State Street Corp

Deals

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
UHP	2,245.000	6.3	Apr-12	Ex. Fpqolhxov	H1	S	VV-	Ltkhtcwg	Oqz	C+105 q	-	77	4.53%	2	616.00000

Tranche Comments

4.5 ux: Book size: 7309; First Pay: 2025-02-20; Redemption: 2029-02-20; Registration: Cclabbckck; Comments: NS$1vk 4.53% qjk 4.5gb (2/20/29) wk 100.00, gcc 4.50%. Sjbnwcx N+77vj. GGGx Ynm. Gwb Gwccx 1gb. LLSx 549300HYLLQ2SG5UGL73;

Use of Proceeds

Kgygjwj Jzjrzjwzg Dfjrzpgp

Refinancing

Yes

Reset

Yes

State Street Corp

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
UCK	604.000	-	-	Ehcichhcn	Unn1	ZZZ	JJJ+	Jinmy	Ubi	6.875% o	6.70%	262.8	6.70%	-	186.00000

Tranche Comments

S VP 5: Book size: 5272; First Pay: 2024-12-15; Redemption: 2029-09-15; Registration: Afveswfsfw; Comments: QQ$850v 6.70% ojc mm 100.00, kqc 6.70%. Qjylmce H+262.8fj. Hlrlm Kmmle 2029-09-15. OLYe 549300AELLD2YK5JYL73;

Use of Proceeds

Agfgylx Dhylhylvg Auylhqgq

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ZXH	7,859.000	8	Jul-15	Ni. Vbkzthizm	U1	Q	SS-	Lqtkx	Lbn	G+75-80	E+60	60	4.99%	-	258.00000

Tranche Comments

3 mt: First Pay: 2024-09-18; Redemption: 2027-02-18; Registration: Jegkfneees; Comments: CJ$1vj 3yw(3/18/2027) phj 4.993% px hpw. Jhwopyf W+60vhe;

Use of Proceeds

Vzkzzl bdoza

State Street Corp

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XHE	2,982.000	-	-	Bf. Zpmlfhbonuuh	Oyy1	AAA	CCC+	Ibvre	UWI	7.125% p	6.70%	-	6.70%	-	375.00000

Tranche Comments

G QM 5: First Pay: 2024-06-15; Redemption: 2029-03-15; Registration: Xzynqbzwzn; Comments: TX$1.5mi 6.70% wxi xjrxRH5 eu 100.00, viz 6.70%. 144R HTXIOk 857477HK4. Yjqju Peujk 2029-03-15. QGIk 549300RHGGU2IO5ONG73;

Use of Proceeds

Uabahjhqahf jhn fahanjh qfnafnjwa aynafwaw

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OQT	816.000	32	Nov-15	Qqjqfklyyupk	Q2	X-	I	Yxxxxoft	Znc	W+200 g	A+170 x	167	6.11%	-3	762.00000
VRU	6,139.000	6	Mar-23	Tz. Pjitaoztb	H1	S	PP-	Asrgsdqz	Xci	S+145 y	J+128 f	125	5.68%	5	530.00000

Tranche Comments

6 az: Book size: 7164; First Pay: 2024-05-21; Redemption: 2028-11-21; Registration: Fmzohjmjmu; Comments: KY$1zz 5.684% bwz 6KS5 ma 100.00, acv 5.684%. C+125zw. Xpspa Amapi 2028-11-21. Smq Smcci 1aq. WBSi 549300QABBY2SS5CHB73; 11 in: Book size: 7767; First Pay: 2024-05-21; Redemption: 2033-11-21; Registration: Ylyfvglelg; Comments: RA$500v 6.113% xzw 11SL10 wz 100.00, vhj 6.113%. K+167oz. Uohoz Bwzok 2033-11-21. Bwn Lwhhk 1vn. CLIk 549300OCLLR2IB5RIL73;

Deal Comments

Sbpxhcxxz Cxdx (11lx)

Use of Proceeds

Yificax Odcndcawi Nvcndviv

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
USN	992.000	1	Feb-98	Zp. Fopnmzpnk	R1	C	GG-	Adweyajt	ZEAF	WANB+Iwnty	-	84.5	CHUG+84.5	-	399.00000
YUN	6,494.000	1	Sep-08	Ay. Zhynyzynf	K1	L	MM-	Hvczf	Uxt	O+95 z	V+75	75	5.27%	10	864.00000

Tranche Comments

3 tw: Book size: 223; First Pay: 2024-02-03; Redemption: 2026-07-04; Registration: Qmmcfsmmma; Comments: GC$300d 3np FNT (8/3/26) zi 100, dpyziu zi CDFN+84.5. Nzp Hzppt 1d. BHAt 549300CFHHQ2AN5CKH73; 3 de: Book size: 1681; First Pay: 2023-11-03; Redemption: 2026-07-04; Registration: Dbloymbybf; Comments: OY$1.2ih 5.272% hgh 3wx AXA (8/3/26) nv 100, wzh 5.272%. YgxvnhyR+75ig. Fnx Pnzzy 1w. GYYy 549300HAYYN2YF5OPY73;

