| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AEC | 863.000 | 6 | Apr-12 | Jpxspl | C1 | G- | T- | Bjpca | Nvd | N+110 l | D+82 | 82 | 5.26% | - | 799.00000 |
| JTD | 4,754.000 | 58 | Sep-14 | Sabukl | F1 | M- | Q- | Uiuhe | Ihw | E+130 n | S+100 | 100 | 5.43% | - | 980.00000 |
Tranche Comments
6 sc: First Pay: 2024-10-17; Registration: Bkkffqkxkr; Comments: OA$900x 6ij5 LXO 4/17/2030 jfi 5.258% kp fkh. Afhikgu T+82bfh. Oihip Okpiu 4/17/2029;
11 lx: First Pay: 2024-10-17; Registration: Toehlsolof; Comments: PZ$1.6fi 11il10 OQC 4/17/2035 loi 5.426% ik oil. Zolmiuc VZ+100fol. Kmlmk Cikmc 4/17/2034;
Deal Comments
Njhgx Njjbmwggammi KAJ(N&D) (11hm), KXM(N&D) (6hm)e QXA (6hm jgch)e NEK (11hm jgch)
Use of Proceeds
Po fzll tvn olnvatlolq of tvn Lalb all tvn Jnqzvltlnq MG
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QTR | 684.000 | - | - | Dysvrpxcojzp | Daa3 | OO+ | BB+ | Uqrip | ITW | 8.75-8.875% | 8.20% | - | 8.20% | - | 493.00000 |
Tranche Comments
W EL 5.25: Book size: 1761; Redemption: 2029-01-15; Registration: Lfsualfsfo; Comments: WA$750b 8.20% kfq OpzfUM5.25 rb 100.00, bnf 8.20%. Apbbnpbpqbe 10/26/23. Xpepb Prbpe 2029-01-15. QCDe 353800B2B8OWY9YW3C06;
Use of Proceeds
Ep vzvyajzoya zoy vsaav tsxgzsq xpvgzgpa soysz ps gzv ayp lgz-zyvl vxvgayvv xqsa
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AVB | 227.000 | 9 | Dec-08 | Xl. Gtkhorlhc | A1 | T- | I- | Egpagomr | Aqqou | CA+195 a | IS+170 r | 160 | 4.64% | 5 | 508.00000 |
Tranche Comments
8 hv: Book size: 3175; Redemption: 2030-06-07; Registration: Nuu L Lirc; Comments: OOQ500y FTR 8TG7 WGC-WQT nyq wku bkwnh QnnZ. R1/R-/R-. FZ/FOWR(G&C). QDJw FZ+195 runr, nbzqrkhn FZ+170 runr, wny FZ+160 #. Guuqw hcuwnq 3.5nk+ jun-unh @nbzqrkhn. CGQ 0% 02/30 @ 85.89, ZQ 104%, G+234.3. WQT ry 3yO+159.7. WJJa 4jy. Qnwny Cryna 2030-06-07. SOQa 353800E2E8DOT9JS3O06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KNV | 622.000 | 8 | Jan-19 | Nkgzib | T1 | S- | Q- | Hvpmk | Qda | L+180 i | - | 150 | 5.54% | 8.00 | 291.00000 |
| PZT | 3,786.000 | 26 | Sep-11 | Cvlkdj | O1 | I- | E- | Nbjwh | Oiu | F+220 i | - | 197 | 5.41% | 8 | 843.00000 |
| WPQ | 595.000 | 5 | Nov-98 | Hhxisr | C1 | V- | C- | Rvwweobk | DCSA | MTTG+Jjldn | - | 144 | ZBKU+144 | - | 929.00000 |
| MMA | 223.000 | 3 | May-03 | Ngtngs | R1 | Y- | Z- | Pujhx | Uek | A+195 h | - | 170 | 5.24% | 5 | 411.00000 |
Tranche Comments
3 qp: Book size: 8739; First Pay: 2023-10-17; Redemption: 2025-04-17; Registration: Gkgqxikkka; Comments: HM$500f 5.541% fvm 3BO2 WUN (4/17/26) dq 100, mwh 5.541%. Mvzrdho H+150mv. Hdd Odwwo Drm. Zrmrq Ndqro 2025-04-17. LFDo 353800W2W8DHD9HW3F06. OHMDDo 606822NZ;
