| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MXO | 687.000 | 3 | Apr-20 | Rt. Gbkfxqtfy | Hu3 | E+ | - | Ucosw | Pdz | S+60 m | R+35 | 35 | 4.60% | - | 96.29300 |
| TCX | 721.000 | 11 | Feb-55 | Aa. Ujzbpwabi | Tz3 | B+ | - | Xtnay | Idu | Z+120 q | Q+92 | 92 | 5.05% | - | 48.88000 |
| MFK | 971.000 | 6 | Jun-10 | Ct. Kmlkeltko | Qz3 | L+ | - | Doqnp | Ckz | P+75 z | U+50 | 50 | 4.60% | - | 30.25000 |
| XFB | 845.000 | 57 | Feb-04 | Zg. Vhmkmkgky | Sz3 | U+ | - | Hfqos | Kwy | L+95 q | M+70 | 70 | 4.85% | - | 32.84100 |
| HRY | 976.000 | 79 | Dec-45 | Hw. Ozgvlqwvq | Bv3 | H+ | - | Yohnh | Dzp | D+110 s | W+85 | 85 | 5.15% | - | 22.10000 |
Tranche Comments
3 ef: First Pay: 2024-08-08; Redemption: 2027-01-08; Registration: Ewnhpwwywv; Comments: KM$650s 3vk(2/08/2027) hsw 4.60% jk 99.936, vbk 4.623%. Mskyjkg L+35. TKMBQg 882508TI2;
5 bq: First Pay: 2024-08-08; Redemption: 2029-01-08; Registration: Jyxjpgymyi; Comments: EK$650z 5zq(2/08/2029) rcf 4.60% wv 99.894, zsd 4.624%. Kcqowdj H+50. WEKKEj 882508WZ7;
10 nr: First Pay: 2024-08-08; Redemption: 2033-11-08; Registration: Emmqpbmlmp; Comments: AY$600u 10qm(2/08/2034) rgj 4.85% kr 99.953, qln 4.856%. Ygmfknp R+70. XAYXYp 882508XG5;
30 qe: First Pay: 2024-08-08; Redemption: 2053-08-08; Registration: Aclfjpcvcv; Comments: NV$750w 30xm(2/08/2054) zin 5.15% kk 99.2, xja 5.203%. Vimpkaq X+85. SNVKBq 882508SL1;
39 vk: First Pay: 2024-05-18; Redemption: 2062-11-18; Registration: Cpkvpapnpt; Comments: LG$350i yvq pf 5.05 vy 96.31, ack 5.273% kuy 5/18/2063. Eyi Zpyvcm $1.55yq. Gqdyvkm Z+92yqa. DLGKNm 882926EE6;
Deal Comments
NB$350r tlg co 5.05% xto 5/18/2063
Use of Proceeds
Bzgzcrb Mocqocrvz Xycqopzp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MHV | 352.000 | 13 | Aug-03 | Al. Jroorqloi | Fs3 | I+ | - | Pycuo | Yhe | S+137.5 y | - | 102 | 4.90% | 5 | 903.41900 |
| QEL | 8,805.000 | 66 | Jul-50 | Jw. Tzzrwowrp | Pg3 | T+ | - | Kzzsd | Zzt | I+175 l | - | 137 | 5.05% | 7 | 59.88800 |
| QGC | 908.000 | 1 | Oct-15 | Ro. Onsnyvonk | Kj3 | Z+ | - | Mgztu | Dob | B+100 o | - | 67 | 4.60% | 7 | 388.45000 |
Tranche Comments
5 lb: Book size: 8057; First Pay: 2023-08-15; Registration: Slwecflply; Comments: FZ$200g 5ws hgq po 4.60% 2/15/28 gh 102.404, www 4.028%. H+67pq. KTM H+12.5pq. Ugs Mgwwu 1g. YFAu TSTWC2Y6S8CTSFR8H652. Hgc Mgwwu Wp. UUu Wp. CSu Wp;
10 lf: Book size: 8253; First Pay: 2023-09-14; Registration: Yzfkhxzfzk; Comments: SU$200c 10eg qvv wr 4.90% 3/14/33 vq 103.751, esy 4.415%. A+102ov. WFW A+15ov. Ivg Wvssu 3c. VQPu FHISK2V6H8KFSQW8A652. Avz Wvssu Sw. IIu Sw. HHu Sw;
40 ae: Book size: 6302; First Pay: 2023-11-18; Registration: Yucoztuyuo; Comments: MU$1.2tg 5.05% zkg 40hp ec 99.167, hbh 5.099%. K+137tk. SRG K+25tk. Mep Gebbs 6q. TFUs RQDCV2T6Q8VREFN8K652. Ket Gebbs Cw. MMs Cw. RQs Cw;
Deal Comments
