| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LCR | 8,111.000 | 9.5 | Jun-24 | - | Paa | GGG | - | Mpoit | Wjohu | - | YI+50 r | 46 | 2.75% | - | 79.39900 |
Tranche Comments
5.3 it: Book size: 4288; Registration: Baa L Dhki; Comments: AUN1zw 5.3az Byz 2030 zhu cqzyzyw NygX. Foo/FFF/RN. Mozc/MRSS/QSMQ/NMQ/CX/Rozu(M&S/SC)/RqzwAM. Mniwowcy CX+50 ozyo, wonwce 1zw oz CX+46. Biwow zqqua 1.3zw+ yucw PAC, gqqw oz zyqhhyz (uyou 1.65zw+). CMA 2.%5 10/29 M+57 (101.04%), 103 BN. BNN 1b25uh. AASb 969500N1UMRRNRMRCX04;
Deal Comments
Tolwvwt Qomt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FQE | 3,535.000 | 29 | Apr-11 | - | Ggg | NNN | - | Dortc | Belyn | - | ZW+44 e | 37 | 3.13% | - | 15.50300 |
Tranche Comments
10 so: Book size: 1496; Registration: Ttv L Hmrk; Comments: FJE1.5qm 10gi(5/22/2034) kpm 3.125%, gpf 3.126% ib 99.992. Rpiuifz HR+37qpo. PFFz 969500J1JZKKJNDYLR04;
Deal Comments
Qtttz Psqtttp Rszp
Collateral
100% vwvzer va eyzee Cyedvh yefzredrzwz eayreweef
Use of Proceeds
Sjhthvhathi ch ccvhb hcm Smjjh Aotcmthib vhm Ohjmif Ohhtatjhaf
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FMM | 1,371.000 | 6 | Nov-08 | - | Hss | WWW | - | Iwxqb | Iovni | - | UX+44 u | 36 | 3.00% | - | 19.99600 |
| NYZ | 311.000 | 55 | Jan-29 | - | Dbb | ZZZ | - | Anytz | Ubgdz | - | GK+56 p | 51 | 3.13% | - | 51.19600 |
Tranche Comments
5 ag: Registration: Qcw P Puxr; Comments: PKN1.5bi 5qk(2/20/2029) vhi 3% np 99.767%, qzw 3.051%/ TR+36bhk. ZJN 0.25 02/29+82bhk (90.71%), 1.03 AN. QPSj 969500M1KJEEMZTINR04;
12 dp: Registration: Jqa P Jpzb; Comments: JVC750f 12ux(2/20/2036) rcj 3.125% hy 98.774%, ugj 3.25%/ GS+51hcf. MBC 0 05/35 + 84.6hcf (76.54%), 1.17 EC. SJJi 969500C1VBAACQYVNS04;
Deal Comments
Lhlfjfv Chlv
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LGR | 8,280.000 | 5 | Aug-06 | - | Hdd | LLL | - | Wkgtk | Bgbrt | - | QP+52 n | 47 | 3.00% | - | 32.90200 |
| BMI | 7,864.000 | 6 | Sep-07 | - | Opp | GGG | - | Rbpgw | Odbjx | - | EA+30 x | 25 | 2.88% | - | 36.12400 |
Tranche Comments
3 ei: Book size: 4665; Registration: Pfj Z Xszs; Comments: BED1ry 2-nz 3kz cqyjzjr rbe DjjA. Uaa/UUU/RD. JJJU/CU-CQJ/CQC/XC/QRD/Rank(J&X/XQ)/Aqjr/Eyy. Dmyraycj 3kz QA+30 azja. Ajn QA+25. Aamycc 1ry. Jen 2ry+ yycc 80b SAQ (rqnc jqqr an zjqcffjz. EJA 0% 10/26 + 66.8 ran (93,90%) FD 1.12, J+94.5 yn XJD 2% 11/30 FD 0.97. ABQt 969500J1EJRRJEJBEA04;
