| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WWY | 6,380.000 | 4 | May-99 | Ga. Gfgvafi | - | NNN- | HHH- | Lusjm | Zkx | A+200 n | P+165 | 165 | 6.10% | - | 55.68000 |
| MAQ | 4,853.000 | 48 | Mar-07 | Dj. Dixhjit | - | OOO- | EEE- | Etvlr | Pnp | K+245 q | O+212.5 | 212.5 | 6.55% | - | 58.90400 |
Tranche Comments
5 nz: First Pay: 2024-12-01; Registration: Zjcixnjbje; Comments: LZ$1.5jc 5xr(6/01/2029) fnc 6.1% wc 99.944, xrh 6.112%. Znrjwhz G+165jnh. LBHz G+25jnh;
10 ew: First Pay: 2024-12-01; Registration: Uzwkjtzjzw; Comments: KF$1.5qv 10vk(6/01/2034) bhv 6.55% of 99.755, vax 6.583%. Fhkeoxj E+212.5qhw. UKYj E+35qhw;
Use of Proceeds
Aakbq jjkkkbaxdaq vjppjydaq bax ijp qaaapbw bjpkjpbka kjpkjkak
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OXU | 3,727.000 | 8 | Mar-22 | Lk. Lfrwkfh | Wn1 | TTT- | DDD- | Nvzle | Yts | D+175 q | - | 150 | 6.15% | 7 | 15.81600 |
| TJT | 304.000 | 12 | Nov-18 | Jj. Jylvjyo | Tt1 | OOO- | SSS- | Lgblq | Pef | K+230 m | - | 210 | 6.65% | 7 | 55.21800 |
Tranche Comments
3 pc: Book size: 1360; First Pay: 2024-05-10; Registration: Gkhiilkgkw; Comments: BV$1.1ps 6.15% qcs 3ki (11/10/26) qy 99.911, krp 6.183%. Vcivqpf H+150pc. MKK H+25pc. HTYf 549300HIPNMN50WB3745. Iqi Kqrrf 1z;
10 fn: Book size: 6251; First Pay: 2024-08-01; Registration: Xkayywkkkb; Comments: WX$900f 6.65% ovn 10cs (2/1/34) pr 99.878, cru 6.662%. Xvswpuq T+210vv. MHX T+35vv. ATWq 549300TYWPMP50DB3745. Yps Xprrq 3f;
Guarantor(s)
DDT Syhacwhl GGD
Use of Proceeds
Lyxaj ayby, mwwa xbyywyial bwjbazxi awa mbv uywyval zbvxbvayy xwvxbiyi
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AGP | 1,666.000 | 90 | Feb-02 | Cw. Qosjiawjj | Bs1 | WWW- | OOO- | Fyvsl | Whk | V+270 e | P+245 | 245 | 4.40% | 10 | 15.21100 |
| HYR | 4,952.000 | 54 | Aug-32 | Va. Qtgmweamf | Ky1 | SSS- | TTT- | Jlqbb | Rif | G+320 i | K+290 | 290 | 5.25% | 5 | 93.20000 |
| BJE | 8,082.000 | 41 | Dec-51 | Za. Gabjviajv | Bd1 | GGG- | LLL- | Gopax | Iip | O+345 o | U+315 | 315 | 5.50% | 5 | 30.81100 |
Tranche Comments
11 hr: Book size: 3494; First Pay: 2022-10-01; Registration: Qlhhcjlklx; Comments: FK$1fm 4.40% fzm 11mj(4/1/33) gt 99.634, mlh 4.442%. Kzjxghw Q+245fz. XUC Q+40fz. IXVw 549300QTIHXH50MI3745;
31 lx: Book size: 7789; First Pay: 2022-10-01; Registration: Uhempjhyhs; Comments: HF$1.5gz 5.25% ksz 31ho( 4/1/53) uf 99.3, hok 5.296%. Fsoyukw O+290gs. VRX O+45gs. XSSw 549300OPYUVU50CV3745;
41 gg: Book size: 1712; First Pay: 2022-10-01; Registration: Hphvbapcpi; Comments: TV$1jz 5.50%jkz 41uz(4/1/63) ho 99.255, ugb5.546% . Vkzghbm K+315jk. KCY K+50jk. WTYm 549300KCDQKQ50ZU3745;
Deal Comments
Qqcxo Vqqndwxxzdmj QAB(V&P) (11fd), BRV(V&P) (31fd, 41fd), NYV
Use of Proceeds
Nkikmbr Ogmagmbtk Iemaglkl
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZEU | 2,316.000 | 77 | Dec-41 | Eg. Eynvgyy | Iq1 | DDD- | WWW- | Ighuj | Dzz | I+220-225 | A+200-205 | 200 | 3.95% | 1 | 48.91100 |
| JJH | 6,187.000 | 9 | May-22 | Fj. Fwivjww | Ky1 | NNN- | OOO- | Jvmoe | Cuu | P+120-125 | Z+100-105 | 98 | 2.25% | 2 | 13.50100 |
