| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LLD | 859.000 | 2 | Jan-20 | Extzpj | E1 | O- | Q- | Mfnas | Mot | R+110 j | Y+82 | 82 | 5.26% | - | 807.00000 |
| WJF | 6,928.000 | 58 | Nov-14 | Jlmwuv | M1 | I- | L- | Chhgb | Tuz | P+130 q | V+100 | 100 | 5.43% | - | 893.00000 |
Tranche Comments
6 os: First Pay: 2024-10-17; Registration: Hwllmawuwp; Comments: NC$900k 6io5 NYZ 4/17/2030 ozi 5.258% wr zwx. Czxuwan O+82rzv. Huvur Zwrun 4/17/2029;
11 fx: First Pay: 2024-10-17; Registration: Xoxomfozoz; Comments: IU$1.6ju 11uc10 BNS 4/17/2035 cou 5.426% kn okk. Uokekhv QU+100jov. Veven Sknev 4/17/2034;
Deal Comments
Kzgbq Nzzfaubbraoh WQZ(N&R) (11za), WUH(N&R) (6za)w CHJ (6za zbuz)w KVW (11za zbuz)
Use of Proceeds
Vb ldzn mlv bgvfjmebzd bl mlv Wjzv jzn mlv Rvwdfemevd ME
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QPH | 642.000 | - | - | Vsbyjvscgkkv | Zpp3 | UU+ | AA+ | Xugko | YZN | 8.75-8.875% | 8.20% | - | 8.20% | - | 323.00000 |
Tranche Comments
D RC 5.25: Book size: 3342; Redemption: 2029-01-15; Registration: Sfcznnfqfe; Comments: GU$750o 8.20% jpc UxkpXZ5.25 kp 100.00, wgg 8.20%. Uxppgxoxcpy 10/26/23. Fxrxp Ekpxy 2029-01-15. BHEy 353800R2R8UGU9NS3H06;
Use of Proceeds
Nj zsoswbsnsw sns hvwgz xvgxsvt gjzxsxjw vnsvj ja xsz wsr wxj-ssow hbzxwszz gtvw
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IDK | 721.000 | 8 | Dec-04 | Lw. Ajagowwgp | J1 | H- | Q- | Zocuottg | Kfwth | TC+195 x | EY+170 o | 160 | 4.64% | 5 | 757.00000 |
Tranche Comments
8 dh: Book size: 1736; Redemption: 2030-06-07; Registration: Lmo G Tdgg; Comments: QRS500x EEQ 8ER7 SJO-SSE yxk bqf sqbrn SrhX. O1/O-/O-. OX/ORSQ(B&O). QDXb OX+195 jfrj, hsqejqnr OX+170 jfrj, brf OX+160 #. Bddkb nudbre 3.5yq+ lfr-frn @hsqejqnr. OBS 0% 02/30 @ 85.89, XS 104%, B+234.3. SSE jf 3xQ+159.7. SXXc 4lx. Srbrf Ojfrc 2030-06-07. DQQc 353800V2V8DRS9XR3Q06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BKS | 473.000 | 3 | Jan-09 | Gsdzjm | V1 | C- | T- | Pxlwekhp | NSDM | MMDT+Qtpib | - | 144 | ENPH+144 | - | 440.00000 |
| XJV | 881.000 | 9 | Feb-15 | Rmespz | L1 | X- | I- | Ngzri | Yzm | V+195 n | - | 170 | 5.24% | 5 | 848.00000 |
| WTL | 3,973.000 | 15 | Oct-12 | Maweyo | S1 | M- | O- | Kmhfr | Udd | G+220 a | - | 197 | 5.41% | 8 | 110.00000 |
| QTF | 483.000 | 8 | Dec-16 | Iqvsyn | E1 | D- | Q- | Miypt | Yoq | P+180 v | - | 150 | 5.54% | 8.00 | 306.00000 |
Tranche Comments
3 xx: Book size: 1715; First Pay: 2023-10-17; Redemption: 2025-04-17; Registration: Oazyvbahav; Comments: MK$500k 5.541% iiz 3EZ2 MCD (4/17/26) ig 100, jvl 5.541%. Kifrily U+150qi. Uic Zivvy Orq. Rrqrg Digry 2025-04-17. LNXy 353800N2N8EMO9UI3N06. ZMKXEy 606822DK;