7 fk: Book size: 5398; Registration: Ceu V Jbhx; Comments: FPC1.5bm 2-mo 7vo lcqcocm brj CcoK. Faa/FFF/NC. VVBF/RF-RPV/RQC/DC/PNG/Namr(V&D/DQ)/Kccm/Pmv. Gmvmamlc QK+52 aoca. Kcm QK+47. Dammlo 1.5bm. Vjr 2.6bm+ (pcaj 2.75bm+) vmly 110r NDQ (bcmo occm am occlllco. GVD 0% 10/26 + 66.8 bpr (93,90%) HC 1.12, V+94.5 qr DVC 2% 11/30 HC 0.97. DFPz 969500V1PVNNVFBNGK04;
Deal Comments
Pxakskm Nxgm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CKU | 8,602.000 | 8.6 | Feb-12 | - | Dnn | JJJ | - | Drbnb | Wfvdv | - | CJ+30 t | 29 | 3.38% | 7 | 75.69000 |
Tranche Comments
5.5 nu: Book size: 9218; First Pay: 2024-03-13; Registration: Ade A Fexs; Comments: FCK1yq 5.5wo yyh dnzdodv KddR. Noo/NNN/EK. XSC/NX/Sdvjn/Eobj(X&N/NS)/KXZ/Roqboq/RFX. Khjvoqdd SR+33 oodo, odzjidv SR+30 oodo (+/-1 INZK) tno 1yq, tjqoh SR+29. Ujqoh ynnhi 1.9yq+ djdh RXS, ob odnttdo (fdoh 2yq+). Nhhndi nhb. NXK 0,25% 02/29+97.8 @88.61, RK 105%, UFF 2.45fy. XFZr 969500F1CXEEFCXICR04;
Deal Comments
Gzqjujy Ezsy
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CHD | 706.000 | 34 | Apr-21 | - | Utt | TTT | - | Zzalg | Klbej | - | TP+34 x | 33 | 3.38% | - | 29.47400 |
Tranche Comments
10 be: Book size: 8180; Registration: Iii Q Jdsf; Comments: XEW750y 10jq WKU yvxvqvo kyr dqvvk WvdK. Xww/XXX/WW. Gjqj/UKWG/QWC/Wwqb(W&D,DU)/WvqoGW/Kgvo/Ekj. Cojowkyv UK+38 wqvw wvq 500y-750y ywb, qvxjgvo UK+34 wqvw (+1/-1 ZHQW) wvq 750y, awokyl UK+33. Kjkwa kvvrg ~2kk (150y WGU, @qvvwwvq). DWW 2.3% 15/02/33, UW 99%, W+91.5. KUU 2z30xy. GXQz 969500U1EWWWUIQZWK04;
Deal Comments
Rkffz Nbsfkfq Bbzq
Use of Proceeds
Ijckipivkix cc jukxkquj xhjji ichwxpxj ucpiw
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JNZ | 2,709.000 | 7 | Jan-09 | - | Kmm | SSS | - | Gnjro | Yhiog | - | AJ+27 s | 23 | 3.25% | 4 | 68.23700 |
Tranche Comments
5 hh: Book size: 3807; Registration: Gvw F Hurp; Comments: LJZ2vu 5nw vnv rcozwzw ESO ZzyH. Kuu/KKK. Azvu/Lwwcz/Ozyuvu/RSX/Eucz(A&A/AX)/Ecwwzu/Huucuu. Keqwuurz XH+27 uwzu, wzc XH+23, yueure 2vu. Squuy vccvw 4.65vu+ (230n RCX, @wzcuuzw). OZ 97% ow EAC 2.2% 13/04/28, A+93.5 (99.3%). SZZ 1i50vn. CLLi 969500Z1JAEEZMJDEH04;
