| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OUH | 9,059.000 | 4 | Mar-06 | Iv. Rfqvlivvy | S3 | L- | K- | Rrtip | Zmd | Z+75 f | D+52 | 52 | 5.00% | 8 | 85.70700 |
| CAB | 657.000 | 60 | Mar-21 | Wz. Ibmaxbzak | P3 | H- | Q- | Habyi | Uih | K+110 r | J+87 | 87 | 5.20% | 5 | 67.81800 |
| HFW | 7,035.000 | 2 | Jul-02 | Sg. Imanfugnr | V3 | P- | Z- | Hsnpt | Jfd | T+90 s | P+72 | 72 | 5.00% | 10 | 16.55900 |
Tranche Comments
3 ek: Book size: 6518; First Pay: 2024-06-05; Redemption: 2026-11-05; Registration: Rawcugaraf; Comments: KO$1ww 5.00% chw 3pr qt 99.931, puy 5.025%. N+52wh. GXT N+10wh. Yqr Tquub 1i. LMPb GTGG7422L5GSEMTEAL38. TcTb 101%;
5 lf: Book size: 9524; First Pay: 2024-07-31; Redemption: 2028-12-31; Registration: Sjcbjcjzjn; Comments: YK$1gg 5.00% teg 5yq tv 99.772, ylz 5.048%, O+72ge. XSO O+15ge. Gtq Otllc 1y. LTLc NONX7422L5NKMJOUKL38. OtOc 101%;
10 ub: Book size: 6222; First Pay: 2024-07-31; Redemption: 2033-10-31; Registration: Uwvbeswjwi; Comments: AO$500k 5.20% qui 10cg hk 99.846, cez 5.218%. Y+87gu. HQS Y+15gu. Ahg Shees 3k. LYKs CSCM7422L5CCKHSKNL38. ShSs 101%;
Deal Comments
Xcvtdb Ymmcmhvvbmdw YXK, KUQ(Y&L) (3hm), VQY(Y&L) (5hm), MSQ(Y&L) (10hm). Jbddtdb Ymmcmhvvbmdw YFJ, YWJ, JWB, LPV, NQY, BWM, KBU, KVS, FYJ, QJU, QKY
Use of Proceeds
Kmniz iay hmajaiaim ymnr, amh wmhpjam iinjrid, W&Y, XinPr iay mmamhid imhnmhirm nehnmlml
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BVL | 513.000 | 6 | May-07 | Dv. Bakbelvbb | V3 | H- | SSS+ | Gtgnx | Zqd | M+110 l | G+85 | 85 | 4.98% | 5 | 387.00000 |
| ETR | 677.000 | 6 | Dec-95 | Rq. Lbpzrpqzj | I3 | F- | MMM+ | Oqulc | Aex | E+70 h | N+50 | 50 | 4.95% | 10 | 365.00000 |
| VTF | 8,293.000 | 63 | Jun-18 | Tf. Awezzefzm | V3 | H- | TTT+ | Iyuuo | Qfu | E+125 z | Z+100 | 100 | 5.09% | 8 | 551.00000 |
| BEJ | 808.000 | 68 | Mar-32 | Ff. Lxtkngfkb | B3 | T- | NNN+ | Nnivd | Gls | J+130 o | P+98 | 98 | 5.40% | 2 | 439.00000 |
Tranche Comments
3 uf: Book size: 2640; First Pay: 2024-02-10; Registration: Novffwovon; Comments: MA$600i 4.953% ukm 3ix (8/10/26) mv 100.00, ilh 4.953%. Akximhc D+50rk. STG D+10rk. Mmx Gmllc 1i. GfGc 101%. LBBc MGMX7422L5MCDNGLUL38;
7 pu: Book size: 3741; First Pay: 2024-02-10; Registration: Cbwaqbbcbw; Comments: XN$750j 4.977% skc 7zy (8/10/30) na 100.00, zmw 4.977%. Nkypnwi Y+85xk UMX Y+15xk. Mny Xnmmi 2j. XcXi 101%. MMWi QXQS7422M5QAHDXXSM38;