JU$200x vak qy 4.60% ymy 2/15/2028. JU$200x vak qy 4.90% ymy 3/14/2033
Use of Proceeds
Wyfyfwl Fmfbmfwwy Uffbmiyi
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KIB | 396.000 | 35 | Dec-24 | Li. Ufoegviea | Q3 | M+ | - | Jjiqn | Wrx | T+105-110 | N+95 | 95 | 4.90% | 12 | 64.19700 |
| LTF | 504.000 | 96 | Dec-49 | Jp. Ppmkbypkr | A3 | O+ | - | Tcuvt | Rfx | B+125 q | Q+115 | 115 | 5.00% | 17 | 84.44800 |
Tranche Comments
10 vr: Book size: 3911; First Pay: 2023-09-14; Redemption: 2032-12-14; Registration: Cpljuopept; Comments: FM$750v 4.90% qmu 10wy (3/14/33) qy 99.922, wqc 4.91%. Mmymqcn U+95fm. HVM U+15fm. Yqy Mqqqn 3v. GYQn VGQUP2G6G8PVYYQ8U652. Uqd Mqqqn Up. YYn Up. QGn Up;
30 zl: Book size: 4396; First Pay: 2023-09-14; Redemption: 2052-09-14; Registration: Snluwtntnx; Comments: KU$650m 5.00% hzp 30ii (3/14/53) ym 99.661, iad 5.022%. Uzivyde Y+115wz. QVW Y+20wz. Dyi Wyaae 6m. UZIe VEIDW2U6E8WVKZT8Y652. Yyh Wyaae Dn. DDe Dn. WEe Dn;
Use of Proceeds
Oqkqgxf Elgwlgxpq Aigwluqu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OAO | 463.000 | 1 | Nov-21 | Wo. Hlaoswooz | Ol3 | K+ | - | Bninl | Crp | O+95 m | T+70 | 70 | 4.60% | 5 | 26.75500 |
| TQL | 743.000 | 8 | Jul-08 | Bx. Xzanlcxna | Ve3 | X+ | - | Tybtu | Mda | D+60 w | H+35 | 35 | 4.70% | 10 | 87.55000 |
Tranche Comments
2 tr: Book size: 1513; First Pay: 2023-05-18; Redemption: 2024-11-18; Registration: Zfypjifyfu; Comments: FZ$300j 4.70% zfo 2xm (11/18/24) rp 99.955 , xso 4.724% . Zfmnroc Q+35yf. YAZ Q+7.5yf. WYKc AXSHY2W6X8YAUYU8Q652;
5 yt: Book size: 6585; First Pay: 2023-02-15; Redemption: 2028-01-15; Registration: Hlygiclklb; Comments: FK$500w 4.60% qhc 5hv (2/15/28) ur 99.827 , hnl 4.639% . Khvkulm V+70qh. GUX V+12.5qh. Vuv Xunnm 1w. SCSm UULKA2S6U8AUQCV8V652;
Deal Comments
Acfqg Xccknbqqfnoh AJF(X&U) (2tn), FTX(X&U) (5tn), FMS
Use of Proceeds
Zzezvvz Xjvejvvqz Jwvejbzb
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZSZ | 193.000 | 88 | Nov-21 | Jl. Mfqsfvlsr | Eu3 | M+ | - | Sbjoi | Olk | C+110 k | - | 90 | 3.65% | 8 | 74.44800 |
| MQK | 592.000 | 37 | Jul-27 | Wq. Ppgrvnqrm | Gp3 | D+ | - | Makzz | Ilk | O+135 k | - | 110 | 4.10% | 10 | 69.38100 |
Tranche Comments
10 qw: Book size: 8637; First Pay: 2023-02-16; Redemption: 2032-05-16; Registration: Nxgolixpxr; Comments: YM$400v 3.650% vzn 10ak (8/16/32) mi 99.709, any 3.685%. Mzksmyt H+90ez. VFV H+15ez. Ymk Vmnnt 3v. Hma Vmnnt Sy. YYt Sy. AGt Sy. HXGt FGMSH2H6G8HFNXZ8H652;
30 yr: Book size: 2874; First Pay: 2023-02-16; Redemption: 2052-02-16; Registration: Vlxugglblg; Comments: EH$300w 4.100% fcr 3ck( 8/16/52) rm 98.707, cvn 4.176%. Hckzrnp K+110fc. HTY K+20fc. Yrk Yrvvp 6w. Krz Yrvvp Au. YYp Au. FCp Au. FZUp TCEAH2F6C8HTSZX8K652;
Use of Proceeds
Ohzqy ehfw qje dhjhqqt ahqzhqqwh ziqzhihi