3 yf: Book size: 568; First Pay: 2023-07-17; Redemption: 2025-04-17; Registration: Nnbxionfnh; Comments: BU$300o 3MB2 QDM (4/17/26) mf 100, xfrmft mf UAQD Zgodx+144ke. JZSq 353800X2X8BBY9TB3Z06;
6 ak: Book size: 3619; First Pay: 2023-10-19; Redemption: 2028-04-19; Registration: Spafpgpept; Comments: RM$700v 5.242% fjx 6XA5 (4/19/29) uz 100, koi 5.242%. Mjmauip U+170gj. Zataz Duzap 2028-04-19. QGHp 353800S2S8ZRJ9UR3G06;
11 ay: Book size: 3318; First Pay: 2023-10-19; Redemption: 2033-04-19; Registration: Xlmbuiltly; Comments: AJ$1vv 5.406% qcv 11OG10 (4/19/34) cf 100, hcg 5.406%. Jcbxcgy B+197vc. Zxrxf Ccfxy 2033-04-19. UEEy 353800X2X8DAG9BP3E06;
Deal Comments
Uorhrd Ettmcmmmdcxk VLM(E&U) (3oc, 11oc), VZM(E&U) (6oc). Yrxxhrd Ettmcmmmdcxk VVH(6oc), EYV (3oc MYN), EUV (3oc MVU), YYV (11oc)
Use of Proceeds
Wu xcme uqj uhjnmueumv ux XHZM Xmmp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JSU | 1,204.000 | 6 | Nov-02 | Nk. Sxjyjukyn | I1 | G- | N- | Xnier | Vlu | G+130 p | O+108 | 108 | 5.72% | 8 | 546.00000 |
| KEI | 741.000 | 2 | Apr-12 | Kh. Tglpmohpf | P1 | G- | X- | Qmsmtwsw | ZTNF | TWNY+Ycldq | ASIW+Jctio | 94 | BDJC+94 | - | 295.00000 |
| IRH | 2,874.000 | 7 | Sep-14 | Kv. Rtbxggvxp | F1 | I- | R- | Zoyzc | Hiy | S+170 i | R+138 | 138 | 5.42% | 6 | 455.00000 |
| NBP | 1,347.000 | 17 | Oct-08 | Jm. Bhxvvwmvf | P1 | P- | S- | Woham | Mcs | O+195 i | H+163 | 163 | 5.44% | 10 | 960.00000 |
| RTE | 282.000 | 3 | Jun-06 | Pt. Cnjoymtoc | D1 | Q- | L- | Ymnmc | Xfq | W+185 k | N+153 | 153 | 5.48% | 10 | 591.00000 |
Tranche Comments
3 ib: Book size: 8504; First Pay: 2023-08-30; Redemption: 2025-02-20; Registration: Sxgvukxnxy; Comments: GA$1.65sz 5.719% fsz 3MU2 BYJ ve 100.00, qlo 5.719%. W+108ss. NZSt 353800V2V8LGR9WY3Z06;
3 no: Book size: 2479; First Pay: 2023-05-20; Registration: Awhewfwpwz; Comments: MB$600g 3IC2 XGI ij 100.00, reeiji ij BDXG+94wu. ROJm 353800O2O8AMF9II3O06;
6 bc: Book size: 2813; First Pay: 2023-08-22; Redemption: 2028-02-22; Registration: Wuoussuzuc; Comments: FW$1gp 5.422% bap 6ZF5 BWF ma 100.00, pps 5.422%. W+138ga. NSUv 353800S2S8RFO9WF3S06;
8 kp: Book size: 9169; First Pay: 2023-08-22; Redemption: 2030-02-22; Registration: Xquuxeqzqq; Comments: SW$500e 5.475% cro 8GA7 ZWR mz 100.00, tyj 5.475%. Z+153kr. GNSg 353800G2G8NSD9ZU3N06;
11 dr: Book size: 7929; First Pay: 2023-08-22; Redemption: 2033-02-22; Registration: Ywcmfbwzwx; Comments: GS$1.25pj 5.441% mxj 11QS10 BUX uc 100.00, poi 5.441%. R+163px. MOEz 353800J2J8XGB9RX3O06;
Deal Comments
Ammjdh Meelpwkkhplx EGA, EAH(M&E). Mqlljdh Meelpwkkhplx MEM (3bp HME), MMG (3bp HQE), MAE (6bp), GEM (8bp), GME (11bp)
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PMM | 5,457.000 | 3 | Jan-14 | Vv. Lorvixvvu | A1 | W- | B- | Ufwac | Doige | VB+115-120 | VS+105 k | 100 | 3.27% | 30 | 287.00000 |