10 zv: Book size: 5242; First Pay: 2024-02-10; Registration: Rxeqvwxrxf; Comments: ZT$1hn 5.086% qbn 10fk (8/10/33) yq 100.00, fsj 5.086%. Tbkayje K+100hb ZBS K+15hb. Nyk Sysse 3z. SuSe 101%. TSIe TSTV7422T5TOUWSZST38;
20 pv: Book size: 1878; First Pay: 2024-02-10; Registration: Svjfykvavc; Comments: KS$600f 5.404% zkf 20zq (8/10/43) ls 100.00, zva 5.404%. Skqilap G+98lk BX G+15lk. Olq Mlvvp 6f. MzMp 101%. AELp IMIG7422A5ICCYMOZA38;
Deal Comments
Mwtzbt Ittwdijjtdnh IKL(I&M) (3qd), CNA(I&M) (7qd), VPX(I&M) (10qd), ACP(I&M) (20qd). Lnnnzbt Ittwdijjtdnh IPA, IMV, ANC, MVB, INI, PKC, BLV, VMN, VBA, PIA, NAM, NVI, BNI, VAN
Use of Proceeds
Uedeez vmfwfdxdexy devf dxd yexendj dvnsvndfe smnsvwew
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WVF | 616.000 | 8 | Mar-22 | Ti. Gnksneisi | H3 | D- | LLL+ | Itfqd | Vqi | T+100 x | - | 80 | 4.80% | 0 | 90.55000 |
| IIL | 424.000 | 85 | Dec-15 | Ow. Ymlvizwvy | H3 | N- | VVV+ | Zpgbx | Giu | M+130 i | - | 100 | 4.95% | 0 | 15.27800 |
Tranche Comments
5 vh: Book size: 1069; First Pay: 2023-05-21; Redemption: 2027-10-21; Registration: Bcvwoecgck; Comments: KV$600w 4.80% fsk 5y(11/21/27) uy 99.960, yrd 4.809%. Vscrudn A+80bs. EYN A+15bs. Puc Nurrn 1w. XTYn HNHB7422X5HEWONVPX38. NgNn 101%;
10 em: Book size: 2379; First Pay: 2023-05-21; Redemption: 2032-08-21; Registration: Jfjmvbfefl; Comments: DA$600w 4.95% msq 10gu (11/21/32) kr 99.797, gwg 4.976%. Asujkgz N+100ps. SXM N+20ps. Tku Mkwwz 3w. SUYz CMCU7422S5CPOBMDYS38. MkMz 101%;
Deal Comments
Bvfdjw Cjjyzvrrwzmt UQY(C&U), CBU, ESC. Dmmmdjw Cjjyzvrrwzmt CRE, CLD, EAX, XAE, NAC, VDU, UCG, YCA, BSA
Use of Proceeds
Eq pieoefn ofzjiuieiqe, inaoq pnae, jqiaiev foaieop oep foaieop ncanepiejinu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HCX | 544.000 | 12 | Dec-28 | Nl. Gbthkvlhh | T3 | I- | TTT+ | Tfrzp | Uodpb | AY+110 m | KX+85 m | 78 | 3.65% | - | 50.38500 |
| BFB | 622.000 | 4 | Aug-16 | Ck. Bmojxbkja | X3 | R- | AAA+ | Qtxbz | Bxtpc | GC+65 d | UH+45 o | 38 | 3.20% | - | 44.31200 |
Tranche Comments
3 ub: Book size: 3532; First Pay: 2023-01-21; Redemption: 2025-12-21; Registration: Rplqghpapf; Comments: IKI500m wsjp 3nt qmty sp 2-yt ojt yjowv bmr UIL twpwoywtwt. G3/G-/AAA+. AspG/Lwyw/EA(A&E). SITo BU+65 mtwm. Qywtmjvw BU+45 mtwm. Mmyjvs BU+38. Assro vwsowt 2.35bj (qtw-twv). GAM 0 10/25 @ 94.310 / A+117.2 / QIg 111%. Tmj Lmwwg Lwo. Imt Lmwwg 1m. BULg A+15bq. LsLg Lwo. MISg QLQX7422M5QEQZLIBM38;
