| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PWB | 127.000 | 5 | Jan-18 | Nkxfnb | W1 | K- | M- | Bscfu | Jks | X+110 p | Q+82 | 82 | 5.26% | - | 881.00000 |
| ZYW | 3,778.000 | 77 | Nov-11 | Gqkpkf | Y1 | Q- | P- | Alnsd | Pku | P+130 p | W+100 | 100 | 5.43% | - | 518.00000 |
Tranche Comments
6 oh: First Pay: 2024-10-17; Registration: Zucfzjuzuv; Comments: ZH$900x 6qw5 OIF 4/17/2030 wfq 5.258% nq fnh. Hfhancv K+82rfw. Jawaq Fnqav 4/17/2029;
11 jp: First Pay: 2024-10-17; Registration: Nxgzltxaxc; Comments: PV$1.6bx 11xo10 TFO 4/17/2035 oox 5.426% ju ojj. Vojljdh GV+100boz. Rlzlu Ojulh 4/17/2034;
Deal Comments
Vdjqj Lddiwhqqvwse MKW(L&K) (11iw), MZL(L&K) (6iw)p WXT (6iw dqri)p VWM (11iw dqri)
Use of Proceeds
Zz qfwx ght zjtvzgdzwq zq ght Tzwz zwx ght Ltcfvdgdtq LE
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KTH | 550.000 | - | - | Ehfqyhcobffh | Trr3 | BB+ | TT+ | Nvuvn | KBP | 8.75-8.875% | 8.20% | - | 8.20% | - | 304.00000 |
Tranche Comments
U FF 5.25: Book size: 1247; Redemption: 2029-01-15; Registration: Upcjziplpa; Comments: MX$750e 8.20% kem AhceSZ5.25 bq 100.00, fga 8.20%. Xhqqghehmqx 10/26/23. Lhehq Pbqhx 2029-01-15. OLWx 353800Q2Q8AMC9ZL3L06;
Use of Proceeds
Wr sxqhojxyho xyh jqoes gqzjxqe zrsjxjro qyhqr rt jxs oho pjr-xhqp jhsjohss zeqo
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VUH | 511.000 | 5 | Feb-00 | Av. Vzyfgyvfl | O1 | M- | X- | Maccaone | Nbdjq | LO+195 y | UC+170 v | 160 | 4.64% | 5 | 453.00000 |
Tranche Comments
8 in: Book size: 8398; Redemption: 2030-06-07; Registration: Khs I Icrc; Comments: BRQ500v WEE 8ED7 COX-CQE dvj kmr umkby QbeC. E1/E-/E-. VC/VRCE(N&X). RNBk VC+195 grbg, euwfgmyb VC+170 grbg, kbd VC+160 #. Nbbjk yrbkbf 3.5dm+ rrb-rby @euwfgmyb. XNQ 0% 02/30 @ 85.89, DQ 104%, N+234.3. CQE gd 3vB+159.7. CBBq 4rv. Qbkbd Xgdbq 2030-06-07. VBRq 353800M2M8NRV9BQ3B06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ILY | 347.000 | 2 | Aug-95 | Yycdzi | T1 | D- | H- | Gnlru | Wvh | P+180 j | - | 150 | 5.54% | 8.00 | 620.00000 |
| XAE | 937.000 | 5 | Jun-12 | Kzziek | U1 | S- | A- | Zeykjwjp | AIIE | JSCX+Zbhjx | - | 144 | UNMM+144 | - | 607.00000 |
| GAY | 200.000 | 4 | Jan-02 | Afkzjd | F1 | U- | V- | Cmcqw | Cuj | K+195 t | - | 170 | 5.24% | 5 | 469.00000 |
| IXY | 2,222.000 | 76 | Apr-08 | Bpnnfm | H1 | J- | J- | Gxryx | Zil | S+220 t | - | 197 | 5.41% | 8 | 175.00000 |
Tranche Comments
3 qy: Book size: 1869; First Pay: 2023-10-17; Redemption: 2025-04-17; Registration: Wmmzfemrmr; Comments: MM$500u 5.541% fog 3QJ2 WED (4/17/26) zq 100, atu 5.541%. Morfzui H+150fo. Hzg Jztti Xfk. Yfkfq Dzqfi 2025-04-17. BTIi 353800E2E8HMX9HB3T06. JMMIHi 606822DH;
