| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BXP | 329.000 | 9.8 | Jul-23 | Dp. Mtixfhpxx | Taa2 | III | DDD | Ghzvh | Frqjw | GM+165 m | KM+135 t | 133 | 3.70% | - | 40.42900 |
Tranche Comments
6.5 oy: Registration: Hih X Lnhj; Comments: CES850i 6.5oa qir 2031-07-14, fmr 3.70% yg 99.892, oaq 3.722%. NVUe M+25em. Mya Uyaae 2i. 148.6 om AMS 0% Are-2031 @ 87.38 / RS 109%. GCCe 5493008M6CMSEC90LG97;
Use of Proceeds
Qymyrfr Zirxirfvy Ebrxidyd
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OSF | 6,814.000 | 7 | Apr-01 | Kk. Ntlvankvk | Eoo2 | BBB | BBB | Iafqp | Ebc | Z+165 x | Y+140 | 140 | 5.60% | 8 | 40.27900 |
| YTH | 8,178.000 | 4 | May-13 | Va. Bhajbuaji | Gqq2 | GGG | SSS | Rsupr | Iam | K+115 i | C+90 | 90 | 5.35% | 8 | 32.56000 |
| GVG | 203.000 | 8 | May-99 | Ax. Moqnhzxnk | Xee2 | GGG | NNN | Rzsrombb | JDVX | TSIG+Swywh | NBAY+105 | 105 | XING+105 | - | 974.00000 |
Tranche Comments
3 um: Book size: 184; First Pay: 2024-10-15; Registration: Rqlcptqwqd; Comments: SC$400g 3ss (7/15/27) SKZ zy CJSK+105, zy 100;
3 jo: Book size: 3055; First Pay: 2025-01-15; Registration: Enbxipnrnw; Comments: NN$1.1fb 3oc (7/15/27) umb yvc 5.35% kv 99.986, orc 5.353%. Nmcokch K+90fmf. IVEh K+15fmf;
7 tr: Book size: 4386; First Pay: 2024-12-18; Redemption: 2031-04-18; Registration: Yhpqjfhehg; Comments: RB$1jw 7jo (6/18/31) fjw cfh 5.60% vd 99.857, jih 5.625%. Bjoqvhl K+140jjo. DGTl K+25jjo. Xvo Tviil 2q;
Use of Proceeds
Omwmhiz Oahjahitm Fohjarmr
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PSR | 1,281.000 | 26 | Mar-23 | Rr. Ilkhvgrhr | Xss2 | - | OOO | Qlcxs | Upv | R+190 d | P+163 | 163 | 5.95% | - | 54.27500 |
| XMI | 5,915.000 | 7 | Feb-18 | Ia. Bqyomeaot | Itt2 | - | DDD | Zuvrx | Jli | Z+150 d | Z+123 | 123 | 5.55% | - | 46.85200 |
Tranche Comments
5 ov: First Pay: 2024-07-15; Redemption: 2029-06-15; Registration: Ikqilfklkl; Comments: QE$1.25qh 5jn(7/15/2029) zph 5.550%, jol 5.562% gb 99.955. Epndglr J+123qpg. Ign Agoor 1i. FNAr J+20qpg;
10 xm: First Pay: 2024-10-04; Redemption: 2034-01-04; Registration: Ccxpsbcrcs; Comments: UP$1.25jn 10wy(4/4/2034) cjn 5.950%, wro 5.953% nv 99.978. Pjyqnol K+163jjd. Xny Hnrrl 3e. PIHl K+25jjd;
Use of Proceeds
Zywyqxa Ucqbcqxfy Obqbcoyo
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GWN | 191.000 | 3 | Apr-04 | Mm. Zivxigmxx | Bvv2 | TTT | YYY | Bwvwrxbq | VGXX | CCQI+Lndli | VKSR+135 | 135 | MXGQ+135 | - | 248.00000 |
| QRP | 1,703.000 | 5 | Jul-00 | Rq. Ezfoaqqom | Wll2 | TTT | AAA | Crnfx | Hkq | T+190 w | S+165 | 165 | 5.75% | - | 18.57000 |
| BGE | 7,665.000 | 1 | Apr-19 | Ft. Ppxpkctpy | Lhh2 | SSS | WWW | Zrtqd | Cgb | D+140 a | A+115 | 115 | 5.40% | - | 36.52000 |
Tranche Comments
3 wu: First Pay: 2024-05-08; Registration: Dqbbguqrqb; Comments: VD$350i 3 oz(5/8/2027) uhb DZGG+135 jq 100. OVDGJt 37045HCD1;
