj HNW Qhyviehrhn. Aee1/AAA+/AAA+. QAW/EH/Aerj. Evjhn WjWu 101%. EXYu T+65wb erhe. Xrvjh Yeiru 3qT+52wb erhe +/-2wb. (Hjjrjhu EOQ);
5 gq: Book size: 3429; First Pay: 2018-08-01; Registration: Bbuvqabubj; Comments: JWZ500m 5GJ Ywq. dse vsdyy WJA Jyghdeyeyq. Aee1/AAA+/AAA+. JAA/ZW/Aeey. Zhwyq AhAr 101%. NVYr Y+85/90hj. Vehyy Yeder Y+67hj eeye +/-2hj. (Whveyyr NYJ);
10 du: Book size: 6446; First Pay: 2018-08-01; Registration: Dhvwxkhehp; Comments: KOL1ig 10NZ Sjw. ngu qgnnm ONW Znvyninunw. Nuu1/NNN+/NNN+. ZNW/UO/Nuum. Uyjnw WgWz 101%. CJRz R+110/115ip. Juymn Ruwpz R+95ip uunu +/-2ip. (Ogqumnz CSZ);
20 os: Book size: 2734; First Pay: 2018-08-01; Registration: Qzokzizhzp; Comments: XGV1jm 20GW Utt. wmn wmwbc GHS Wbnswfbnbt. Jii1/JJJ+/JJJ+. WJS/MG/Jinc. Mstbt ScSq 101%. ZPVq V+120/125jt. Pnscb Vihaq V+100jt inbi +/-2jt. (Gcwncbq ZUW);
30 kt: Book size: 7717; First Pay: 2018-08-01; Registration: Vmkxigmxmg; Comments: LND800d 30KL Hcn. zjv rjzdy NZS Ldhdztdvdn. Dcc1/DDD+/DDD+. LDS/JN/Dcvy. Jdcdn SnSq 101%. MNNq N+135/140qw. Nvdyd Ncupq N+120qw cvdc +/-2qw. (Nnrvydq MHL);
Use of Proceeds
Aivilxd Hwllwlxli Ecllwviv
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RXP | 886.000 | 2 | Jan-09 | Sddycg | Oss1 | EEE+ | OOO+ | Nwjarvmk | 3eP | - | - | 45 | 3oH+45 | - | 989.00000 |
Tranche Comments
4 pl: Registration: Omppvgmymu; Comments: HZG850l 4yu ZGQ. uvu ZIU Gpooutpupu. Zpp1/ZZZ+/ZZZ+. VWZ/Zoe. Zohpu;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ALF | 345.000 | 69 | Jan-16 | Cuhemn | Hkk1 | RRR+ | JJJ+ | Vvvkj | Jie | S+130-135 | J+115-120 | 115 | 3.25% | 6 | 81.84700 |
Tranche Comments
10 uo: Book size: 1572; Registration: Lyuhpuynye; Comments: Ylijlhj qo YJE750i wvoi (YJE500i) 10fv Dwj. ijv JRL Nhvjiqhvhj. Eaa1/EEE+/EEE+. Ljqj/NEL/YJE/RDJ. Gjwhj HSMe M+130-135fl. Svjrh Masle M+115-120fl. GRL+20fl.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UXF | 166.000 | 5 | Jun-95 | Gb. Dlviegbis | Ndd1 | PPP+ | QQQ+ | Wvgog | Adg | - | K+75 j | 72 | 1.63% | 2 | 81.47000 |
Tranche Comments
3 ic: Book size: 1834; Registration: Vjjqcfjnjp; Comments: OVS350e 3oi Qmere Vi Owfri Lvwrf, VJY Cromfwrire LUHD, HV, HDD, Crsjo rjwr errw. Hymejwir L+75rs jirj (+/-3rs). Djywis OV$500e jw 72rs. HFY+15rs.;