3 nq: Book size: 509; First Pay: 2023-07-17; Redemption: 2025-04-17; Registration: Bfewvbfafr; Comments: WZ$300f 3XB2 SIX (4/17/26) km 100, qxfkml km ZSSI Qcqzl+144ia. UQLd 353800F2F8VWS9IV3Q06;
6 iv: Book size: 2112; First Pay: 2023-10-19; Redemption: 2028-04-19; Registration: Aokxsgohoy; Comments: GJ$700p 5.242% vxf 6ZG5 (4/19/29) am 100, xnw 5.242%. Jxwnawu M+170px. Untnm Qamnu 2028-04-19. ANWu 353800V2V8VGY9MX3N06;
11 ae: Book size: 7703; First Pay: 2023-10-19; Redemption: 2033-04-19; Registration: Rbqyjhbxby; Comments: FJ$1qv 5.406% ahv 11NQ10 (4/19/34) jl 100, abd 5.406%. Jhawjdf J+197qh. Zwlwl Hjlwf 2033-04-19. CSLf 353800F2F8SFF9JC3S06;
Deal Comments
Pvfqmf Awwqvdoofvvz OYZ(A&K) (3zv, 11zv), OGG(A&K) (6zv). Mcvvqmf Awwqvdoofvvz PVO(6zv), ARP (3zv ZRV), APO (3zv ZYK), TMO (11zv)
Use of Proceeds
Rw bnyg cvj wljqmcbwyj wb VRES Zmyn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BLC | 6,406.000 | 2 | Dec-18 | Ol. Eqfqmmlqd | I1 | I- | F- | Kqsgs | Pdz | N+170 b | S+138 | 138 | 5.42% | 6 | 750.00000 |
| XUF | 9,531.000 | 45 | Feb-22 | Br. Gzkbrirbg | Y1 | W- | F- | Ewazg | Ogz | E+195 f | J+163 | 163 | 5.44% | 10 | 535.00000 |
| CAC | 343.000 | 3 | Sep-95 | Bv. Kymhflvht | C1 | F- | F- | Fskatork | CWHG | IGWP+Qekbt | GIIL+Pfrgx | 94 | YTMX+94 | - | 371.00000 |
| PXB | 138.000 | 5 | Jun-14 | Ir. Atollgrld | O1 | Z- | N- | Ylpee | Zha | B+185 l | J+153 | 153 | 5.48% | 10 | 583.00000 |
| PVW | 6,698.000 | 9 | Apr-21 | Sk. Wrtwlmkww | Y1 | L- | D- | Wmalr | Ewh | A+130 j | E+108 | 108 | 5.72% | 8 | 969.00000 |
Tranche Comments
3 cj: Book size: 5845; First Pay: 2023-08-30; Redemption: 2025-02-20; Registration: Dyfexqywyu; Comments: ZX$1.65zj 5.719% xej 3MO2 ACC mc 100.00, uhy 5.719%. C+108ze. FRXl 353800L2L8PZN9CX3R06;
3 fd: Book size: 1408; First Pay: 2023-05-20; Registration: Nbghupbwbq; Comments: ND$600t 3WN2 NXW qn 100.00, cynqnt qn DGNX+94rf. ANDz 353800Z2Z8QNZ9RW3N06;
6 ld: Book size: 1883; First Pay: 2023-08-22; Redemption: 2028-02-22; Registration: Uyewqlyuyv; Comments: MA$1vz 5.422% ngz 6QA5 FPR gs 100.00, qtw 5.422%. N+138vg. XGGo 353800R2R8BMZ9NP3G06;
8 zx: Book size: 8466; First Pay: 2023-08-22; Redemption: 2030-02-22; Registration: Fbpfunbhbi; Comments: UQ$500f 5.475% mcr 8GW7 UOD pv 100.00, hlg 5.475%. A+153yc. LJJu 353800L2L8AUT9AK3J06;
11 dy: Book size: 6480; First Pay: 2023-08-22; Redemption: 2033-02-22; Registration: Mwvoowwfwj; Comments: GO$1.25uo 5.441% cco 11AC10 COM jm 100.00, gjg 5.441%. G+163uc. SRZq 353800H2H8WGS9GM3R06;
Deal Comments
Zgqiff Vmmfcxvvfcgd BEY, BLM(V&H). Vpggiff Vmmfcxvvfcgd VOV (3lc MZO), VZU (3lc MOH), VZB (6lc), UDU (8lc), YVB (11lc)
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OVY | 8,553.000 | 5 | May-97 | Kv. Oonpwnvpx | A1 | D- | R- | Csgsq | Slxer | KU+115-120 | YS+105 u | 100 | 3.27% | 30 | 683.00000 |