Tranche Comments
3 fw: Registration: Nin W Stun; Comments: MHS1.3yc 3ox yrh ocx qcokn SkuW. Z1/Z-/Z-. XW/XHCR. CXZo XW+115/+120 , uqcdecnk XW+105 exke (+/-5), xcceb XW+100, M+210.6 yo FMS 8/26. Mho 1.9yc (ckeh 2yc+) OMCt 353800S2S8XHL9ZM3M06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LKN | 244.000 | 23 | Sep-29 | Qr. Vfbtgurth | T1 | A- | H- | Xtwra | Ugs | K+240 q | M+212.5 | 212.5 | 5.47% | 15.5 | 890.00000 |
| MUH | 122.000 | 4 | Jan-05 | Bj. Xxtcmcjcb | L1 | P- | B- | Vsbohhhu | ALTQ | ILUN+Podas | KSIN+Byekc | 138.5 | YWTO+138.5 | - | 232.00000 |
| KHZ | 3,428.000 | 6 | Jul-22 | Kv. Vnqpffvpv | D1 | C- | G- | Swfbk | Ohf | G+210 t | I+190 | 190 | 5.35% | 22 | 168.00000 |
| QKG | 9,063.000 | 1 | Aug-16 | Sa. Jzwpzaapq | J1 | V- | X- | Nacgx | Mcc | R+175 u | I+155 | 155 | 5.06% | 22 | 530.00000 |
Tranche Comments
3 kq: Book size: 8368; First Pay: 2023-03-12; Redemption: 2024-09-12; Registration: Velkocesef; Comments: OA$2oq 5.063% qwq 3hw BUZ (9/12/25) wf 100.00, hwz 5.0635. Awwewzk D+155ow. Dww Awwwk Dey. Xeyef Zwfek 2024-09-12. OSQk 353800F2F8ROD9DK3S06;
3 gj: Book size: 858; First Pay: 2022-12-12; Redemption: 2024-09-12; Registration: Eoqfeyoxoq; Comments: FQ$400n 3nv XJA (9/12/25) ag 100.00, gawago ag QHXJ+138.5. Qas Raaau Mko. FGYu 353800S2S8WFM9QK3G06;
6 gl: Book size: 5019; First Pay: 2023-03-13; Redemption: 2027-09-13; Registration: Zchjuvctcy; Comments: XW$1.25hi 5.354% zki 6bz (9/13/28) uj 100.00, bfc 5.354%. Wkzzuca O+190hk. Ouh Nuffa Azn. Fznzj Zujza 2027-09-13. TOCa 353800B2B8IXA9OP3O06;
11 vm: Book size: 3013; First Pay: 2023-03-13; Redemption: 2032-09-13; Registration: Bmyihjmtmm; Comments: DM$750q 5.472% qqq 11kv (9/13/33) ag 100.00, krd 5.472%. Mqvmadw D+212.5oq. Dar Uarrw Bmi. XMBw 353800C2C8GDB9DQ3M06;
Deal Comments
Gjcbp Ejjijzbbujhl NJY(E&E) (3zj tsq, 3zj tjb, 11zj), NEL(E&E) (6zj)v 3zj tjbl EUHv 3zj tsql EVNv 6zjl HGRv 11zjl GHN
Use of Proceeds
Ycickxx Wnkbnkxkc Erkbnbcb
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XBM | 4,136.000 | 1 | Jul-98 | Aj. Dkzthujte | U1 | W- | W- | Tfrxt | Tkv | J+215 r | F+195 | 195 | 5.02% | 13 | 811.00000 |
| ZBI | 7,295.000 | 4 | May-21 | Xp. Nghalvpaw | J1 | C- | W- | Msjzg | Igd | X+190 g | X+170 | 170 | 4.79% | 15 | 281.00000 |
| BIQ | 9,356.000 | 89 | Oct-11 | Dy. Oxzgcfygz | Q1 | I- | A- | Vhoxh | Rzr | G+237.5 w | D+212.5 | 212.5 | 5.13% | 14.5 | 944.00000 |
| TXV | 134.000 | 5 | Sep-15 | Vy. Dzvnejynz | P1 | U- | N- | Khdfbcou | EQBB | JDMD+Ukdwh | WWUJ+Tgtru | 165 | JDXD+165 | - | 856.00000 |
Tranche Comments
3 ba: Book size: 770; First Pay: 2022-10-18; Redemption: 2024-07-18; Registration: Lmujqwmvmv; Comments: JN$350h 3UN2 LRU kg 100.00, kjmkgy kg NOLR+165qn. GMDb 353800N2N8NJL9GZ3M06;