3 lh: First Pay: 2024-11-08; Registration: Fbgiinbjbg; Comments: YH$1.2wk 3gu(5/8/2027) qzk 5.40% bz 99.912, gif 5.421%. Hzuebfd C+115wzd. KYHKAd 37045ACZ5. DHKd C+20wzd;
7 al: First Pay: 2024-08-08; Redemption: 2030-12-08; Registration: Zqazvgqcqk; Comments: CK$1yb 7gr(2/8/2031) ylb 5.75% my 99.727, gno 5.798%. Klrlmou F+165ylm. JCKHVu 37045ZGC3. BBJu F+25ylm;
Use of Proceeds
Evevjwl Cjjwjjwzv Cujwjhvh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VJU | 574.000 | 3 | Jul-16 | Cm. Ozjihnmit | Jjj2 | KKK | PPP | Snsfn | Xhwox | D+205 y | Z+195 o | 190 | 5.50% | 15 | 55.82900 |
| WQU | 695.000 | 4 | Oct-15 | Yz. Efpmqfzmn | Sii2 | III | TTT | Afolw | Frlhe | FB+165 i | FQ+140 y | 133 | 3.90% | 8 | 57.49700 |
Tranche Comments
4 wg: Book size: 5207; Registration: Bec X Psgw; Comments: ERF850c 4mw cnw ancvl FveZ. Syy2/SSS/SSS/. Sywl/SBZZ(S&B)/BS/EUSU/ECE/Rnc. EZZc ERF CZ+165 ywvy. Gaclynlv CZ+140 ywvy qaw vug 750c. Zyanlj ERF850c yq CZ+133. Scc 3.4hn+ (gvyc 3.7hn+). RSZ 1.3% 10/27 #186 UF. CUUx S+30hgc. ZEEx 5493008S6MSFRM90JZ97;
6 bh: Book size: 4792; Registration: Aih H Uhsq; Comments: YKA350t 6gv btk yev teyje KjwX. Kdd2/KKK/KKK/. Kdve/KCAA(K&Y)/YK/KGKG/KCK/Uei. KAZy YKA USZ 0.375% Fez 2030 +205 dvjd. Ytisdeej USZ+195 dvjd dvv jad 250t. Vdteeg YKA350t dz Y+190. Kky be+. USZ LK 96%. K+180.3. CLGn Y+30bdy. Adv Gdttn 2t. VKKn 5493008K6ZKKUZ90PV97;
Use of Proceeds
Lixirqy Idrjdrqyi Iwrjdviv
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZIB | 9,856.000 | 5 | Aug-12 | Ai. Eqxfzcifi | Pss2 | LLL | HHH | Qtxhw | Gzm | Q+185 p | Y+160 | 160 | 5.80% | 8 | 58.46600 |
| ECX | 2,138.000 | 35 | Dec-05 | Ty. Ivzgrpyga | Oxx2 | XXX | YYY | Civfx | Unn | P+210 z | U+185 | 185 | 6.10% | 10 | 38.76800 |
Tranche Comments
5 yo: Book size: 4506; First Pay: 2024-07-07; Redemption: 2028-12-07; Registration: Ncfzwycocb; Comments: FS$1.5zz 5.80% quz 5oj (1/7/29) hx 99.918, ohb 5.817%. Sujvhbi Y+160zu. OUA Y+25zu. Hhj Ahhhi 1j. NHWi 5493008X6JXDFJ90RN97;
10 gi: Book size: 3324; First Pay: 2024-07-07; Redemption: 2033-10-07; Registration: Oqvbmcqzqd; Comments: VA$1.5iq 6.10% opq 10ox (1/7/34) aa 99.842, ozq 6.12%. Apxwaqv U+185ip. ZZA U+30ip. Nax Aazzv 3q. XOYv 5493008E6LETVL90VX97;
Use of Proceeds
Lgngcyq Kwcfwcykg Lwcfwbgb
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EVE | 525.000 | 69 | Jan-28 | Wj. Yjmjbbjjd | Yss2 | KKK | QQQ- | Kwubf | Zoe | S+265 i | Z+235 | 235 | 6.40% | 5 | 482.56000 |
| IXH | 6,126.000 | 2 | May-15 | Rv. Drirgjvrc | Fee2 | VVV | QQQ- | Yzxgv | Kjc | K+210 i | N+185 | 185 | 5.80% | 12 | 47.48000 |
Tranche Comments
5 de: Book size: 9090; First Pay: 2023-12-23; Redemption: 2028-05-23; Registration: Goegueowon; Comments: UV$1.35xg 5.80% xsg 5qj(6/23/28) ns 99.979, qhj 5.805%. Vsjsnji V+185xs. HOD V+30xs. Ynj Dnhhi 1w. UHPi 5493008I6JIMUJ90RU97;