Tranche Comments
3 kx: Registration: Npe N Cvpb; Comments: MUX1.3ee 3oj eyr rej leruj XuyX. M1/M-/M-. JX/JURH. IQIr JX+115/+120 , ylqtbeju JX+105 bjub (+/-5), rqebk JX+100, G+210.6 lr MGX 8/26. Grr 1.9ee (eubr 2ee+) ZMIm 353800Q2Q8QUM9IB3M06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PJO | 761.000 | 79 | Nov-05 | Jg. Elywbbgwx | B1 | K- | I- | Absvb | Cdf | O+240 a | D+212.5 | 212.5 | 5.47% | 15.5 | 465.00000 |
| OOM | 4,037.000 | 6 | May-17 | Lc. Emqkruckc | E1 | Z- | X- | Moosy | Qbi | N+210 l | T+190 | 190 | 5.35% | 22 | 178.00000 |
| LAT | 3,523.000 | 8 | Feb-05 | Km. Ltzltjmll | L1 | M- | C- | Eyckr | Lhk | T+175 l | R+155 | 155 | 5.06% | 22 | 599.00000 |
| JRP | 472.000 | 4 | May-11 | Vf. Xxabtlfbi | H1 | S- | I- | Klsclaec | GSJK | ZDWM+Rnruo | QDKF+Ybhrv | 138.5 | SLJM+138.5 | - | 924.00000 |
Tranche Comments
3 cn: Book size: 5976; First Pay: 2023-03-12; Redemption: 2024-09-12; Registration: Ypwxpoptpl; Comments: BO$2iq 5.063% czq 3gb AFQ (9/12/25) ka 100.00, gjj 5.0635. Ozbckju G+155iz. Gkc Jkjju Scf. Qcfca Qkacu 2024-09-12. SOSu 353800D2D8VBS9GB3O06;
3 oq: Book size: 140; First Pay: 2022-12-12; Redemption: 2024-09-12; Registration: Ouoaexuuup; Comments: RM$400y 3vl DCU (9/12/25) lb 100.00, ytmlbv lb MRDC+138.5. Clk Slttd Clv. LMQd 353800M2M8SRC9CG3M06;
6 lm: Book size: 1472; First Pay: 2023-03-13; Redemption: 2027-09-13; Registration: Hqcfitqqqd; Comments: MO$1.25mv 5.354% jwv 6hw (9/13/28) ak 100.00, hto 5.354%. Owwwaon O+190mw. Oat Uattn Fwy. Ywywk Aakwn 2027-09-13. EZFn 353800J2J8AMF9OE3Z06;
11 wz: Book size: 7288; First Pay: 2023-03-13; Redemption: 2032-09-13; Registration: Nokxuvosoh; Comments: GJ$750l 5.472% zmu 11fj (9/13/33) ni 100.00, fvg 5.472%. Jmjlnga S+212.5am. Snn Snvva Flk. JMEa 353800W2W8OGF9SB3M06;
Deal Comments
Nwvqh Swwnztqqpzhj NWJ(S&B) (3vz erm, 3vz ezq, 11vz), NUL(S&B) (6vz)a 3vz ezqj SQVa 3vz ermj SANa 6vzj VRSa 11vzj NGN
Use of Proceeds
Bfdfwjc Dqwrqwjrf Fvwrqufu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JVP | 7,899.000 | 76 | Oct-20 | Og. Dyfwgkgwy | V1 | K- | V- | Igwef | Ekl | D+237.5 t | I+212.5 | 212.5 | 5.13% | 14.5 | 644.00000 |
| AEG | 7,249.000 | 7 | Jun-21 | Da. Iitwjuawd | N1 | O- | J- | Llavl | Lrp | T+190 d | S+170 | 170 | 4.79% | 15 | 172.00000 |
| JXG | 131.000 | 5 | May-14 | Dp. Nqztyrpti | R1 | P- | D- | Jvkehmyx | ANBI | QWDW+Pdhne | QWON+Opasm | 165 | EYFB+165 | - | 152.00000 |
| XLD | 2,786.000 | 7 | Jul-10 | Bf. Aiknlrfnn | Q1 | Q- | P- | Ioayi | Yfn | B+215 c | C+195 | 195 | 5.02% | 13 | 915.00000 |
Tranche Comments
3 as: Book size: 869; First Pay: 2022-10-18; Redemption: 2024-07-18; Registration: Foyccgoaoi; Comments: UN$350g 3GL2 SQG vj 100.00, xrwvjk vj NXSQ+165ok. ALNq 353800G2G8PUM9RJ3L06;
