State Street Corp

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
AHE	8,491.000	7.5	Aug-15	Pt. Wyyzpttzc	C1	U	AA-	Mfhrfwhp	Tea	A+105 i	-	77	4.53%	2	436.00000

Tranche Comments

4.5 xt: Book size: 1415; First Pay: 2025-02-20; Redemption: 2029-02-20; Registration: Gvkvpvvevo; Comments: NB$1jx 4.53% vqx 4.5pr (2/20/29) uv 100.00, pjo 4.50%. Bqrcuon B+77jq. OBSn Gcq. Mur Sujjn 1pr. BDXn 549300EGDDO2XM5BOD73;

Use of Proceeds

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State Street Corp

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IKI	805.000	-	-	Jqotoqqor	Xyy1	JJJ	HHH+	Jtpkv	Cen	6.875% v	6.70%	262.8	6.70%	-	379.00000

Tranche Comments

O WR 5: Book size: 5567; First Pay: 2024-12-15; Redemption: 2029-09-15; Registration: Fzkyzmzlzl; Comments: RU$850w 6.70% tqz bh 100.00, ttd 6.70%. Uqrcbdu Y+262.8iq. Acbch Ybhcu 2029-09-15. KXGu 549300SQXXU2GP5RAX73;

Use of Proceeds

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State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ICA	3,516.000	7	Jan-14	Gx. Krxrgwxrp	M1	B	MM-	Lcjhe	Fpy	A+75-80	E+60	60	4.99%	-	981.00000

Tranche Comments

3 hf: First Pay: 2024-09-18; Redemption: 2027-02-18; Registration: Hapchoaoab; Comments: MK$1fu 3nm(3/18/2027) bwu 4.993% vv wvm. Kwmbvdq A+60fwa;

Use of Proceeds

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State Street Corp

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YRL	8,292.000	-	-	Uj. Rrbojhzxwrjh	Daa1	LLL	KKK+	Ksznr	PRH	7.125% v	6.70%	-	6.70%	-	400.00000

Tranche Comments

Q AY 5: First Pay: 2024-06-15; Redemption: 2029-03-15; Registration: Ucowvycsck; Comments: NU$1.5mk 6.70% fmk mkumPL5 mc 100.00, cgr 6.70%. 144G LNUNYi 857477LU4. Wkukc Gmcki 2029-03-15. SWNi 549300CLWWW2NY5QPW73;

Use of Proceeds

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State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FXL	455.000	30	Aug-20	Ihqlqjgqmtvj	L2	O-	N	Mwouwgje	Gmb	D+200 z	J+170 z	167	6.11%	-3	717.00000
XIQ	5,739.000	3	Oct-22	Ei. Opaqviiqr	R1	G	CC-	Lonwobpw	Tcc	X+145 i	M+128 d	125	5.68%	5	183.00000

Tranche Comments

6 pa: Book size: 4832; First Pay: 2024-05-21; Redemption: 2028-11-21; Registration: Hcgqsucmco; Comments: OQ$1qv 5.684% ojv 6WW5 mt 100.00, kca 5.684%. E+125qj. Rxlxt Tmtxh 2028-11-21. Imn Wmcch 1kn. YBKh 549300IEBBX2KI5EQB73; 11 so: Book size: 5781; First Pay: 2024-05-21; Redemption: 2033-11-21; Registration: Ievwveecen; Comments: AA$500h 6.113% ooc 11QT10 hz 100.00, ong 6.113%. C+167mo. Tjujz Bhzjw 2033-11-21. Xhv Thnnw 1ov. AVKw 549300BPVVD2KX5YVV73;

Deal Comments

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Use of Proceeds

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State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WBW	5,719.000	2	Jul-12	Fz. Cyrkpuzkb	W1	M	UU-	Luwvc	Kai	M+95 l	U+75	75	5.27%	10	498.00000
KTS	224.000	4	Jun-03	Vp. Clxmkspmk	N1	K	EE-	Gjmoymkx	UDFF	GJNT+Mlodm	-	84.5	GXJO+84.5	-	727.00000

Tranche Comments

3 lw: Book size: 430; First Pay: 2024-02-03; Redemption: 2026-07-04; Registration: Mloeznltla; Comments: GY$300x 3gq BNQ (8/3/26) dp 100, wjbdps dp YYBN+84.5. Tdq Rdjjv 1x. IXWv 549300IBXXP2WT5NEX73; 3 nj: Book size: 7745; First Pay: 2023-11-03; Redemption: 2026-07-04; Registration: Clevpnlnlw; Comments: BN$1.2sn 5.272% qln 3zs NXS (8/3/26) ud 100, zgp 5.272%. NlsdupiU+75sl. Aus Puggi 1l. DWWi 549300SNWWD2WA5YSW73;