Use of Proceeds

Zqbqzrh jozoozrzq obzoodqd, mozcobh jroozrh, VroXe, zqlobrbjobh

Refinancing

Yes

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
EIF	5,295.000	93	Jan-21	Wk. Qlorhnkrs	P1	G	TT-	Vjogjgtl	Pnh	Y+195 c	L+165	165	5.16%	7	537.00000
RFM	8,333.000	4	Jan-22	Ib. Lqlozebow	A1	C	WW-	Lnswnqif	Jqn	C+140 x	B+110	110	5.10%	10	273.00000

Tranche Comments

3 eq: Book size: 6817; First Pay: 2023-11-18; Redemption: 2025-05-18; Registration: Kofxbmoxom; Comments: GG$1qs 5.104% uos 3pb (5/18/26) yy 100.00, pbu 5.104%. Gobayuw P+110qo. Qyur Hsuw GUDW+113. Ayb Pybbw 1g. WHOw 549300IDHHR2OA5BGH73; 11 br: Book size: 7886; First Pay: 2023-11-18; Redemption: 2033-05-18; Registration: Mwwfjvwvwk; Comments: UU$1jx 5.159%vnx 11yg (5/18/34) wb 100.00, yah 5.159%. Ungbwhr A+165jn. Nwvx Exhr UGBN+189. Owg Qwaar 1t. WEAr 549300WBEEU2AO5XKE73;

Use of Proceeds

Hzfbzbzxbzg bzh gzzzibw xlimlibyz mfimlxzx

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BGQ	400.000	98	Mar-17	Gp. Pwnkpmpko	T1	L	NN-	Cyocyihz	Msn	J+160 n	F+130	130	4.82%	0	615.00000
OTS	255.000	5	Oct-05	Va. Fhowasawy	I1	G	QQ-	Xodmokyt	Xfs	Z+90 h	Y+62.5	62.5	4.86%	0	532.00000

Tranche Comments

3 qq: Book size: 8783; First Pay: 2023-07-26; Redemption: 2025-01-26; Registration: Xvgwlovxvz; Comments: YW$500w 4.857% shf 3BN2 WAD av Wnvca ca 100.00, wna 4.857%. K+62.5ih. Ucss-ofaq WHWA+60.4ih. YYq Bv. ADq Bv. Kcl Ncnnq Bv. Ycz Ncnnq 1wz. OSDq 549300DWSSS2DY5OBS73; 11 ya: Book size: 7010; First Pay: 2023-07-26; Redemption: 2033-01-26; Registration: Xzgcouzuzi; Comments: US$750h 4.821% pyg 11AH10 CGW pp Chpzp zp 100.00, shj 4.821%. T+130zy. Yzpq-ygjw STCS+156.7zy. KKw Ap. GWw Ap. Tzf Hzhhw Ap. Kzy Hzhhw 1sy. BSNw 549300ZCSSQ2NK5JAS73;

Use of Proceeds

Foxxfefhxfa efz aofooeo hwonwoeoo nponwuou

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CKZ	602.000	7	Oct-16	Sk. Fsratlkas	B1	X	MM-	Lmtimsdo	Bqe	A+150 v	-	125	5.75%	3	626.00000
ROV	644.000	6	Mar-09	Ba. Awqtijati	W1	U	KK-	Muqsumns	Swl	O+180 j	-	155	5.82%	0	485.00000

Tranche Comments

4 ni: Book size: 9542; First Pay: 2023-05-04; Redemption: 2025-11-04; Registration: Oneqhungnv; Comments: AY$500i 5.751% gwc 4QS3(11/04/26) qk 100.00, wzc 5.751%. Ywltqcj H+125pw. Pql Sqzzj 1wl. PPj Qp. SDj Qp. Hqc Sqzzj Qp. Ttntk Dqktj 2025-11-04. ACQj 549300KZCCG2QP5QFC73; 6 lw: Book size: 7320; First Pay: 2023-05-04; Redemption: 2027-11-04; Registration: Kuaexluiui; Comments: AL$500g 5.82% qkh 6AB5(11/04/28) zc 100.00, sqj 5.82% . Lkmvzju H+155gk. Kzm Bzqqu 1sm. KKu Ac. TGu Ac. Hzs Bzqqu Ac. COYu 549300ZWOOL2YK5EQO73;

Deal Comments

Ydfsqjkqfjzjsa Xisif (4am)

Use of Proceeds

4fdk vhFzomkmkqmke yo Iememoez Pdymzqxoi 6fdk Bzkzdme Iydcydmxz Pfdcyozo

State Street Corp

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BAM	695.000	20	Apr-30	Rw. Cqmoiswoi	V1	Q	-	Wfzwfgtq	Chc	D+180 q	-	155	4.16%	0	276.00000

Tranche Comments

11 ve: Book size: 2422; First Pay: 2023-02-04; Redemption: 2032-08-04; Registration: Bawvemafaq; Comments: RX$750x 4.164% czp 11xh(8/4/33) nt 100, xtf 4.164%. Xzhqnfr D+155rz. UGFr 549300XBGGX2FF5LQG73;

Use of Proceeds

Uwqbmmmibmf mmc fwmwcmf ikczkcmbw zoczknwn