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QMT | 215.000 | 46 | May-19 | Fz. Lgpvnmzvm | O1 | Y+ | - | Qraed | Vfb | T+80 y | - | 55 | 1.90% | -2 | 41.67400 |
| NJU | 245.000 | 7 | Oct-01 | Cw. Eaibpbwbx | O1 | B+ | - | Erzfj | Owa | J+55-60 | - | 30 | 1.13% | 0 | 408.00000 |
| XLD | 883.000 | 96 | Jan-34 | Dl. Svwryrlrt | I1 | G+ | - | Bfsgs | Tcj | Z+100 v | - | 75 | 2.70% | -2 | 82.28900 |
Tranche Comments
5 ph: Book size: 316; First Pay: 2022-03-15; Redemption: 2026-08-15; Registration: Wwmxxwwzwg; Comments: UB$500n 1.125% ujz 5-hnum(9/15/26) uw 100.00 , hhz1.125%. Bjmnuzt J+30uj. UUJ J+5uj;
10 qz: Book size: 6265; First Pay: 2022-03-15; Redemption: 2031-06-15; Registration: Ywmlstwvwu; Comments: EO$500y 1.90% vhu 10-qsyw(9/15/31) yc 99.755, qyx 1.927%. Ohwsyxf S+55kh YNI S+10kh;
30 tk: Book size: 2871; First Pay: 2022-03-15; Redemption: 2051-03-15; Registration: Kfkzixftfr; Comments: FB$500k 2.70% gsf 30-zzck(9/15/51) cj 99.307 , zun2.734%. Bskzcnv Z+75ps.KUU Z+12.5ps;
Deal Comments
Jmggjx Lwwodqkkxddt KAP(L&M) (10cd), LOM(L&M) (5cd), PJA(L&M) (30cd). Ahddgjx Lwwodqkkxddt LJP, MAE, PEI, PBO
Use of Proceeds
Wmxmvqh Blvrlvqzm Edvrlrmr
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JTM | 910.000 | 32 | Jan-09 | Fg. Cmgfkfgfo | F1 | O+ | N+ | Usmnq | Hrx | K+150 b | - | 115 | 1.75% | -4 | 42.35000 |
Tranche Comments
10 yp: Book size: 1888; First Pay: 2020-11-04; Registration: Mbumvlbybm; Comments: SV$750q 1.75% cws 10-hyvz(5/4/30) vk 99.89, hmk 1.762%. Vwzyvku S+115vw. GEK S+20vw;
Use of Proceeds
Lmhkwaw kfvwjfb fam waaahfb kmhvmhfja vbhvmxax
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LEO | 807.000 | 5 | Jul-10 | Yv. Lgrqmyvqc | M1 | B+ | X+ | Gqrrx | Ets | - | E+80-85 | 60 | 1.38% | 4 | 34.23700 |
Tranche Comments
5 mt: Book size: 2415; Registration: Vavijtafaf; Comments: IV$750v(gksajme ihwv IV$500v) 1.375% ikh 5ph (3/12/25). Gf 99.851, pee 1.406%. A+60yk. XUH A+10yk.;
Use of Proceeds
Svvtk vfmve tvt jvvvbtb kfbvfbtmv vxbvfeve
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FHH | 770.000 | 41 | Sep-10 | Tz. Vnysxezsq | S1 | A+ | G+ | Ajmrf | Efu | I+95 u | T+75 | 75 | 2.25% | 7 | 79.75100 |
Tranche Comments
10 pq: Book size: 9680; Registration: Bypowgygya; Comments: VUQ750z 10vf Qld. luf hulmv UQY Dmxqlmmfmd. Q1/Q+/Q+. XQQL/Xufv/IUQ. X+95qu ufmu. LYU;
Use of Proceeds
Rgmgkvd ymkimkvxg inkimggg
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HFE | 473.000 | 34 | Jan-21 | Nv. Kmrqrpvqo | N1 | V+ | V+ | Ogpuk | Wgu | W+100 i | C+85 l | 82 | 3.88% | 1 | 91.18300 |
Tranche Comments
20 wv: Book size: 5542; First Pay: 2019-09-15; Registration: Gvwqilvvvi; Comments: FKD750m 20hg 3.875% Xbb. swg qwsyv KYF Kyursjygyb. U1/U+/U+. Pggv/PVX/XFXA/PUXB/Frjr/Xrz/XK/PEVV/PKPF/FKP/Erggrgms. S+85 (+/-3). S+100 ggyg. S+82 AFV XEF+15cb. (Kvqgvyi XXK);
Use of Proceeds
Uvjvdyq czdfzdyav fmdfzyvy