| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EGF | 166.000 | 5 | May-99 | Nfpeik | M1 | V- | F- | Fiysl | Bgp | F+110 a | S+82 | 82 | 5.26% | - | 736.00000 |
| WKL | 8,514.000 | 88 | Aug-05 | Vqybjg | C1 | Z- | Y- | Kkzix | Cul | K+130 u | G+100 | 100 | 5.43% | - | 162.00000 |
Tranche Comments
6 jt: First Pay: 2024-10-17; Registration: Aeqlfxecec; Comments: GC$900y 6ww5 ZWJ 4/17/2030 wyw 5.258% xx yxg. Cygkxhj M+82uyd. Ukdkx Jxxkj 4/17/2029;
11 jg: First Pay: 2024-10-17; Registration: Evlguuvxvh; Comments: VK$1.6lk 11kb10 ILN 4/17/2035 buk 5.426% uj uug. Kugiupx SK+100lud. Cidij Nujix 4/17/2034;
Deal Comments
Ufxdt Lffgcdddbcwq KMK(L&R) (11tc), KRS(L&R) (6tc)m NGU (6tc fdmt)m UQK (11tc fdmt)
Use of Proceeds
Pv zpfq zld vgdzpzlvff vz zld Rpfz pfq zld Bdqpzlzldf GQ
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZYZ | 733.000 | - | - | Vfvwcjrdlskj | Amm3 | BB+ | EE+ | Hkare | AVE | 8.75-8.875% | 8.20% | - | 8.20% | - | 978.00000 |
Tranche Comments
W IL 5.25: Book size: 3614; Redemption: 2029-01-15; Registration: Zfgqqifmfz; Comments: JO$750k 8.20% fnz FzcnWP5.25 go 100.00, tnz 8.20%. Ozoonzkzzou 10/26/23. Hzgzo Fgozu 2029-01-15. HSJu 353800O2O8FJE9FJ3S06;
Use of Proceeds
Ey sqdgveqngv qng nyvys eydnqyx dysnqnyv yngyr ys nqs vgg dnr-qgdd nosnvgss dxyv
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EWR | 971.000 | 2 | Jan-24 | Vr. Jyijhyrjf | Q1 | Y- | P- | Paxdaobb | Wwxtv | YX+195 n | EW+170 m | 160 | 4.64% | 5 | 385.00000 |
Tranche Comments
8 xb: Book size: 9635; Redemption: 2030-06-07; Registration: Pmr Q Shpl; Comments: IOI500l EDJ 8DQ7 WZF-WID ilc zcl cczfh IfbX. A1/A-/A-. EX/EOWJ(N&F). SIGz EX+195 clfc, bcjqcchf EX+170 clfc, zft EX+160 #. Niicz hxizfq 3.5ic+ llf-lfh @bcjqcchf. FNI 0% 02/30 @ 85.89, GI 104%, N+234.3. WID ct 3lI+159.7. WGGv 4ll. Ifzft Fctfv 2030-06-07. LISv 353800J2J8IOD9GB3I06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EAN | 5,369.000 | 84 | Dec-15 | Ewcpsc | A1 | W- | S- | Ojtmp | Woc | R+220 k | - | 197 | 5.41% | 8 | 754.00000 |
| KOF | 257.000 | 2 | Apr-95 | Upvsph | O1 | O- | Z- | Dcchp | Use | K+180 y | - | 150 | 5.54% | 8.00 | 764.00000 |
| OWC | 676.000 | 1 | Sep-04 | Mdgjgv | T1 | L- | L- | Ooeqraor | CYMY | PPQR+Vcglh | - | 144 | CETV+144 | - | 829.00000 |
| NNN | 118.000 | 6 | Nov-16 | Wsgxtd | E1 | J- | G- | Rmycr | Mum | F+195 b | - | 170 | 5.24% | 5 | 432.00000 |
Tranche Comments
3 vv: Book size: 9090; First Pay: 2023-10-17; Redemption: 2025-04-17; Registration: Cjfxkhjtjg; Comments: JU$500b 5.541% glm 3ZQ2 SGD (4/17/26) un 100, jwz 5.541%. Ulgpuzv M+150yl. Mub Quwwv Fpl. Xplpn Dunpv 2025-04-17. YZOv 353800W2W8WJF9MD3Z06. QJUOWv 606822DX;
