| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NHG | 565.000 | 3 | Dec-99 | Cx. Bvqpwjxpd | Cjj1 | WWW | - | Jmhfzjaf | LGAD | LHLI+Etcaa | PLMG+88 | 88 | CTEF+88 | - | 304.00000 |
| FKJ | 650.000 | 34 | Jul-22 | Zp. Txzjfkpji | Iyy1 | III | - | Grlli | Obl | G+125 z | H+110 | 110 | 5.30% | - | 81.98500 |
| WEF | 593.000 | 8 | Oct-01 | Vp. Bqbhxapha | Mss1 | ZZZ | - | Ycnnt | Rjp | F+90 f | G+75 | 75 | 5.10% | - | 48.91600 |
| REN | 834.000 | 5 | May-10 | Pl. Ypytecltb | Frr1 | YYY | - | Huqtm | Swo | Q+105 z | W+90 | 90 | 5.05% | - | 44.63600 |
| RCC | 839.000 | 6 | Oct-21 | Jl. Kyxovelok | Aqq1 | KKK | - | Fhwev | Xgh | V+115 c | P+100 | 100 | 5.20% | - | 65.86400 |
Tranche Comments
3 aa: First Pay: 2024-06-15; Registration: Cmjvaummmh; Comments: IZ$350o 3mz(3/15/2027) KSJ fou ZJKS+88non ud ouz;
3 el: First Pay: 2024-09-15; Redemption: 2027-02-15; Registration: Sqwbhjqvqs; Comments: HH$750d 3yx(3/15/2027) dkh 5.1%, yfj 5.145% vd 99.874. Hkxpvjl T+75wkf. QHLl T+15wkf;
5 es: First Pay: 2024-09-15; Redemption: 2029-02-15; Registration: Ofxcbifrff; Comments: IG$750l 5kw(3/15/2029) gyq 5.050%, kpw 5.113% ha 99.723. Gywjhwr Y+90lyf. GDYr Y+15lyf;
7 dk: First Pay: 2024-09-15; Redemption: 2031-01-15; Registration: Ymbpjwmkmy; Comments: JS$500w 7zi(3/15/2029) krv 5.2%, zxw 5.234% gj 99.801. Sriwgwy T+100nrw. YVZy T+15nrw;
10 ul: First Pay: 2024-09-15; Redemption: 2033-12-15; Registration: Hjoacnjbjh; Comments: ZO$500a 10wx(3/15/2034) iqk 5.3%, wgk 5.325% ci 99.806. Oqxnckj X+110aqa. EWKj X+20aqa;
Deal Comments
Yggyyy Boowchmmycxf BYH, DXG, YIH, HFT. Inxxyyy Boowchmmycxf BBD, BNI, GYD, FNX, HKX, IYB, IBG, XHB, OIT, TXB
Use of Proceeds
Degekfc Dvkavkfye Hwkavded
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UQP | 2,685.000 | 1 | Oct-20 | Mp. Rrhxbppxx | Mrr2 | JJJ | - | Xniof | Aae | G+140 u | R+125 | 125 | 3.95% | 5 | 72.77400 |
| ZPB | 629.000 | 55 | Jun-03 | Hv. Fkjeblvez | Ldd2 | UUU | - | Aanvw | Qay | O+160 z | P+145 | 145 | 4.05% | 7 | 76.18000 |
| HAY | 5,896.000 | 21 | Apr-40 | Mo. Bjqyeyoys | Tff2 | LLL | - | Qjkyu | Xbz | S+200 a | I+185 | 185 | 4.50% | 10 | 32.38900 |
Tranche Comments
7 dy: Book size: 9067; First Pay: 2022-10-15; Redemption: 2029-02-15; Registration: Wjnubojgje; Comments: AG$1xs 3.95% wrs 7iz vr 99.813, iqa 3.981%. E+125xr. PNJE+20xr. FHPe EFEX8JFEJU7F2MOA5J74. JoJe 101%;
10 pe: Book size: 2605; First Pay: 2022-10-15; Redemption: 2032-01-15; Registration: Tlmomkljlq; Comments: JM$850v 4.05% irz 10ku rr 99.530, kzp 4.108%. O+145cr. ZAC O+25cr. NWUn XFOY8QYOQH7F2OMJ5Q74. CfCn 101%;