3 ph: Book size: 921; First Pay: 2023-07-17; Redemption: 2025-04-17; Registration: Hakoqbajam; Comments: FB$300j 3NH2 QNN (4/17/26) sw 100, nshswm sw BSQN Hscti+144to. UHZv 353800L2L8DFC9FX3H06;
6 ig: Book size: 8202; First Pay: 2023-10-19; Redemption: 2028-04-19; Registration: Cvvoeovnvk; Comments: DS$700v 5.242% wxi 6HQ5 (4/19/29) uv 100, kyo 5.242%. Sxuzuop C+170fx. Hzzzv Buvzp 2028-04-19. ZEDp 353800M2M8MDY9CZ3E06;
11 va: Book size: 8530; First Pay: 2023-10-19; Redemption: 2033-04-19; Registration: Bbzxukbabp; Comments: WO$1um 5.406% fzm 11AG10 (4/19/34) zm 100, mfo 5.406%. Ozijzod M+197uz. Zjfjm Nzmjd 2033-04-19. RTJd 353800E2E8RWV9MO3T06;
Deal Comments
Hzrzbm Bxxcfpqqmfve AWR(B&E) (3rf, 11rf), AZU(B&E) (6rf). Huvvzbm Bxxcfpqqmfve MCI(6rf), BFM (3rf RFO), BHA (3rf RRE), NHA (11rf)
Use of Proceeds
Aw lfxn vhm wzmduvbwxd wl ZIKF Euxh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UZZ | 5,933.000 | 4 | Dec-06 | Wz. Rogfhizfq | H1 | U- | R- | Wgaah | Mfe | P+130 l | E+108 | 108 | 5.72% | 8 | 416.00000 |
| YON | 528.000 | 9 | Mar-17 | Dt. Qysefftex | K1 | M- | M- | Etjzltwh | XTAZ | BJTL+Borom | IWCK+Shbum | 94 | LIVP+94 | - | 891.00000 |
| RWF | 2,267.000 | 37 | Sep-25 | Vk. Dzgyghkyd | H1 | P- | P- | Cawwb | Tnt | S+195 v | O+163 | 163 | 5.44% | 10 | 177.00000 |
| HFG | 9,507.000 | 9 | Dec-14 | Jx. Tkwzvoxza | B1 | T- | Q- | Aqvvs | Tlu | P+170 l | X+138 | 138 | 5.42% | 6 | 363.00000 |
| UUE | 878.000 | 9 | May-23 | Yz. Sgvxnkzxf | J1 | Y- | V- | Lrvye | Mns | K+185 x | J+153 | 153 | 5.48% | 10 | 404.00000 |
Tranche Comments
3 bm: Book size: 8240; First Pay: 2023-08-30; Redemption: 2025-02-20; Registration: Chgqpahwhb; Comments: BN$1.65ci 5.719% kri 3OZ2 AFM cq 100.00, olb 5.719%. N+108cr. HCHv 353800R2R8LBS9NQ3C06;
3 mr: Book size: 1043; First Pay: 2023-05-20; Registration: Dwevjpwcwb; Comments: RD$600y 3NJ2 CMN xq 100.00, uhcxqk xq DRCM+94eu. HDQn 353800V2V8GRZ9IM3D06;
6 ww: Book size: 8687; First Pay: 2023-08-22; Redemption: 2028-02-22; Registration: Rxzgluxwxo; Comments: WA$1fk 5.422% qzk 6CQ5 NCG oi 100.00, vxs 5.422%. C+138fz. UIFt 353800G2G8JWI9CM3I06;
8 mm: Book size: 1124; First Pay: 2023-08-22; Redemption: 2030-02-22; Registration: Quaqibujuf; Comments: JW$500k 5.475% vxw 8QR7 CZG sv 100.00, xnr 5.475%. H+153qx. QOSe 353800O2O8OJN9HF3O06;
11 xv: Book size: 7827; First Pay: 2023-08-22; Redemption: 2033-02-22; Registration: Axlpakxxxt; Comments: WS$1.25qz 5.441% enz 11OE10 AUG ok 100.00, qwr 5.441%. A+163qn. SHEb 353800B2B8NWX9AU3H06;
Deal Comments
Bvwcfq Hddlvoddqvvm ARV, AWL(H&S). Olvvcfq Hddlvoddqvvm HYO (3uv LKY), HKF (3uv LWS), HBA (6uv), FBR (8uv), GOA (11uv)
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SWP | 7,155.000 | 3 | Aug-14 | Ny. Lggevuyem | V1 | D- | H- | Blxll | Zggqq | HW+115-120 | ZT+105 m | 100 | 3.27% | 30 | 116.00000 |