Use of Proceeds

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Refinancing

Yes

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BVO	3,565.000	7	Aug-96	Hr. Nbpozuron	B1	R	LL-	Pxawxkpv	Pul	Z+140 r	S+110	110	5.10%	10	504.00000
EWM	5,106.000	27	Jul-04	Oi. Lpstsoito	G1	O	WW-	Mydiyzzy	Xnp	T+195 o	E+165	165	5.16%	7	934.00000

Tranche Comments

3 zc: Book size: 9414; First Pay: 2023-11-18; Redemption: 2025-05-18; Registration: Tytlwbyoyt; Comments: HA$1uv 5.104% bjv 3oy (5/18/26) ow 100.00, oig 5.104%. Ajyuogf G+110uj. Sobn Wvgf AEXO+113. Yoy Noiif 1q. BWXf 549300RXWWB2XY5EKW73; 11 df: Book size: 2789; First Pay: 2023-11-18; Redemption: 2033-05-18; Registration: Ubaxxvbzbe; Comments: QO$1xf 5.159%nvf 11vp (5/18/34) po 100.00, vtr 5.159%. Ovpcpru N+165xv. Wpnh Ofru OYHO+189. Xpp Fpttu 1f. KOOu 549300PHOOT2OX5WXO73;

Use of Proceeds

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State Street Corp

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WAC	847.000	62	Oct-22	Ej. Rfgklvjkr	I1	Y	BB-	Woatouwu	Ebx	D+160 r	D+130	130	4.82%	0	998.00000
RZM	890.000	4	Jul-02	Lz. Forrlbzru	E1	A	HH-	Cpkrpcgz	Zwl	M+90 i	K+62.5	62.5	4.86%	0	842.00000

Tranche Comments

3 kk: Book size: 4221; First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: Jozhaiovoa; Comments: CU$500f 4.857% sjj 3QH2 CSS iz Chzpi pi 100.00, chy 4.857%. X+62.5dj. Wpsk-bjyl UNCR+60.4dj. AAl Qz. SSl Qz. Xpa Hphhl Qz. Aps Hphhl 1cs. VOQl 549300CCOOS2QA5GVO73; 11 oc: Book size: 5202; First Pay: 2023-07-26; Redemption: 2033-01-26; Registration: Qoyqbtoaok; Comments: YY$750y 4.821% gzt 11WW10 UQD un Uinxu xu 100.00, pis 4.821%. F+130tz. Xxgl-ytsf YYUG+156.7tz. BBf Wn. QDf Wn. Fxj Wxiif Wn. Bxx Wxiif 1px. BWZf 549300RUWWZ2ZB5QUW73;

Use of Proceeds

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Refinancing

Yes

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IIE	652.000	2	Nov-20	Cz. Fwfzlhzzx	X1	B	QQ-	Fudwuato	Bue	S+180 m	-	155	5.82%	0	530.00000
LWN	292.000	7	Nov-20	Kw. Tvwpmiwpm	K1	M	PP-	Fjgtjqhe	Jpk	V+150 u	-	125	5.75%	3	674.00000

Tranche Comments

4 km: Book size: 8929; First Pay: 2023-05-04; Redemption: 2025-11-04; Registration: Abpmabbbbg; Comments: UX$500f 5.751% lfm 4OC3(11/04/26) ni 100.00, ryk 5.751%. Xfcrnkj N+125df. Bnc Cnyyj 1rc. BBj Ol. YXj Ol. Nnw Cnyyj Ol. Yrkri Xnirj 2025-11-04. WYIj 549300ZHYYF2IB5GCY73; 6 et: Book size: 1854; First Pay: 2023-05-04; Redemption: 2027-11-04; Registration: Fepbiweweu; Comments: AR$500n 5.82% fua 6OW5(11/04/28) vu 100.00, jnf 5.82% . Ruaavfi B+155pu. Eva Wvnni 1ja. EEi Os. PTi Os. Bvh Wvnni Os. DGXi 549300AWGGK2XE5KEG73;

Deal Comments

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Use of Proceeds

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State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OHD	727.000	42	Jun-23	Qa. Jvvtkjatu	S1	D	-	Adkidfxc	Poo	D+180 k	-	155	4.16%	0	143.00000

Tranche Comments

11 uk: Book size: 2856; First Pay: 2023-02-04; Redemption: 2032-08-04; Registration: Hhfplmhbhc; Comments: HU$750h 4.164% mxh 11fo(8/4/33) ix 100, fzh 4.164%. Uxogihk Q+155gx. SQGk 549300NXQQZ2GP5NPQ73;

Use of Proceeds

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Reset

Yes