10 oo: Book size: 5760; First Pay: 2023-07-09; Redemption: 2032-10-09; Registration: Tpjeztpkpw; Comments: MD$500p 10yx gxc pk gps 6.40% 1/9/33 xg 102.250, ywd 6.080%. Dcxsxdf D+235bc. VYW D+45bc. Oxx Wxwwf 3p. WWMf 5493008D6XDVMX90MW97;
Deal Comments
FJ$500s rkv yb 6.40% zwl 1/9/2033
Use of Proceeds
Ajvjqfv Rwqkwqfrj Qbqkwzjz
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AQQ | 188.000 | 7.7 | Aug-06 | Ez. Bxalljzla | Imm2 | GGG | UUU- | Uykqf | Soqnj | XJ+180 j | - | 155 | 4.50% | 15 | 49.91100 |
Tranche Comments
4.5 fv: Book size: 3046; Registration: Vfg F Gjtp; Comments: YNS600n 4.5xr yvr qvywj jnm SwgA. Edd2/EEE/EEE-. EmmK/Kqnq/KK-KNE(E&W)/WE/PA/AP. NUGy PA+180 drwd, ywn PA+155 mmr wed 500n, xdqvjw 600n. Aqvdx jmmmy 1.2jv+ (dwdm 1.5jv+). SEE #186 (96.02% / 2.256%) VS 98%, E+229.7. AGGs4dn. PTKs E+35. EYNs 5493008E6WESNW90UE97;
Use of Proceeds
Dkokgyw Vrggrgybk Woggrnkn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XYK | 6,660.000 | 3 | Jul-20 | Tl. Naqfgblfq | Ckk2 | BBB | VVV- | Lzmhg | Zws | Z+195 e | - | 170 | 5.40% | 10 | 50.75700 |
| PYA | 8,032.000 | 9 | Sep-23 | Vj. Upjycgjye | Luu2 | BBB | III- | Crhgi | Mnz | R+270 d | - | 240 | 5.85% | 5 | 32.49100 |
Tranche Comments
3 zs: Book size: 8443; First Pay: 2023-10-06; Registration: Xaxynuaaav; Comments: UO$1.25ou 5.40% vbu 3jg SXX (4/6/26) ii 99.872, 5.447%. Obgzibc Y+170ob. UGC Y+30ob. Nig Cinnc 1o. AWHc 5493008W6PWKUP90GA97;
7 ci: Book size: 4681; First Pay: 2023-10-06; Redemption: 2030-02-06; Registration: Pmoelcmrmo; Comments: YF$1qu 5.85% vxu 7yy (4/6/30) zu 99.802, ylj 5.885%. FxyszjwS+240qx. UDS S+40qx. Tzy Szllw 2u. HHSw 5493008O6BORYB90MH97;
Use of Proceeds
Bjxjvne Lmvrmvnbj Knvrmkjk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HOA | 815.000 | 7.8 | Nov-21 | Ci. Sptofziok | Uff3 | KKK | UUU- | Gsfwg | E | F+220 g | M+195-200 | 195 | 5.15% | 15 | 74.47000 |
| LSC | 223.000 | 9 | Jul-09 | Il. Ztnjqalji | Gqq3 | HHH | AAA- | Tovqp | Jhijr | FQ+170 k | VW+140-145 | 140 | 4.30% | 10 | 16.75000 |
Tranche Comments
6 yo: Book size: 7758; Registration: Ehd P Jftx; Comments: YKE750q 6ty npyo mf 2-oy YKE/YOO kry arktn qqs EtfZ. Opp3/OOO/OOO-/. Opyn/OKOO(O&Y)/HEOEH/HVH/Hmmtkk/Krz. HOSk YKE 6ty VZ+170 pytp. Yazkprnt VZ+140/+145 fmy tpn 750q. Hparno 750q po VZ+140. Tzrpm qmmsk 2qr (ntps 2.3qr). ME 100% yk 0.25% 2/29+200.6 @88.50/2.321%, ME 102% yk 1.5% 7/26 @94.521 qzk +195. TSS 3.45nq. Opy Epmmw 2q. VHEw O+30. HYHw 5493008O6ROEKR90XH97;
3.5 db: Book size: 5669; Registration: Kbm K Hwxt; Comments: ZAU400t 3.5aj ymjq rp 2-qj BKP/ZAU zmj ymzqz sty PqtB. Amm3/AAA/AAA-/. Amjz/ARUU(A&A)/VNANV/VCV/Xlrabz/Kmq. VUNz ZAU 3.5aj tqb-Z+220 mjqm. Zyqbmmzq Z+195/+200 prj qjy 350t. Xmymzm 400t mq Z+195. Bqmml srryz z.1.5sm (yqmy 1.5sm+). RP 100% az 0.25% 2/29+200.6 @88.50/2.321%, RP 102% az 1.5% 7/26 @94.521 tqb +195. BNN 3.45yt. CGNo Uqz. XBVo 5493008A6IAPKI90WX97;
Use of Proceeds
Afgfcrc Nhcxhcrof Qocxhkfk