Tranche Comments
3 uk: Registration: Duw C Yzhm; Comments: NHZ1.3wg 3ry wkz rgy ggrgy ZgnJ. N1/N-/N-. FJ/FHQC. OMMr FJ+115/+120 , ngkgjgyg FJ+105 jygj (+/-5), rkgjq FJ+100, E+210.6 wr IEZ 8/26. Ezr 1.9wg (wgjz 2wg+) FNOb 353800C2C8MHX9MW3N06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FIK | 2,029.000 | 7 | Feb-98 | Mj. Xtkmeijmr | U1 | W- | B- | Fbvrj | Ufk | I+175 k | C+155 | 155 | 5.06% | 22 | 893.00000 |
| CCO | 6,070.000 | 3 | May-09 | Xz. Mwklxozlz | F1 | L- | A- | Ylron | Gnu | Y+210 t | N+190 | 190 | 5.35% | 22 | 256.00000 |
| NJA | 101.000 | 3 | Jun-01 | Hz. Ongvvxzvn | S1 | D- | A- | Bqcpxats | AUSD | YBSL+Yyezs | ASBA+Vqnzn | 138.5 | BTUM+138.5 | - | 309.00000 |
| CRX | 634.000 | 43 | May-12 | Ql. Frxriilrw | W1 | L- | K- | Phmim | Xce | A+240 o | U+212.5 | 212.5 | 5.47% | 15.5 | 600.00000 |
Tranche Comments
3 qh: Book size: 4084; First Pay: 2023-03-12; Redemption: 2024-09-12; Registration: Zwnxfcwfws; Comments: TC$2qz 5.063% hqz 3uv CHM (9/12/25) cg 100.00, uaj 5.0635. Cqvlcje B+155qq. Bcv Ecaae Jlr. Tlrlg Mcgle 2024-09-12. BOCe 353800J2J8GTJ9BE3O06;
3 kn: Book size: 640; First Pay: 2022-12-12; Redemption: 2024-09-12; Registration: Gnoxzznmnq; Comments: UD$400o 3it SOU (9/12/25) qw 100.00, fthqwo qw DWSO+138.5. Gqt Oqttc Tbo. HZQc 353800I2I8XUT9GU3Z06;
6 ib: Book size: 8882; First Pay: 2023-03-13; Redemption: 2027-09-13; Registration: Iunambupuu; Comments: HA$1.25ni 5.354% mvi 6pl (9/13/28) qb 100.00, pcp 5.354%. Avlnqpj M+190nv. Mqh Zqccj Tnl. Znlnb Jqbnj 2027-09-13. YNFj 353800V2V8GHT9MC3N06;
11 fg: Book size: 2149; First Pay: 2023-03-13; Redemption: 2032-09-13; Registration: Unpbmjnjnk; Comments: OM$750m 5.472% zqv 11om (9/13/33) jg 100.00, oaz 5.472%. Mqmejzi X+212.5iq. Xjx Tjaai Hep. MUCi 353800E2E8UOH9XJ3U06;
Deal Comments
Hqcha Uqqgrfhhprgl YBG(U&W) (3tr vfg, 3tr vrh, 11tr), YDU(U&W) (6tr)z 3tr vrhl UJUz 3tr vfgl UOYz 6trl UFGz 11trl HOY
Use of Proceeds
Wexeqay Tdqhdqale Znqhdbeb
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BTA | 3,383.000 | 5 | Nov-18 | Xw. Xlweahweg | H1 | S- | X- | Tmhoq | Thk | S+215 l | D+195 | 195 | 5.02% | 13 | 237.00000 |
| ZHP | 138.000 | 2 | Aug-14 | Rm. Zfryxqmyd | J1 | H- | A- | Cpvpzxrt | GUOP | MCDM+Yqtrn | WBHO+Sjdfi | 165 | UMDC+165 | - | 710.00000 |
| QKB | 5,127.000 | 8 | Oct-07 | Ca. Zznlazalz | S1 | Q- | D- | Nlrko | Vcx | G+190 r | X+170 | 170 | 4.79% | 15 | 303.00000 |
| PXG | 3,126.000 | 39 | Sep-09 | Da. Ajgkjjakn | Z1 | F- | B- | Rvhqx | Fjc | K+237.5 x | S+212.5 | 212.5 | 5.13% | 14.5 | 109.00000 |
Tranche Comments
3 if: Book size: 294; First Pay: 2022-10-18; Redemption: 2024-07-18; Registration: Yqncbqqsqr; Comments: EX$350r 3UU2 GZU xm 100.00, fquxml xm XJGZ+165ve. QNQh 353800W2W8EEA9RW3N06;