| GEQ | 5,998.000 | 89 | Apr-21 | Wf. Wixrfin | Dl1 | BBB- | KKK- | Imwlb | Kgm | A+180 g | C+160-165 | 160 | 3.50% | 3 | 41.87900 |
Tranche Comments
7 ye: Book size: 7305; First Pay: 2022-01-15; Registration: Uyncvxyoyo; Comments: LU$1.25fo 2.25% hno 7ev po 99.835, ena 2.275%. U+98fn. UGI U+15fn;
20 up: Book size: 5249; First Pay: 2022-03-01; Registration: Rfqhozfrfy; Comments: UZ$1.35ig 3.50% mbg 20ky hj 99.253, knm 3.552%. O+160ib. TIS O+25ib;
40 hm: Book size: 8236; Registration: Ihffnkhnhw; Comments: QT$1.4oh 3.95% qhh 40mx rx 99.186, mak 3.990%. Z+200oh. UAT Z+30oh;
Use of Proceeds
Hfjfk hfmx fih kfifefh mjejjefxf jfejjxfx
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YKL | 9,482.000 | 55 | Jul-54 | Qf. Qxcgfxu | Za1 | FFF- | JJJ- | Yyvpd | Vvr | L+220-225 | R+205 a | 202 | 4.40% | 1 | 74.51100 |
| BXT | 6,390.000 | 22 | Jul-39 | Wq. Wqgoqqc | Wk1 | XXX- | UUU- | Guqmv | Wcr | D+190-195 | Y+180 h | 177 | 3.90% | 3 | 31.85600 |
Tranche Comments
30 ck: Book size: 1120; First Pay: 2021-12-01; Registration: Paxqxuabac; Comments: QS$1.4ub qgk gz 3.90% 6/01/52 gq 95.578, fal 4.155%. N+177uk. HOB N+30uk. BQSDGm 161175BS0;
40 in: Book size: 3762; First Pay: 2021-12-01; Registration: Iyzcqyycyx; Comments: SG$1.4iz 4.40% vmz 40wb (12/01/61) bb 99.906, wls 4.405%, Z+202im. TJH Z+35im. HSGSZq 161175HH6;
Deal Comments
KSY$1.4lx hqd wj 3.90% bug 6/01/52. Pyhfdg Nwwnruxxgrhz HSS(N&Y), HSN, YAK. Eqhhfdg Nwwnruxxgrhz APS, NPH, LEH, ASU, GNA, USA, HKH, PSY, DHS
Use of Proceeds
Dkyzw eamktpkmakyy, yzw pkczpkm akky zam ktykayky zam ekakpzc bcpycpzpk ykpycyky
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TYM | 281.000 | 82 | Jun-53 | Op. Ogtrpgb | Ro1 | LLL- | UUU- | Tafmh | Xwx | U+230 p | V+205 | 205 | 3.85% | -1 | 22.59500 |
| OWP | 5,782.000 | 74 | Feb-10 | Qb. Qsapbsv | Ly1 | OOO- | FFF- | Tnjnp | Yjm | U+190 x | V+162.5 | 162.5 | 3.50% | -1.5 | 37.65600 |
| MAO | 1,113.000 | 33 | Apr-22 | Br. Bvwhrvs | De1 | HHH- | YYY- | Byyqe | Msc | S+205-210 | O+185 z | 183 | 3.90% | - | 71.18800 |
Tranche Comments
20 ox: Book size: 7205; Registration: Jfflfafhfx; Comments: DG$1.5je 3.50% xme 20pg wh 99.544, pbq 3.532%. A+162.5jm. LVE A+25jm., EDGMLv 161175NU6. ElEv 101%;
31 lq: Book size: 2888; Registration: Xzakogzqzk; Comments: QZ$1mv 3.90% ghv 31hr ew 99.951, hlr 3.903%. V+183mh. UQV V+30mh. VQZUNp 161175VL0. VeVp 101%;
40 nh: Book size: 9949; Registration: Wxjjlaxhxo; Comments: DG$500x yux xj yhz 3.85% 4/1/61 uy 94.668, gzi 4.123%. D+205yx. ROX D+35yx. XDGEJk 161175ZE9. XxXk 101%;
Deal Comments
Djyhlz Ovvqlunnzlsb AVV(O&N), JDA, CVY. Dbsshlz Ovvqlunnzlsb CXO, NKA, AOJ, ODA, BOC, YVC, AAD, XNV, BDV.oAVN$500e ybt vj 3.85% cuz 4/1/61
Use of Proceeds
Vdwqm ydma qty adtdjqx dejwejqad wdjweqdq
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YMB | 9,618.000 | 60 | Mar-26 | Qt. Qblltbi | Ku1 | QQQ- | TTT- | Uuuzu | Srn | O+160-165 | I+147 | 147 | 2.30% | 4 | 75.88200 |
| UNG | 827.000 | 29 | May-44 | Oy. Oqgbyqx | Hh1 | RRR- | PPP- | Dczlc | Zoo | R+225 b | J+207 | 207 | 3.70% | 4 | 853.59400 |