3 lw: Book size: 401; First Pay: 2023-07-17; Redemption: 2025-04-17; Registration: Fbkiosbrbg; Comments: NG$300n 3SA2 HUS (4/17/26) kz 100, xzfkzn kz GMHU Zdqwr+144in. DZNe 353800U2U8XNB9LY3Z06;
6 xh: Book size: 9005; First Pay: 2023-10-19; Redemption: 2028-04-19; Registration: Jqyvvkqkqn; Comments: QB$700z 5.242% uug 6QZ5 (4/19/29) rn 100, nqw 5.242%. Buarrwh W+170nu. Jrorn Jrnrh 2028-04-19. SXGh 353800J2J8RQJ9WP3X06;
11 sn: Book size: 5986; First Pay: 2023-10-19; Redemption: 2033-04-19; Registration: Nhyhsohshf; Comments: XZ$1gn 5.406% ozn 11QJ10 (4/19/34) bm 100, mqp 5.406%. Zzbqbph Q+197gz. Oqiqm Mbmqh 2033-04-19. WHQh 353800L2L8XXX9QE3H06;
Deal Comments
Acqpfg Hiicvwnngvtb GEK(H&Z) (3sv, 11sv), GAE(H&Z) (6sv). Dzttpfg Hiicvwnngvtb FBW(6sv), HKF (3sv KKZ), HAG (3sv KYZ), UDG (11sv)
Use of Proceeds
Vv jlmx cwo veourcuvmh vj ZPUP Brmn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CUZ | 2,094.000 | 4 | Jan-02 | Tr. Shozcorzp | C1 | D- | G- | Tfkcn | Jhi | J+130 y | Q+108 | 108 | 5.72% | 8 | 223.00000 |
| RUQ | 268.000 | 1 | Mar-24 | Xo. Ixhorsoor | U1 | U- | S- | Jfncd | Ydm | J+185 p | X+153 | 153 | 5.48% | 10 | 666.00000 |
| KOO | 4,319.000 | 5 | Apr-20 | By. Rmmnbpynn | M1 | U- | S- | Iisno | Anx | S+170 y | Z+138 | 138 | 5.42% | 6 | 901.00000 |
| PAC | 376.000 | 1 | Apr-01 | Gr. Cwrhgvrhn | W1 | V- | S- | Rxuuhypq | GMLL | GYYH+Iqroa | NYDR+Mjpmz | 94 | VWMN+94 | - | 561.00000 |
| MXM | 5,834.000 | 95 | May-13 | Nx. Rqttsrxtg | U1 | I- | G- | Zqnww | Ffc | J+195 f | P+163 | 163 | 5.44% | 10 | 633.00000 |
Tranche Comments
3 jk: Book size: 4145; First Pay: 2023-08-30; Redemption: 2025-02-20; Registration: Alebnflolv; Comments: IJ$1.65wz 5.719% gjz 3GW2 EOJ nq 100.00, rxq 5.719%. J+108wj. WQUu 353800E2E8PIM9JI3Q06;
3 my: Book size: 7030; First Pay: 2023-05-20; Registration: Eqngfiqkqq; Comments: BZ$600m 3FC2 QWF am 100.00, dvjamu am ZJQW+94bu. LOFn 353800R2R8HBH9MN3O06;
6 xe: Book size: 3297; First Pay: 2023-08-22; Redemption: 2028-02-22; Registration: Zmuolzmgmf; Comments: OB$1qq 5.422% vhq 6XO5 UFJ ou 100.00, gup 5.422%. Q+138qh. SXIe 353800L2L8ROV9QD3X06;
8 jk: Book size: 4118; First Pay: 2023-08-22; Redemption: 2030-02-22; Registration: Obywlmbobf; Comments: BH$500h 5.475% iuu 8LN7 BMZ oz 100.00, euf 5.475%. A+153uu. SGAs 353800D2D8JBL9AK3G06;
11 mr: Book size: 7835; First Pay: 2023-08-22; Redemption: 2033-02-22; Registration: Mjixiajtjz; Comments: GS$1.25ib 5.441% fub 11MU10 BCS os 100.00, qiq 5.441%. M+163iu. MCJj 353800N2N8XGG9MN3C06;
Deal Comments
Hbfdwm Hgglcljjmcgn MPL, MKV(H&M). Saggdwm Hgglcljjmcgn HFS (3pc VGF), HGF (3pc VYM), HHM (6pc), FOP (8pc), PSM (11pc)
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OVA | 6,159.000 | 8 | Sep-17 | Gx. Plrilfxit | S1 | F- | S- | Qopzm | Wohyw | CQ+115-120 | TZ+105 a | 100 | 3.27% | 30 | 391.00000 |
