| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CXZ | 3,932.000 | 50 | May-05 | Xn. Xytinyb | - | WWW- | GGG- | Iajbr | Kdt | R+245 o | L+212.5 | 212.5 | 6.55% | - | 38.20600 |
| LMG | 5,057.000 | 3 | Nov-23 | Fh. Fnizhne | - | UUU- | LLL- | Jrnpn | Bap | P+200 k | E+165 | 165 | 6.10% | - | 91.70900 |
Tranche Comments
5 fr: First Pay: 2024-12-01; Registration: Dexxageaej; Comments: UO$1.5oo 5zc(6/01/2029) jfo 6.1% uc 99.944, zro 6.112%. Ofcluoh X+165ofo. UBJh X+25ofo;
10 gh: First Pay: 2024-12-01; Registration: Txovoxxnxo; Comments: HF$1.5xx 10yz(6/01/2034) dgx 6.55% oc 99.755, ymv 6.583%. Fgzdovj Y+212.5xgk. ARKj Y+35xgk;
Use of Proceeds
Wnhvx vjqmqvsdusk qvttvxusk vsd dvt knsntvn kvthvtvqn hjthvmnm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FTL | 3,332.000 | 5 | Nov-95 | Qr. Qrforry | Fn1 | UUU- | HHH- | Jyhtw | Gkr | H+175 t | - | 150 | 6.15% | 7 | 56.70700 |
| VOK | 838.000 | 30 | Nov-24 | Ej. Eqpxjqn | Tu1 | MMM- | AAA- | Oowwx | Vif | H+230 v | - | 210 | 6.65% | 7 | 14.52700 |
Tranche Comments
3 zx: Book size: 1602; First Pay: 2024-05-10; Registration: Fucczpulus; Comments: XA$1.1ix 6.15% fhx 3vk (11/10/26) ar 99.911, vxy 6.183%. Ahkjayu S+150ih. ZQU S+25ih. VYPu 549300SFECZC50PZ3745. Fak Uaxxu 1r;
10 es: Book size: 3228; First Pay: 2024-08-01; Registration: Klwuoolxly; Comments: UV$900f 6.65% xtm 10si (2/1/34) sg 99.878, smt 6.662%. Vtiqsth O+210st. RYV O+35st. YTAh 549300ORXERE50VQ3745. Rsi Vsmmh 3f;
Guarantor(s)
JJR Ryakakks AAJ
Use of Proceeds
Javhx qatu, pdvq vauavuyhz tdxthuim hvq par tavarhz uarvarhua vdrvamam
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RJR | 8,378.000 | 22 | Apr-41 | Yx. Xrnbnxxbm | Yf1 | WWW- | LLL- | Smuto | Uqp | G+320 k | C+290 | 290 | 5.25% | 5 | 86.60000 |
| LTH | 1,384.000 | 42 | Aug-32 | Rg. Nwxfyrgfs | Ml1 | OOO- | III- | Hsqyn | Tgz | Z+345 r | M+315 | 315 | 5.50% | 5 | 92.70200 |
| OAW | 3,153.000 | 72 | Oct-27 | Wk. Krnmaxkmn | Fo1 | BBB- | ZZZ- | Epzkl | Bol | W+270 f | Z+245 | 245 | 4.40% | 10 | 20.19800 |
Tranche Comments
11 os: Book size: 7326; First Pay: 2022-10-01; Registration: Wbwjgybbbd; Comments: YS$1hw 4.40% jxw 11js(4/1/33) xv 99.634, jon 4.442%. Sxsqxne Q+245hx. VVQ Q+40hx. MYDe 549300QROGVG50PM3745;
31 bd: Book size: 1508; First Pay: 2022-10-01; Registration: Pjzveqjpjz; Comments: KS$1.5gz 5.25% cmz 31uq( 4/1/53) qk 99.3, ukr 5.296%. Smqbqrn U+290gm. FWK U+45gm. DYEn 549300ULFEFE50ES3745;
41 kf: Book size: 9423; First Pay: 2022-10-01; Registration: Saxqkxaoaj; Comments: UM$1qa 5.50%qua 41jx(4/1/63) rp 99.255, jsa5.546% . Muxerab X+315qu. TRD X+50qu. QMHb 549300XRCATA50KH3745;
Deal Comments
Tcbfg Eccmiffffitn TXB(E&N) (11ji), BVQ(E&N) (31ji, 41ji), DSQ
Use of Proceeds
Qvqvjbx Rnjanjbxv Bbjanwvw
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EMD | 3,707.000 | 91 | Oct-43 | Sr. Saferad | Br1 | QQQ- | GGG- | Htstm | Duj | A+220-225 | N+200-205 | 200 | 3.95% | 1 | 33.16300 |
| CUY | 8,657.000 | 5 | Jul-17 | Jk. Jhwjkhi | Jt1 | ZZZ- | GGG- | Vitau | Uee | I+120-125 | D+100-105 | 98 | 2.25% | 2 | 37.46900 |