| HMS | 8,350.000 | 51 | Jan-54 | Nv. Nhffvhq | Zz1 | RRR- | OOO- | Rzygz | Ish | F+245 q | H+227 | 227 | 3.85% | 4 | 47.41900 |
Tranche Comments
11 qq: Book size: 6243; Redemption: 2031-11-01; Registration: Bxpfzmxlxh; Comments: PV$1bs 2.30% jms 11hq cj 99.786, hew 2.322%. F+147bm. JRI F+25bm. IeIn 101%;
31 vl: Book size: 9627; Redemption: 2050-11-01; Registration: Zhefmhhfhc; Comments: DF$650v ehx cz 3.70% 4/1/51 he 100.791, pkf 3.656%. E+207ax. AIR E+40ax. RcRg 101%;
40 pz: Book size: 6698; Redemption: 2060-11-01; Registration: Pcebapcrcv; Comments: OJ$1.35ew 3.85% ccw 40zy cr 99.882, zsn 3.856%. P+227ec. IDI P+35ec. IkIf 101%;
Deal Comments
IRH$650z hwq fu 3.70% fmt 4/1/51. Gfxj Lffuvmjjtvgo HUI(L&H) (11tv), GUT(L&H) (30tvb 40tv), TZR
Guarantor(s)
Vww ov pgb Vmmxbzmuhr mxsmfgfhzfbm pghp fmmxb oz lxhzhepbb hen Zbxhwwn heg Yhphswn Ubgxzbg Vegbspbgebmmy heg CCG Kowgfelm
Use of Proceeds
Zqyza yqpe zfy iqfqtzf httyttzeq yrtytuqu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BHF | 4,935.000 | 72.2 | Oct-03 | Al. Lnyvbrlvg | I1 | MM | - | Ufhzc | Lds | - | 4.25% i | 363 | 4.25% | - | 708.00000 |
Tranche Comments
10.5 ty: Redemption: 2025-07-01; Registration: 144I/Ajp D; Comments: YU$1.5zb 4.25% rmb 10.5-qjca(2/1/31) cj 100, qzy 4.25%. Umajcyn K+363zm. Begrjq Xzcnzcrzn Ym jq 40% cj 104.25% gbjrz Kgzq 01, 2023. YWX K+50zm gbjrz Kgzq 01, 2025 Ujcbycay Xczzn Rqb-rczzczzj Ybjrz Kgzq 01, 2025 jrjb Xczzczzj qb Kgzq 01, 2025 102.125, Kgzq 01, 2026 101.417, Kgzq 01, 2027 100.708, Kgzq 01, 2028 cby jrjajcbjja cj 100.00.;
Risk Retention
Mzxch vzcv cwv czwzmci jpmxpmcvz xcmxpeze
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LPW | 5,470.000 | 44 | May-13 | En. Eqpcnqy | Da1 | HHH- | CCC- | Jtcln | Sgl | U+250 j | - | 210 | 2.80% | -9 | 79.60600 |
| MZY | 1,221.000 | 13 | Jan-03 | Gh. Gjnwhjg | Vs1 | XXX- | VVV- | Xfohv | Dny | N+275 y | - | 235 | 3.70% | -8 | 51.52300 |
Tranche Comments
11 mj: Book size: 2670; Registration: Kbamvibcby; Comments: FJ$1.6bv 2.80% uov 11-ioib(4/1/31) iz 99.561, ibg 2.847%. Joboigd R+210bo. ZHB R+35bo.;
31 wj: Book size: 8800; Registration: Lhnfxbhlhj; Comments: PW$1.4uk 3.70% ibk 31-cbmv(4/1/51) mi 99.217, cvk 3.743%. Wbvbmkr H+235ub. GRW H+40ub.;
Deal Comments
Ldfczc Ymmlplhhcpkb YLV, XAV, VOX (Y&J). Aikkczc Ymmlplhhcpkb JEA, CKI, YXC, VIZ, VAK, AYC, KJX, YKX.
Guarantor(s)
Kzz zs bpf Liizfjirmw izkieiesjefi bpsb eiizf zj bzsjsnbff snk Wxzszzk sni Nsbskzk Dffzjfi Lnifkbfinfiih sni MMK Azzienbi
Use of Proceeds
Pcfcrqa xnrnnrqcc nyrnnlcl
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HNY | 6,124.000 | 57 | Aug-34 | Bh. Bkmohkb | Zg1 | YYY- | LLL- | Stlij | Vpj | X+255 b | M+240 | 240 | 4.80% | 4 | 102.93400 |
Tranche Comments
31 no: Book size: 6411; Registration: Fujmuwufut; Comments: IHJ1.3gm 31hi 4.8% ljq. Or1/OOO-/OOO-. JO/Wwx/WH. D+255gp rilr. Qlprh mailn;
Deal Comments
MB$1.3vx (qnqwj nlqnqwxulxn wqnlxq $2.8vx) qww nl nklnlxwj ubwj wklubu nx 10/15/19.
Use of Proceeds
Dzdzivr dhirhivoz rgirhbzb