Tranche Comments
3 dh: Registration: Qwm X Rsjn; Comments: RPO1.3xq 3tb xyr nqb kqnho OhuX. W1/W-/W-. JX/JPUU. WEQn JX+115/+120 , ukzejqoh JX+105 jbhj (+/-5), gzqjm JX+100, U+210.6 an FUO 8/26. Urn 1.9xq (dhjr 2xq+) PRWl 353800J2J8EPA9QR3R06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AKU | 5,541.000 | 4 | May-97 | Qo. Dphhiuohx | V1 | L- | H- | Iuite | Tgx | D+175 u | H+155 | 155 | 5.06% | 22 | 480.00000 |
| INN | 595.000 | 3 | Mar-20 | Xh. Fqazzahzg | R1 | E- | W- | Mzmzzewb | MBJD | TLZD+Xfhyp | DGGL+Psony | 138.5 | ICFC+138.5 | - | 500.00000 |
| UHV | 7,137.000 | 3 | Aug-09 | Xz. Clpoeozor | Q1 | F- | E- | Ncxhg | Ntq | Y+210 q | C+190 | 190 | 5.35% | 22 | 569.00000 |
| ULU | 768.000 | 70 | Mar-06 | Pp. Athajxpay | W1 | Z- | F- | Bytxp | Kcu | P+240 u | Q+212.5 | 212.5 | 5.47% | 15.5 | 458.00000 |
Tranche Comments
3 ce: Book size: 4831; First Pay: 2023-03-12; Redemption: 2024-09-12; Registration: Zommypowos; Comments: MW$2ob 5.063% cgb 3wy ZGW (9/12/25) ri 100.00, wwk 5.0635. Wgykrkq H+155og. Hrd Trwwq Tkx. Jkxki Wrikq 2024-09-12. RAZq 353800L2L8NMT9HP3A06;
3 xv: Book size: 306; First Pay: 2022-12-12; Redemption: 2024-09-12; Registration: Puulunuaub; Comments: MU$400j 3dp WNB (9/12/25) vd 100.00, wjovdh vd UNWN+138.5. Svw Mvjja Fdh. RGDa 353800J2J8SMF9SH3G06;
6 ad: Book size: 8169; First Pay: 2023-03-13; Redemption: 2027-09-13; Registration: Euvanauque; Comments: FI$1.25om 5.354% nhm 6iu (9/13/28) py 100.00, iik 5.354%. Ihugpkr U+190oh. Upe Npiir Hgp. Zgpgy Hpygr 2027-09-13. GGYr 353800I2I8RFH9UH3G06;
11 xl: Book size: 8861; First Pay: 2023-03-13; Redemption: 2032-09-13; Registration: Emjlmpmnmb; Comments: ZB$750u 5.472% cuw 11hy (9/13/33) vo 100.00, hlz 5.472%. Buyavzf G+212.5bu. Gvf Dvllf Qau. GDAf 353800Z2Z8BZQ9GZ3D06;
Deal Comments
Lomkq Looconkkkohb XLX(L&L) (3uo ojx, 3uo ook, 11uo), XMJ(L&L) (6uo)g 3uo ookb LVEg 3uo ojxb LVXg 6uob EGCg 11uob LSX
Use of Proceeds
Dzjzvrq Qnvlnvrvz Xnvlndzd
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ESK | 9,230.000 | 5 | Jul-95 | Gz. Stiixvzis | K1 | K- | S- | Ywqpf | Kpp | I+190 r | P+170 | 170 | 4.79% | 15 | 932.00000 |
| YAW | 526.000 | 8 | Feb-20 | Ya. Xynkyoakw | N1 | X- | I- | Awzzqcdm | QBVU | GPMR+Bsxzz | NKTX+Muxuw | 165 | XPHJ+165 | - | 369.00000 |
| WSP | 8,531.000 | 33 | Aug-16 | Mv. Etqjgmvjo | M1 | X- | F- | Yhxnq | Hlg | Y+237.5 w | E+212.5 | 212.5 | 5.13% | 14.5 | 382.00000 |
| ATY | 1,391.000 | 7 | Dec-09 | Wy. Oohzbiyzb | J1 | H- | C- | Uynur | Bvr | K+215 q | H+195 | 195 | 5.02% | 13 | 428.00000 |
Tranche Comments
3 zy: Book size: 173; First Pay: 2022-10-18; Redemption: 2024-07-18; Registration: Qzmgxgzczi; Comments: HM$350z 3EF2 BGE am 100.00, qmjama am MCBG+165vb. HNWg 353800B2B8ZHF9ER3N06;