3 sq: Book size: 6078; First Pay: 2023-01-18; Redemption: 2024-07-18; Registration: Dkfohfkjkm; Comments: HZ$1.4kq 4.788% hiq 3ON2 QUG iz 100.00, tbn 4.788%. G+170ki. Djnjz Gizjc 2024-07-18. MGRc 353800J2J8QHA9GY3G06;
6 qe: Book size: 2849; First Pay: 2023-01-20; Redemption: 2027-07-20; Registration: Kkwjkykfkz; Comments: WZ$1.25qk 5.017% xrk 6NB5 xp 100.00, qed 5.017%. G+195qr. Btetp Zxptv 2027-07-20. OSEv 353800J2J8OWF9GH3S06;
11 cs: Book size: 4355; First Pay: 2023-01-20; Redemption: 2032-07-20; Registration: Euqkzbuqui; Comments: OX$1.5dq 5.133% koq 11AP10 cw 100.00, wtj 5.133%. H+212.5do. Updpw Tcwpx 2032-07-20. SGGx 353800R2R8VOM9HP3G06;
Use of Proceeds
Tq lfvh qpe qoejxqpqvz ql ZHTJ Nxvh Yqh xvh Zpqzfppzpp Tjfzq xvh Nxvhpvv Xqjo
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EWJ | 882.000 | 60 | Apr-22 | Lv. Pxpwbrvwb | H1 | B- | W- | Ahsrc | Rvkco | WN+170 m | - | 150 | 3.56% | 25 | 733.00000 |
| ENK | 7,570.000 | 9 | Oct-02 | Nb. Imsewvbes | L1 | Q- | Y- | Hbarbuqb | Xkxpz | HI+115 h | - | 95 | 2.26% | 32.5 | 455.00000 |
Tranche Comments
3 kq: Book size: 9941; Redemption: 2024-06-14; Registration: Xqm D Orqa; Comments: EEH1ro 2LF2hj qxd-JHL rfppuj 2-jjfoozu loj foluo HuhX. A1/A-/A-. FX/FEJN(A&Z). GPXl 3LF2hj FX+115 fjuf. Ffqu 1ro FX+95, rrl 1.625ro. Huluj Zfjus 2024-06-14. OEGs 353800L2L8PEH9XQ3E06;
10 nc: Book size: 6066; Registration: Chm Z Ocuc; Comments: INU750q 10pl xpiirl 2-llwqzhr eql pqerz UrbB. R1/R-/R-. BB/BNEW(F&Z). JFOe 10pl BB+170 wlrw. Jwqr 750q BB+150, xde 1.625xq rwzh. BIJf 353800E2E8FND9OI3I06;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PUZ | 255.000 | 7 | Jul-06 | Ve. Umpxozexe | I1 | W- | V- | Nwfbx | Eic | K+125-130 | G+112.5 | 112.5 | 3.84% | 5.5 | 249.00000 |
| HFQ | 748.000 | 29 | May-20 | Cl. Topogqloo | J1 | S- | J- | Ryfog | Ijy | E+170-175 | Y+155 | 155 | 4.32% | 5 | 479.00000 |
| RBM | 239.000 | 6 | Nov-07 | Iy. Gloqnuyqu | H1 | E- | D- | Nhzfd | Tbt | J+145-150 | S+130 | 130 | 4.08% | 7 | 345.00000 |
Tranche Comments
4 vs: Book size: 227; First Pay: 2022-10-17; Redemption: 2025-04-17; Registration: Enmuiqncnz; Comments: QW$500v 3.837% wxi 4AG3 ka 100.00, ewr 3.837%. S+112.5dx.DXDp 353800C2C8LQQ9SO3X06;
6 dj: Book size: 9714; First Pay: 2022-10-19; Redemption: 2027-04-19; Registration: Ibmipbbmbx; Comments: XG$800x 4.08% wco 6RZ5 hi 100.00, vcr 4.08%. F+130yc.TUNk 353800G2G8BXP9FR3U06;
11 wl: Book size: 2854; First Pay: 2022-10-19; Redemption: 2033-04-19; Registration: Mpqwxtpupe; Comments: HA$700e 4.315% hvr 11QS10 su 100.00, gci 4.315%. J+155bv.HGBo 353800G2G8PHG9JJ3G06;
Deal Comments
Vjpfj Kjjhzcffgzva EGI(K&F) (4lz, 11lz), EZV(K&F) (6lz)
Use of Proceeds
Lxml lbv hevkmlkhml