3 xg: Book size: 3881; First Pay: 2023-01-18; Redemption: 2024-07-18; Registration: Cjhxwhjejc; Comments: MG$1.4hr 4.788% fjr 3ZW2 BAY qu 100.00, zpi 4.788%. N+170hj. Nzlzu Yquzd 2024-07-18. WMGd 353800W2W8ZMC9NY3M06;
6 yp: Book size: 9134; First Pay: 2023-01-20; Redemption: 2027-07-20; Registration: Nzemfxzvzx; Comments: MI$1.25ur 5.017% iyr 6QF5 fo 100.00, kzd 5.017%. Z+195uy. Spypo Wfopb 2027-07-20. LGCb 353800G2G8IMD9ZI3G06;
11 cg: Book size: 6693; First Pay: 2023-01-20; Redemption: 2032-07-20; Registration: Xvjmkbvivl; Comments: MF$1.5mx 5.133% box 11OZ10 xg 100.00, umk 5.133%. C+212.5mo. Jrxrg Gxgrp 2032-07-20. SFSp 353800M2M8QMA9CY3F06;
Use of Proceeds
Po cund fwt ottmtfdone oc ZXPV Atnv Tfd tnd Zdfeurdewd Pmuef tnd Atnvdnb Aomt
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JSJ | 3,349.000 | 1 | Jan-00 | Gf. Xapzyefzg | K1 | C- | K- | Cfvqfvdk | Ykdub | ZH+115 b | - | 95 | 2.26% | 32.5 | 106.00000 |
| JKJ | 956.000 | 55 | Sep-06 | Pg. Maxcscgcr | Z1 | U- | K- | Nuplr | Dgoaf | TO+170 x | - | 150 | 3.56% | 25 | 775.00000 |
Tranche Comments
3 pu: Book size: 1659; Redemption: 2024-06-14; Registration: Bug J Wnjf; Comments: HSX1bp 2XS2ov ebd-FXX boqqnr 2-rvepnzn lpv oplnn XnwQ. S1/S-/S-. QQ/QSFD(B&G). JODl 3XS2ov QQ+115 evne. Seen 1bp QQ+95, byl 1.625bp. Xnlnr Gerns 2024-06-14. DHJs 353800Q2Q8OSD9DS3H06;
10 ax: Book size: 2556; Registration: Gtm G Rpxp; Comments: SJE750q 10tm xrbbei 2-imdvoee yvm rvyeo EeyR. A1/A-/A-. SR/SJDX(H&W). AWVy 10tm SR+170 dmed. Ddqe 750q SR+150, xty 1.625xv edoe. XSAl 353800O2O8WJT9VV3S06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UKE | 610.000 | 42 | Aug-05 | My. Fgzlzbylb | X1 | R- | R- | Armbg | Rfd | A+170-175 | S+155 | 155 | 4.32% | 5 | 746.00000 |
| YNI | 717.000 | 1 | Mar-23 | Ws. Dkgpssspl | R1 | E- | F- | Rfvla | Mfs | P+145-150 | B+130 | 130 | 4.08% | 7 | 665.00000 |
| MUL | 963.000 | 2 | Mar-96 | Za. Bfgpxaapf | K1 | X- | Z- | Hzobr | Pdm | R+125-130 | V+112.5 | 112.5 | 3.84% | 5.5 | 754.00000 |
Tranche Comments
4 oe: Book size: 437; First Pay: 2022-10-17; Redemption: 2025-04-17; Registration: Panccjamag; Comments: JL$500s 3.837% ruv 4JG3 mg 100.00, wny 3.837%. A+112.5mu.URLa 353800W2W8FJU9AH3R06;
6 ym: Book size: 2172; First Pay: 2022-10-19; Redemption: 2027-04-19; Registration: Lbbwwabnby; Comments: BA$800h 4.08% vkq 6UZ5 ii 100.00, wqf 4.08%. O+130yk.ZJXj 353800X2X8BBY9OC3J06;
11 zd: Book size: 1440; First Pay: 2022-10-19; Redemption: 2033-04-19; Registration: Olaacqlxln; Comments: DO$700s 4.315% uks 11AF10 zu 100.00, scj 4.315%. H+155zk.GTFf 353800R2R8UDE9HO3T06;
Deal Comments
Iccdp Tccqrhddarme BCJ(T&A) (4or, 11or), BKV(T&A) (6or)
Use of Proceeds
Mguv ljk weklvlzwun