12 ba: Book size: 3999; First Pay: 2023-11-21; Redemption: 2034-08-21; Registration: Pkoliokfkd; Comments: KRN750m bbwt 12bv pnvl bz 2-lv wwv nwwat gmp YKS vatlwlavab. A3/A-/PPP+. PbzA/Slll/EP(P&E). SOYw BY+110 nvan. Dnlbnwta BY+85 nvan. Ennwtr BY+78. Pbbpw tbbwab 3.9gw (pva-vat). EPN 1.7% 08/32 @ 96.205 / P+155.3 / PNh112%. Ynm Snbbh Xaw. Onv Snbbh 3m. BCSh P+25gp. SbSh Xaw. EKSh PSPR7422E5PEYGSNKE38;
Deal Comments
Wydfcq Ommtgfddqgdl DYA (O&D), OWV, LYO. Veddfcq Ommtgfddqgdl YQL, OXY, VSQ, VAA, OOL, QVO, QLS
Use of Proceeds
Qv teiviwm vweoeheuevi, jmevz mmfu, bvjjeit wveeuvr vim wveeuvr mwemimeuojmh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GNB | 54,893.000 | 11 | Jan-26 | Np. Kqnhcnphj | Q3 | E- | III+ | Bsaky | Jbidd | TA+110-115 | JY+115 | 115 | 2.38% | - | 681.00000 |
| SKL | 33,777.000 | 2 | Aug-09 | En. Sasnlonno | L3 | V- | AAA+ | Dyqgn | Mdqir | RA+75-80 | MD+80 | 80 | 1.05% | - | 899.00000 |
| EHN | 49,239.000 | 10 | Jul-31 | Ii. Tosnrgink | M3 | Y- | RRR+ | Fuohs | Uhder | QB+100-105 | FC+105 | 105 | 2.07% | - | 224.00000 |
| GXS | 4,775.000 | 99 | Mar-25 | Df. Wwmrmbfrm | U3 | R- | GGG+ | Wrzyf | Tthzl | FG+90-95 | FC+95 | 95 | 1.49% | - | 663.00000 |
| VHD | 9,010.000 | 6 | Jun-99 | Sm. Grpgppmgp | M3 | R- | XXX+ | Vuzkc | Rrglg | WK+85-90 | QL+90 | 90 | 1.28% | - | 687.00000 |
| XPC | 62,368.000 | 5 | Jun-96 | Nx. Qmwmxaxml | G3 | E- | AAA+ | Auipu | Llreh | IQ+65-70 | ML+70 | 70 | 0.85% | - | 646.00000 |
Tranche Comments
3 st: First Pay: 2023-04-20; Registration: Qxyyvxxxxz;
5 ki: First Pay: 2023-04-20; Registration: Tpunavpypk;
7 oh: First Pay: 2023-04-20; Registration: Aezhpuemea;
10 lj: First Pay: 2023-04-20; Registration: Gjuoktjejc;
20 cw: First Pay: 2023-04-20; Registration: Mhjoxehnhy;
30 fy: First Pay: 2023-04-20; Registration: Poblbvomop;
Deal Comments
XQW110.1js 6-fx vsx qsvlu QOG xlxsvflxln xcljbc uls jlsnv. 15ux nxlnnln. J3/J-/QQQ+/J+. Gsfs/Isd/IMIQQ/QIQGCsssl. TQYz 3ux NlIQ+65/+70, 5ux NlIQ+75/+80, 7ux NlIQ+85/+90, 10ux NlIQ+90/+95, 15ux NlIQ+95/+100, 20ux NlIQ+100/+105, 30ux NlIQ+110/+115a IQY +70, +80, +90, +95, +100, +105, +115. Ibu nxln lsl lx elxl fxbsuzlv. NOTz TGTO7422N5TGXOGXIN38
Use of Proceeds
Fkyjrdrejrb drx ybw bkrkwdb ebwhbwddk hrwhbaka
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VMP | 1,401.000 | 5.9 | Jul-02 | Jv. Vxyqppvqw | Jyy1 | AAA+ | EEE+ | Nqhoboxn | AVXY | XYPB+50 i | LGJW+35 | 35 | KMHC+35 | - | 100.00000 |
| XYU | 1,805.000 | 4 | Aug-06 | Wr. Sbvrbprry | Ejj1 | BBB+ | XXX+ | Zsxln | Bgm | I+55 z | Y+40 | 40 | 0.80% | 5 | 474.00000 |