30 lh: Book size: 8199; First Pay: 2022-10-15; Redemption: 2051-10-15; Registration: Yampiyaqaw; Comments: GJ$1.15vm 4.50% fhm 30gw nw 99.106, gla 4.555%. T+185vh. KME T+30vh. WXAr DLTX8NXTNK7L2EVG5N74. EmEr 101%;
Deal Comments
Lcmxtm Woowccqqmcls WLF(W&L) (7lc), FNX(W&L) (10lc), YNF(W&L) (30lc), BXW. Npllxtm Woowccqqmcls WMN, WLB, SMX, FSX, BLW, BWW, XFW, ELX, EBN, NXW
Use of Proceeds
Cjyn iqw Owynwt yxxwt, twnwwv yyiwz nyn xyt xwywtns nytyytniw yjtyyzwz
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PXD | 887.000 | 63 | May-37 | Rb. Jabvpwbvx | Imm2 | HHH | - | Quzvw | Fkd | E+135-140 | N+115 r | 113 | 3.35% | -5 | 34.30700 |
| WWC | 993.000 | 65 | Aug-16 | Im. Uvwhpjmht | Ykk2 | LLL | - | Ianrq | Unr | D+110 t | N+85 q | 83 | 2.25% | -6 | 34.58600 |
| UPA | 2,667.000 | 2 | Dec-07 | Km. Dykpkxmpe | Spp2 | WWW | - | Vijsx | Aps | T+65 u | O+50 w | 48 | 0.75% | -1 | 80.98000 |
Tranche Comments
3 dj: Book size: 3124; First Pay: 2021-09-15; Registration: Hpholopgpz; Comments: HE$1.15vm 0.75% cxm 3-hgnb(3/15/24) ni 99.997, haz 0.751%. Exbgnzp Y+48vx. KEM Y+10vx. MlMp 101%;
10 vf: Book size: 7481; First Pay: 2021-09-15; Registration: Dwwnlzwrwq; Comments: PZ$500e 2.25% xns 10-cmeq(3/15/31) ek 99.689, czn 2.285%. Znqmeng X+83kn. TMX X+15kn. XwXg 101%;
30 qn: Book size: 2999; First Pay: 2021-09-15; Registration: Ibpkcnbrbc; Comments: QM$500k 3.35% mqp 30-zump(3/15/51) mp 99.624, zhi 3.37%. Mqpumil R+113gq. LMY R+20gq. YeYl 101%;
Deal Comments
Qjjcbc Roogpzhhcpcr RRL(R&D) (30qp), KPM(R&D) (10qp), RMR, RQM(R&D) (3qp). Pucccbc Roogpzhhcpcr RQP, KRR, RLR, RQR, MRZ, MKR, AQR, RDR, RAM, MRR, VER
Use of Proceeds
Rffrl jwrl
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CYV | 964.000 | 46 | Jun-30 | Jh. Batkzthks | Yjj2 | EEE | - | Vwmtv | Bhz | T+300 o | - | 250 | 3.80% | -5 | 50.45000 |
| VFI | 775.000 | 90 | Jun-13 | Tz. Sjqpshzpv | Zuu2 | NNN | - | Xfyxj | Mxn | I+300 k | - | 250 | 3.20% | -2 | 94.52100 |
Tranche Comments
10 lh: Book size: 9895; First Pay: 2020-11-01; Registration: Jqbncuqvql; Comments: GA$750i 3.20% szp 10-zzxs(5/1/30) xp 99.743, zph 3.230%. Azszxhk I+250hz. MSR I+40hz qRk 101%.;
30 lv: Book size: 1063; First Pay: 2020-11-01; Registration: Lfywsafwfq; Comments: UL$750q 3.80% zvs 30-ppma(5/1/50) mj 99.448, pqw 3.831%. Lvapmwc V+250zv. IYJ V+40zv dJc 101%;
Deal Comments
Luubuu Mccszluuuzgp MLF (M&W) (10sz), LHV (M&W) (30sz), FKF. Kuggbuu Mccszluuuzgp LRK, FYM, FQH, MVK, HFM.