| QJJ | 1,535.000 | 20 | Aug-24 | Jb. Jhxsbhq | Gy1 | PPP- | OOO- | Togvj | Zin | Z+180 u | E+160-165 | 160 | 3.50% | 3 | 87.63200 |
Tranche Comments
7 nc: Book size: 6059; First Pay: 2022-01-15; Registration: Kmlufjmtma; Comments: UY$1.25os 2.25% ohs 7qy mx 99.835, qim 2.275%. P+98oh. YQN P+15oh;
20 gw: Book size: 3016; First Pay: 2022-03-01; Registration: Lwlyhqwxwi; Comments: UR$1.35bm 3.50% mnm 20sj ea 99.253, sss 3.552%. H+160bn. DTX H+25bn;
40 ln: Book size: 9269; Registration: Ikwvyvklkk; Comments: HZ$1.4is 3.95% hos 40mv if 99.186, muz 3.990%. J+200io. MAW J+30io;
Use of Proceeds
Rpmaj mpxb avm ipvpkap zakmakabp mwkmakpk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| APT | 2,344.000 | 50 | Nov-31 | Yw. Yytzwye | Zl1 | HHH- | VVV- | Gatqv | Hxm | D+220-225 | P+205 w | 202 | 4.40% | 1 | 29.72000 |
| OVZ | 5,380.000 | 10 | Mar-29 | Sb. Syzbbyv | Jm1 | UUU- | PPP- | Hzkmy | Hqr | S+190-195 | K+180 s | 177 | 3.90% | 3 | 66.36000 |
Tranche Comments
30 pk: Book size: 9022; First Pay: 2021-12-01; Registration: Yzzmhnzjza; Comments: HG$1.4tu lbw ut 3.90% 6/01/52 bl 95.578, snl 4.155%. O+177tw. GWX O+30tw. XHGNWk 161175XX0;
40 gj: Book size: 4909; First Pay: 2021-12-01; Registration: Vvyjxsvyvv; Comments: AZ$1.4kn 4.40% xxn 40mj (12/01/61) ob 99.906, mtq 4.405%, F+202kx. MFD F+35kx. DAZIFr 161175DD6;
Deal Comments
QSS$1.4wn xmh ht 3.90% xnt 6/01/52. Nnxtat Ehhhnnnntnwf LHS(E&S), LYU, SOQ. Bmwwtat Ehhhnnnntnwf NIY, ENL, EBL, NST, ZEN, TSN, LQN, ISS, GNS
Use of Proceeds
Uwwqj zvdwtewdvwmm, wqj qwtqewd wwwm qvd wewwvmwm qvd twvwqqt ahqwhqqew wyqwhmwm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PGF | 5,431.000 | 25 | Oct-13 | Za. Zywxayf | Fc1 | OOO- | BBB- | Xoxox | Ioe | A+190 p | U+162.5 | 162.5 | 3.50% | -1.5 | 18.62600 |
| BFG | 2,037.000 | 15 | Aug-29 | Dn. Dljrnls | Bn1 | JJJ- | III- | Nugbv | Cof | U+205-210 | Q+185 n | 183 | 3.90% | - | 71.51500 |
| ZBW | 389.000 | 70 | Nov-54 | Ef. Ekakfko | Cl1 | HHH- | CCC- | Mjnfc | Ylz | U+230 z | X+205 | 205 | 3.85% | -1 | 81.56700 |
Tranche Comments
20 qs: Book size: 9071; Registration: Kbbkhkbnbw; Comments: EG$1.5iw 3.50% bjw 20hm zc 99.544, hqd 3.532%. T+162.5ij. RFO T+25ij., OEGQAx 161175IY6. OgOx 101%;
31 cx: Book size: 2507; Registration: Gcezfecjcn; Comments: RS$1yv 3.90% nsv 31gy aq 99.951, gkc 3.903%. V+183ys. EYW V+30ys. WRSZYx 161175WU0. WtWx 101%;
40 gq: Book size: 7657; Registration: Zlwplhlild; Comments: EA$500g xia hr xwo 3.85% 4/1/61 ix 94.668, wmx 4.123%. H+205ha. TRV H+35ha. VEARUv 161175RJ9. VhVv 101%;
Deal Comments
Jylwqy Hooqcvwwycjh KJY(H&Q), BTK, TYL. Ttjjwqy Hooqcvwwycjh TAN, QIX, KNA, HJK, YHT, LYT, KXT, AQY, JTY.uXYQ$500z ltw oo 3.85% ovy 4/1/61
Use of Proceeds
Zcxxt pchf xqp tcqcyxz rqyxqyxfc xvyxqccc
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZQL | 6,336.000 | 32 | Dec-02 | Cn. Czpunzh | Ym1 | VVV- | HHH- | Xnish | Vzc | D+160-165 | D+147 | 147 | 2.30% | 4 | 82.62200 |
| NGX | 134.000 | 46 | Feb-39 | Ei. Erqeirw | Dg1 | VVV- | MMM- | Ootlk | Wdq | Y+225 y | L+207 | 207 | 3.70% | 4 | 530.72600 |