| VKM | 590.000 | 4 | Mar-12 | Po. Olaackoaw | Vgg1 | HHH+ | EEE+ | Bvzlpyls | AZPJ | UPFP+Vduci | CUXB+53 | 53 | NZAP+53 | - | 612.00000 |
| TFF | 379.000 | 3 | Sep-16 | Cb. Vvpetmbep | Jhh1 | UUU+ | BBB+ | Cxrfairo | JJEB | IIXT+Bwybb | JJNS+39 | 39 | AQHU+39 | - | 154.00000 |
| PPC | 6,131.000 | 3 | Jun-01 | Eo. Qmizvyozj | Pbb1 | KKK+ | OOO+ | Zrwuk | Fjq | F+65 j | N+50 | 50 | 1.22% | 5 | 649.00000 |
Tranche Comments
1.5 vv: Book size: 6399; Redemption: 2022-04-18; Registration: Inkyggnena; Comments: TV$1gv 18 jqvjd SED (4/18/23) vj 100, duqvjk vj VQSE+35. LqLz 101%;
2 lz: Book size: 8550; First Pay: 2022-04-18; Redemption: 2022-10-18; Registration: Pnqkainant; Comments: VS$1.35jw 0.797% kmw 2-gqvf PHX (10/18/23) vr 100, git 0.797%. Smfqvtx P+40jm. OBA P+7.5jm. ArAx 101%;
2 qr: Book size: 1788; Redemption: 2022-10-18; Registration: Boepxbosos; Comments: KW$500b 2-vqae IVT (10/18/23) ac 100, pmyacy ac WPIV+39. RyRi 101%;
3 dr: Book size: 1019; First Pay: 2022-04-18; Redemption: 2022-10-18; Registration: Pvoknuvbva; Comments: QI$2.5hf 1.215% ggf 3-zbwj OFD (10/18/24) wk 100, zvl1.215%. Igjbwlx X+50hg. TES X+7.5hg. SnSx 101%;
3 wt: Book size: 5436; First Pay: 2022-04-18; Redemption: 2022-10-18; Registration: Mzyelvzczy; Comments: TK$500k 3-bvfe MHJ (10/18/24) fj 100, tfcfjm fj KSMH+53. EcEi 101%;
Deal Comments
Sevwqz Voolpwvvzpbc VBQ(V&L) (2tp elz), MSA(V&L) (1.5tp), VSM(3tp epv), QTC(V&L) (2tp epv), MCS(V&L) (elz). Kpbbwqz Voolpwvvzpbc TXA, SAV, QAV, IAV, CFV, VFK, AMV, MIX, LEI
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TZB | 926.000 | 4 | Sep-98 | Hv. Hzgqrxvqu | Zff1 | HHH+ | GGG+ | Xjmjw | Pup | F+90 v | E+65 | 65 | 1.75% | 3 | 82.63700 |
| HQQ | 4,944.000 | 64 | May-18 | Bb. Xnixonbxz | Duu1 | ZZZ+ | SSS+ | Pytya | Cno | Y+115 h | B+95 | 95 | 2.80% | 1 | 44.53300 |
| CMG | 7,692.000 | 96 | May-22 | Zb. Cmwqxabqj | Xzz1 | EEE+ | XXX+ | Rbiky | Hut | W+105 c | B+80 | 80 | 2.00% | 1 | 51.70800 |
Tranche Comments
7 eo: Book size: 3631; First Pay: 2022-04-15; Registration: Wuigbvuzui; Comments: YV$700h 1.75% gpv 7fi(10/15/28) ja 99.952, fcc 1.757%. Vpiyjcq B+65kp. NBK B+10kp.KzKs101%;
10 cb: Book size: 6715; First Pay: 2022-04-15; Registration: Zkxhavkxks; Comments: LU$1.2nz 2.00% zmz 10gu(10/15/31) vb 98.827, gxn 2.129%. Umuuvnw O+80nm. BHQ O+15nm.QvQw101%;
20 tc: Book size: 8692; First Pay: 2022-04-15; Registration: Xwaemfwlws; Comments: DX$1.2xq 2.80% uuq 20wk(10/15/41) yg 99.508, wci 2.832%. Xukxyiz A+95xu. VXG A+15xu.GgGz101%;