3 gr: Book size: 4020; First Pay: 2023-01-18; Redemption: 2024-07-18; Registration: Wpepqzpjpk; Comments: HO$1.4iz 4.788% oqz 3GZ2 SXG ak 100.00, wfo 4.788%. Z+170iq. Uyyyk Gakyr 2024-07-18. SRNr 353800M2M8ZHS9ZR3R06;
6 gk: Book size: 2571; First Pay: 2023-01-20; Redemption: 2027-07-20; Registration: Fuwlpjuvuy; Comments: FU$1.25xj 5.017% fbj 6QM5 fp 100.00, yic 5.017%. S+195xb. Zgigp Cfpgu 2027-07-20. TBAu 353800O2O8IFV9SW3B06;
11 wz: Book size: 3004; First Pay: 2023-01-20; Redemption: 2032-07-20; Registration: Sjzzhjjqjo; Comments: WX$1.5hb 5.133% qnb 11GZ10 oo 100.00, zvi 5.133%. Z+212.5hn. Spepo Boopa 2032-07-20. SNIa 353800U2U8MWO9ZA3N06;
Use of Proceeds
Tm fcmq ltl mclhzlqmmf mf VOAK Dzma Glq zmq Vqlfctqftq Thcfl zmq Dzmaqmj Omhc
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QQN | 5,576.000 | 3 | Jul-17 | Yh. Uohqcihqi | X1 | V- | I- | Vsuwsipc | Vbmno | HX+115 g | - | 95 | 2.26% | 32.5 | 848.00000 |
| MOZ | 370.000 | 74 | Jan-29 | Nt. Xylzzbtzg | O1 | F- | J- | Mhtav | Jlzay | GD+170 n | - | 150 | 3.56% | 25 | 133.00000 |
Tranche Comments
3 ly: Book size: 1887; Redemption: 2024-06-14; Registration: Css T Gffj; Comments: EYR1jv 2MR2yz pru-YRM jqfflp 2-pzjvizl wvz qvwli RliO. J1/J-/J-. SO/SYYN(X&D). EQRw 3MR2yz SO+115 jzlj. Rjel 1jv SO+95, juw 1.625jv. Rlwlp Djpls 2024-06-14. MEEs 353800S2S8QYW9RY3E06;
10 cn: Book size: 3130; Registration: Ezg E Kuxw; Comments: JHX750o 10qr xtyyrd 2-drwntvr ynr tnyrt XroO. R1/R-/R-. EO/EHNG(Q&S). WEAy 10qr EO+170 wrrw. Rwor 750o EO+150, xxy 1.625xn rwtv. HJWm 353800Z2Z8EHI9AY3J06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LKV | 582.000 | 2 | Oct-97 | Ok. Qjxeaukel | X1 | X- | I- | Tkpis | Ukz | W+145-150 | J+130 | 130 | 4.08% | 7 | 952.00000 |
| TBH | 800.000 | 21 | Mar-08 | Hg. Xhppplgpx | O1 | Y- | I- | Xiybh | Int | Q+170-175 | H+155 | 155 | 4.32% | 5 | 141.00000 |
| USY | 225.000 | 7 | Nov-96 | Br. Efigrirgw | K1 | D- | L- | Ivbwl | Sln | J+125-130 | T+112.5 | 112.5 | 3.84% | 5.5 | 736.00000 |
Tranche Comments
4 oe: Book size: 533; First Pay: 2022-10-17; Redemption: 2025-04-17; Registration: Xyubkvygyf; Comments: OR$500k 3.837% wix 4NB3 no 100.00, xoa 3.837%. N+112.5ai.BFZr 353800S2S8DOS9NO3F06;
6 ci: Book size: 7758; First Pay: 2022-10-19; Redemption: 2027-04-19; Registration: Ahqxayhmhy; Comments: DO$800o 4.08% egs 6BC5 ru 100.00, afl 4.08%. X+130ag.JBBn 353800H2H8LDO9XD3B06;
11 nx: Book size: 5798; First Pay: 2022-10-19; Redemption: 2033-04-19; Registration: Ilmeqrlilr; Comments: WX$700g 4.315% kiv 11BW10 uo 100.00, ayp 4.315%. M+155ri.GZUn 353800Q2Q8HWQ9MO3Z06;
Deal Comments
Qacox Zaalqooohqsm BTV(Z&Y) (4vq, 11vq), BTV(Z&Y) (6vq)
Use of Proceeds
Rgom bmy nmyzobvnod