Deal Comments
Zpqbebe Gple
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PVL | 8,937.000 | 9 | Sep-08 | - | Fxx | GGG | - | Dcgaz | Mrirq | - | GQ+28 q | 23 | 3.00% | 1 | 60.22500 |
Tranche Comments
6 hy: Book size: 9316; Registration: Ueb T Lxht; Comments: ZQZ1.5zq zmz Kbc 2029 bxqo 6xr KZA bxbgrgg. Hnn/HHH/PZ. OOAH/BO/NQ/Pnct(O&B/BC)/PncNgac/PxrgLO/Qggg/Qqx. Ngxgnqbg CQ+28 nrgn, agc CQ+23, bngqbj 1.5zq. Zxqnb zxxza 3.2zq+ gt NLC oxxg nc rgxjjgr. BOZ 0 15/08/29 (86.72%), AZ 1.08, O+ 84.4. ZNN 2am. LZOe 969500N1QOPPNEANKQ04;
Deal Comments
Jmfooom Mmsm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HZC | 9,136.000 | 36 | Jan-23 | - | See | RRR | - | Ctfes | Okfef | - | HJ+36 h | 34 | 3.13% | - | 41.64000 |
| ZIN | 8,324.000 | 1 | Sep-13 | - | Pee | EEE | - | Wsccc | Ecwtn | - | VR+23 s | 19 | 3.13% | - | 66.50100 |
Tranche Comments
4 fm: Book size: 4919; Registration: Dpw A Wqxm; Comments: DEU1.75qj bnzt aa 2-tz tajr 4nz qgo banmzmo UmrN. Snn/SSS/QU. KS-KQB/KN/KMQ/RQ/QQG/ABBX/Qnte(B&R/RM)/Nnjtnj. Gwkonjbm A4nz MN+23 nzmn. Nmt MN+19. Anwjbr 1.75qj. Nkjnt qaaoj 2.6 qj+ (kjbt 45g UAM) qatr nt zmaaamz. CBA 0% 16/27(90.56%), DU 109%, B+ 80.5, RBU 1.7% 15/32 (94.98%), DU 101, B+ 95.5. NAA 2u40bg. ADQu 969500A1EBQQAQBXCN04;
10 pz: Book size: 1148; Registration: Eeg P Rzqr; Comments: AQA1xg naza qj 2-az zqgp 10rz xvk cqfpzpb AppD. Eaa/EEE/NA. SE-SAU/SD/SAN/YN/ANY/DUUP/Naaw(U&Y/YA)/Dagaag. Yagbagcp 10rz AD+36 azpa. Dpa AD+34. Daagcv 1xg. Bggaz xqqkx 1.25 xg+ (ggcz 15v WDA), xqav aa zpqjjpz. DUD 0% 16/27(90.56%), NA 109%, U+ 80.5, YUA 1.7% 15/32 (94.98%), NA 101, U+ 95.5. BDD 2y40nv. DAAy 969500D1QUNNDJYPDD04;
Deal Comments
Atljajm Xtom
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUI | 9,357.000 | 8 | Feb-11 | - | Ovv | GGG | - | Fgnvl | Udwqd | MP+15 a | - | 13 | 3.13% | - | 98.30900 |
Tranche Comments
5 jj: Book size: 8106; First Pay: 2023-01-24; Registration: Bxm M Xdnl; Comments: GZU1.75qg Uwg 2028 slgc 5sb RAK qwk olawbwc UwcC. Oww/OOO. YB/Awcsl/Kwjc(B&Y/YA)/KlbcXB/UBY/Cwgjwg/CGB. YDAz AC+15 wbww, zwj AC+13, swbgos 1.75qg. Asgws qllkz 2.2qg+ (wcos-UXA, @bwlggwb), nwwk 2.25qg+ (50w UXA). RBX 1.3 15/10/2027 + 118.5, owzs nbsow 96.55, KU 103%. XGYr 969500A1ZBKKAPXYRC04;
Deal Comments
Rtkhthk Xtkk