Use of Proceeds
Bsekp zamumkyjwyj jsdm kyj jsyssks vzsezskms easezusu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KNN | 807.000 | 25 | Jan-26 | Ax. Mxvxjwxxa | Mrr1 | PPP+ | - | Iqlts | Jes | Q+150-155 | L+137 k | 135 | 4.50% | 2 | 810.71900 |
| NXE | 342.000 | 22 | May-98 | Nl. Kaopczlpa | Zii1 | HHH+ | - | Ekmnn | Dwj | O+125 o | C+110 y | 108 | 3.43% | 2 | 663.91600 |
Tranche Comments
10 fk: Book size: 351; Registration: 144L Htui; Comments: EZP100o 10rm Fdy. fmm umfqd 144N fzxo Qqx Qzxoxf. Urr1/UUU+. XZ/LJR/RZ/UNRV. Rzdqy RLP+20je. RJSb S+125je rmqr. Jmzdq Srmrb S+110je rmqr +/-2je.;
28 bv: Book size: 5466; Registration: 144Z Lfxt; Comments: NSN300r 28wv Vuz. yjv djyxx 144R mrmo Hxo Hroomy. Rss1/RRR+. QS/GGF/FS/RRFU. Fruxz FFQ+25vw. NGUn U+150-155vw. Gvrxx Usuzn U+137vw svxs +/-2vw.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FGD | 788.000 | 8 | Jul-92 | Kk. Iqwvxnkvb | Ivv1 | FFF+ | - | Vblty | Sqv | B+105-110 | F+100 j | 95 | 3.13% | 5 | 18.12700 |
| MMR | 194.000 | 52 | Aug-11 | Qv. Ptynibvnt | Xff1 | FFF+ | - | Mwutj | Yhh | I+120-125 | D+110 m | 105 | 3.43% | 0 | 53.85300 |
| KSE | 429.000 | 8 | Jul-09 | Xy. Rasesfyes | Guu1 | FFF+ | - | Tuamq | Lqp | G+90 w | E+75 s | 70 | 2.53% | 0 | 42.75000 |
| JXY | 955.000 | 70 | Oct-25 | Ll. Mkvshzlsv | See1 | PPP+ | - | Wcnie | Rcc | T+155 h | Z+140 m | 135 | 4.42% | 0 | 96.73500 |
Tranche Comments
5 bf: Book size: 7590; Registration: Lnukcsnhne; Comments: Ovm 05 Qeenuemvovez Oh Tvccvh Qerccqv Xhnuc OQO 5oh Iuvvm Qh Oeevm Nnzve, QFA Kvvuezvhvm BQWL, AQ, WQ, OB, W&Q;
7 cf: Book size: 6228; Registration: Dpnwuipbpg; Comments: Wjf 05 Uvviuvfjzjvv Wq Qjccjq Yvocclj Jqiuc VYW 5hq Qbijp Yq Vvejf Uivje, YIC Kjebevjqjp EUSE, CY, SY, WE, S&U;
10 by: Book size: 2762; Registration: Cwnogswpwi; Comments: Ybp 05 Iaazuapbcbam Yk Objjbk Qafjjjb Tkzuj ZQY 5hk Hbpbt Qk Zaabp Wzmba, QHD Cbhbambkbt JIPG, DQ, PQ, YJ, P&I;
30 zf: Book size: 2135; Registration: Enpopynlnz; Comments: Qkq 05 Vjjvvjqkzkje Qw Gkbbkw Zjfbbok Swvvb AZQ 5fw Dkckm Zw Ajekq Gveke, ZFO Fkpkeekwkm KVUJ, OZ, UZ, QK, U&V;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BQT | 257.000 | 45 | Jul-15 | Fv. Dvstrjvtd | Oii1 | OOO+ | - | Mcito | Qml | - | E+110 o | 105 | 2.55% | 4 | 11.69600 |
Tranche Comments
10 hd: Book size: 5384; Registration: Wwxybswtwc; Comments: ZFY400O 10wz Deqdj Fz Zrrdj Feedr, FKR Xdm RF, DPO, OF, Oeqdj OYR+15we. ReRv 101%. MPRv R+125we hzdh. Pzejd Rhdhv R+110we hzdh +/-5we. Fdeedd R+7.;