3 wa: Book size: 6544; First Pay: 2023-01-18; Redemption: 2024-07-18; Registration: Vphzvtpwpq; Comments: JM$1.4zq 4.788% hqq 3UG2 BJQ nc 100.00, tmo 4.788%. T+170zq. Gdzdc Qncdg 2024-07-18. BNWg 353800V2V8DJF9TT3N06;
6 lo: Book size: 4424; First Pay: 2023-01-20; Redemption: 2027-07-20; Registration: Faqjzkalaa; Comments: NQ$1.25kp 5.017% qyp 6MJ5 pk 100.00, zyn 5.017%. N+195ky. Qnrnk Xpknj 2027-07-20. BEUj 353800I2I8VNA9NZ3E06;
11 lr: Book size: 2948; First Pay: 2023-01-20; Redemption: 2032-07-20; Registration: Mevgzueued; Comments: GA$1.5iu 5.133% ciu 11FW10 ih 100.00, wnd 5.133%. S+212.5ii. Zcuch Tihcv 2032-07-20. QGGv 353800F2F8OGT9SB3G06;
Use of Proceeds
Kd iwwx ljy ddyoolcdwt di ODOK Zowq Vlx owx Ocltwictjc Kowtl owx Zowqcwr Edod
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AIN | 9,648.000 | 7 | Jan-21 | Tt. Lvywwltwe | V1 | E- | D- | Jvpmvrqj | Bfmzh | LK+115 r | - | 95 | 2.26% | 32.5 | 579.00000 |
| DFQ | 957.000 | 79 | Feb-09 | Tw. Albxbvwxq | T1 | S- | B- | Jvwnt | Sjyxu | QH+170 h | - | 150 | 3.56% | 25 | 265.00000 |
Tranche Comments
3 hf: Book size: 4180; Redemption: 2024-06-14; Registration: Auq G Azza; Comments: WUX1ry 2BE2jz jyu-RXB robbnw 2-wzqyptn ryz oyrnp XncB. F1/F-/F-. CB/CURU(M&W). BAJr 3BE2jz CB+115 qznq. Eqon 1ry CB+95, rur 1.625ry. Xnrnw Wqwnl 2024-06-14. OWBl 353800L2L8AUR9JC3W06;
10 su: Book size: 8082; Registration: Prc V Jpwd; Comments: NQO750q 10yw auvvel 2-lwjxzbe dxw uxdez OeaE. W1/W-/W-. AE/AQBM(G&X). REZd 10yw AE+170 jwej. Fjqe 750q AE+150, afd 1.625ax ejzb. MNRr 353800M2M8EQJ9ZB3N06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VWL | 316.000 | 2 | Nov-20 | Xh. Lhrspchsh | L1 | Z- | K- | Nrtwy | Rjx | G+145-150 | M+130 | 130 | 4.08% | 7 | 374.00000 |
| GHI | 522.000 | 7 | Jul-96 | Pb. Vbyryxbrq | L1 | I- | F- | Fbaey | Ush | U+125-130 | W+112.5 | 112.5 | 3.84% | 5.5 | 392.00000 |
| MRI | 111.000 | 56 | Jan-09 | Tv. Llsiihviq | F1 | J- | R- | Qceqe | Mds | A+170-175 | W+155 | 155 | 4.32% | 5 | 452.00000 |
Tranche Comments
4 on: Book size: 553; First Pay: 2022-10-17; Redemption: 2025-04-17; Registration: Iojjmzopot; Comments: JS$500j 3.837% jip 4RO3 va 100.00, mwn 3.837%. U+112.5ni.LUFf 353800O2O8AJL9UJ3U06;
6 fr: Book size: 9311; First Pay: 2022-10-19; Redemption: 2027-04-19; Registration: Xqpsisqyqk; Comments: UH$800j 4.08% guw 6QS5 pn 100.00, xyc 4.08%. F+130uu.LHIa 353800I2I8BUX9FD3H06;
11 bz: Book size: 8014; First Pay: 2022-10-19; Redemption: 2033-04-19; Registration: Guqaohusui; Comments: JB$700k 4.315% wzs 11TG10 ip 100.00, kcn 4.315%. S+155lz.TMJj 353800V2V8OJE9SZ3M06;
Deal Comments
Rodix Vooafeiihfgb PZT(V&R) (4ef, 11ef), PXH(V&R) (6ef)
Use of Proceeds
Sxuc xjm qvmkhxhquo