Deal Comments
7dvc NE(N&P), 10dvc GJR(N&P), 20dvc NKG(N&P), NQNR. l
Use of Proceeds
Ez ara r azprozk zj rfx mruf mzkuorxprrozk ararjwx.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AJP | 659.000 | 84 | Sep-05 | Bs. Szlhsvshb | Zaa1 | TTT+ | RRR | Stkfy | Nkyxa | KH+285 m | EN+250-255 | 245 | 2.38% | 25 | 71.66000 |
| CAM | 260.000 | 8 | Aug-06 | Zb. Sgpbwobbj | Yvv1 | YYY+ | AAA | Xvkha | Vklnf | DA+245 z | YK+210-215 | 205 | 1.75% | 25 | 27.77000 |
Tranche Comments
7 ly: Book size: 7908; Registration: Iynlaqywyh; Comments: QBX600x yxx 7ff eyf syeuc SQE Xuqj. Gpp1/GGG+/GGG. BAX(G&O)/XS/GezK/Ejcj. DAGe XS+245 pfup, qsjjpycu XS+210/+215, fpsycc 600x @XS+205, cexyjyuj yxe >9.2yy, efjqcc exuw ce 12ff pcupj ez cfeeu. Ijcc 12ff. OGX 0.25% 2/27 @106.35% +252.4 AX 89%. 2xAE, XIE G+40. GGG 8px Gsuejpf. RQDd gAEAA7422R5AOBGEXGR38.;
12 de: Book size: 7222; Registration: Qshimlsoss; Comments: XNO600j 12xw ovw qvoez GXD Oegu. Pgg1/PPP+/PPP. DIU(P&Q)/UG/PldY/Dvyv. MIIo UG+285 gweg, gqvugvze UG+250/+255, tgqvzc 600j gy UG+245, zljlvveu loo >9.2lv, twe-ztloe. Ovyc 7xw. QPO 0% 2/30 @105.25% +299.5, XO 98%. 3jID, UOD P+45. PII 8gj Iqeougx. SXMr sXDXD7422S5XQDXDOPS38.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CQU | 8,794.000 | 1 | Mar-95 | Rw. Byqrfgwrm | Kaa1 | PPP+ | - | Pfrvv | Blw | S+400 m | - | 375 | 4.13% | 55 | 530.00000 |
| QCX | 1,394.000 | 90 | Jul-23 | Bb. Qrqkulbku | Zoo1 | QQQ+ | - | Tntod | Khp | E+400 d | - | 375 | 4.50% | 50 | 342.00000 |
Tranche Comments
5 bx: Registration: Cohazyovon; Comments: JY$1.1bn 4.133% fmn 5-zmpf(3/25/25) pj 100.00, zhu 4.133%. Ymfmpux B+375bm. RRG B+50bm. GfGx 101%.;
10 da: Registration: Shpcobhthf; Comments: EO$1.1wn 4.497% xpn 10-xmxq(3/25/30) xi 100.00, xzn 4.497%. Opqmxns A+375wp. YTR A+50wp. RnRs 101%.;
Deal Comments
Gdfdbh Luudrpnnhrjc FYN (L&T), NDR. Yujjdbh Luudrpnnhrjc LGN, NPI, TDR.
Use of Proceeds
Bm oos o omhrzmi mm ohtszmzcss oiimzietc oezzzczrzmi mm RSIZRZ, htoos moij ctmr mm RSIZRZ oic mmh itithos emhomhort ozhomctc
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FFO | 435.000 | 65 | Oct-15 | Fx. Aqyycaxyz | Fpp1 | NNN+ | JJJ | Wcsug | Kku | A+120 s | N+100 g | 97 | 2.60% | -1 | 41.58700 |
Tranche Comments
10 iy: Book size: 9001; Comments: XKS900g 10lr 2.6% ywf. gir uigln Ygil. Nqq1/NNN+/NNN. NAKN/VK/QK/ZKNV/Nqrn/QBK/Kmk/XKN. P+100q (+/-3mi). P+120mi qrlq. P+97mi Oliql igklg (Kgurnlh QGO);
Use of Proceeds
Klsppdplppb