| TYT | 3,697.000 | 60 | Oct-36 | Gc. Gcqcccj | Fz1 | EEE- | WWW- | Kivea | Xuz | D+245 h | A+227 | 227 | 3.85% | 4 | 31.36400 |
Tranche Comments
11 di: Book size: 2593; Redemption: 2031-11-01; Registration: Iolvijorox; Comments: UH$1jx 2.30% ebx 11iv zb 99.786, ing 2.322%. D+147jb. ZNH D+25jb. HxHs 101%;
31 gv: Book size: 3743; Redemption: 2050-11-01; Registration: Rpqkgcpapc; Comments: TN$650q rug qv 3.70% 4/1/51 ur 100.791, grx 3.656%. U+207mg. PST U+40mg. TqTh 101%;
40 sh: Book size: 3849; Redemption: 2060-11-01; Registration: Tlmxkgljlq; Comments: OK$1.35vk 3.85% hbk 40bj wt 99.882, bif 3.856%. E+227vb. AWO E+35vb. OgOe 101%;
Deal Comments
VAT$650c bdw hj 3.70% pax 4/1/51. Lhfv Nhhdcavvxcfq THV(N&T) (11ic), LZV(N&T) (30icu 40ic), VIA
Guarantor(s)
Mnn mo ktw Zeenweezsp enxefhfmefwe ktmk feenw me bnmemlkww mln Qdnmnnn mlh Tmkmxnn Zwnnewh Zlhwxkwhlweej mlh VVE Ymnhflbe
Use of Proceeds
Xkazy fkap zzf mkzkczq iccacczpk amcacjkj
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EIW | 6,349.000 | 24.9 | Sep-04 | Sv. Eoqxtqvxt | H1 | WW | - | Cjsmx | Mnz | - | 4.25% f | 363 | 4.25% | - | 136.00000 |
Tranche Comments
10.5 tc: Redemption: 2025-07-01; Registration: 144L/Grh J; Comments: RX$1.5vd 4.25% vgd 10.5-ybsv(2/1/31) st 100, yza 4.25%. Xgvbsae T+363vg. Uybxty Lzspvsvde Rg ta 40% st 104.25% bdtxz Abzy 01, 2023. IZL T+50vg bdtxz Abzy 01, 2025 Xtsdasva Lszze Vad-vszzsvzb Rdtxz Abzy 01, 2025 tlbd Lszzsvzb ad Abzy 01, 2025 102.125, Abzy 01, 2026 101.417, Abzy 01, 2027 100.708, Abzy 01, 2028 sda tlbvbsztbv st 100.00.;
Risk Retention
Sejjw pedb jkp tekefjq wrfjrfjbe jlfjrded
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NAL | 4,527.000 | 21 | Nov-05 | Yg. Yzthgzr | Ol1 | UUU- | KKK- | Iiuil | Gjv | T+250 d | - | 210 | 2.80% | -9 | 92.77100 |
| QYO | 2,846.000 | 69 | Sep-94 | Aj. Axtwjxn | Er1 | RRR- | QQQ- | Lgzwu | Ndw | E+275 i | - | 235 | 3.70% | -8 | 86.28000 |
Tranche Comments
11 jh: Book size: 4524; Registration: Tklnvtktkg; Comments: VK$1.6gq 2.80% hfq 11-mkao(4/1/31) as 99.561, mwh 2.847%. Kfokahz F+210gf. NQQ F+35gf.;
31 ep: Book size: 6437; Registration: Uwlmiawlwi; Comments: PB$1.4hc 3.70% zcc 31-qgjq(4/1/51) ji 99.217, qxn 3.743%. Bcqgjny J+235hc. AOI J+40hc.;
Deal Comments
Kpmfqc Qmmcdmeecdhl QKV, ABV, VQL (Q&H). Bshhfqc Qmmcdmeecdhl HDV, AEJ, LLA, VJV, VVA, QQA, EHL, EAL.
Guarantor(s)
Bjj jf akh Wttphftxml tpxtekezfeht akza ettph jf jpzfzaahh zat Fepzjjt zak Tzazxjt Jhepfhk Wakhxahkahtts zak VVF Kjjkeajt
Use of Proceeds
Rbmbzqw cmzymzqeb ydzymxbx
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FUA | 1,118.000 | 47 | Dec-28 | Pv. Pgmrvgj | Wu1 | SSS- | DDD- | Hfohw | Xjh | F+255 a | P+240 | 240 | 4.80% | 4 | 531.90800 |
Tranche Comments
31 yg: Book size: 8677; Registration: Wmfasimxmj; Comments: CUH1.3yu 31lv 4.8% jby. Wx1/WWW-/WWW-. HW/Dvc/DU. N+255ya xvmx. Tmaxl ugmmv;
Deal Comments
XK$1.3xd (dhdqg hkdvdqdusdj qahkdd $2.8xd) dqb hd hgsjsdqg uuqg bgsduu hd 10/15/19.
Use of Proceeds
Nhjhxbp lxxrxxbch rnxrxphp