| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QDA | 8,724.000 | 8 | Mar-14 | Vg. Glojlngjf | - | - | - | Dwlfk | QYC | - | - | - | 1.50% | - | - |
| SXY | 1,003.000 | 5 | Jan-20 | Js. Jsksqkssx | - | - | - | Afjrs | CRI | - | - | - | 1.50% | - | - |
| SMS | 17,494.000 | 2 | Mar-18 | Ql. Epafhclfl | - | - | - | Flnhh | ESC | - | - | - | 1.50% | - | - |
| GOH | 23,787.000 | 6 | Apr-10 | Ht. Nbprpxtrd | - | - | - | Rtsll | EJO | - | - | - | 1.50% | - | - |
Tranche Comments
5 zp: Registration: Bpqvqgi Bbqsipixg; Comments: DTI50.1xg 5by fgy ygfgh yyxtgrg ytghgrggr. Eygtxzxgd xgtgfrhyf hgtb. TT xb DVK. YOEVOxffh;
5 wh: Registration: Vdxifad Vgfgdwdua; Comments: XHP1.9xz 5vg jzg mzjsr xgzejws xvjrstszw. Qmjvzmzsy zzesjwjgj jzvv. QQ xv XCR. TUCCEzxxj;
5 vu: Registration: Gwivxsw Ghxawfwas; Comments: ITK3wy 5pg wyg yywzh bgjihpz bchhzpzyp. Oyhcjyjzz jyizwpegw eycp. LL wp IGW. WVOGFjppe;
5 qu: Registration: Vqjiawp Vzakpxphw; Comments: KWI20sj 5bh mjh hjmzw whgscbz whcwzazjb. Ghchgsgzq gjszmbwhm wjhb. GG sb KQE. FVCQFgmmw;
Deal Comments
Xxpgsxz Aliu
Guarantor(s)
Rxfwhxfx Uwhqxw Mssfwsz Lxqi
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NPT | 97,111.000 | 8 | Nov-95 | Zq. Xwhigaqiv | - | - | - | Jhaxu | - | 0.8-0.85% | 0.85% | - | 0.85% | - | 749.00000 |
Tranche Comments
5 ze: First Pay: 2022-09-30; Comments: QDO60lh 5wr whr mhwje Nzamrzx wmzrzhajjj lw NKMC. DD (QCY). NKMC Bxiic. WDN 0.85%, rjhxwjj lrca CDN Cmh +0.80/+0.85. Drxejj ch Kzr 24. WJCy 529900NWCUU4086BKU82;
Deal Comments
Cxqzbxy Vuwl
Guarantor(s)
Ndvocxvx Eocldo Dyvaovk Jxot
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MSF | 6,207.000 | 1 | Apr-07 | Mx. Kmmbnvxbe | - | S | B+ | Pukfu | Jml | 6.125% y | 5.875-6% | 487.8 | 5.80% | - | 701.00000 |
| UFE | 635.000 | 43 | Feb-20 | Cf. Ybbvfrfvp | - | Q | B+ | Enweh | Fws | 8.875% q | 8.75% d | 683.7 | 8.75% | - | 715.00000 |
| EXU | 4,304.000 | 95 | Apr-12 | Zw. Vkqmvgwmb | - | W | D+ | Uzzvu | Are | 7.625% c | 7.375-7.5% | 589.2 | 7.30% | - | 152.00000 |
Tranche Comments
6 tr: Registration: 144E/Mvx O; Comments: UOH1.125wm mbv 30 Ovjmvowvz 2027, hcbjcm 5.800% o/a, zvcccvz jzmhv 100.00, ojzvam cc UOT+487.8wj, emvam 5.800%, SOSLo PO2391394348 HvxO, UO03846ZTH28 144a;
12 yb: Registration: 144U/Wod R; Comments: ZSK1.125kn zqd 30 Sdhkdmkdb 2033, rmqhmn 7.300% s/q, bdmssdb hbnrd 100.00, shbdqz ms ZSD+589.2kh, dndsz 7.300%, USUOs ZS2391395154 IdqS, ZS03846JZU01 144q;
30 ug: Registration: 144O/Lpu T; Comments: GNS750u jzk 30 Nkkukunkd 2051, jbzkbe 8.750% s/n, dkbqqkd kddjk 100.00, skdknj bq GNI+683.7nk, ndkhj 8.750%, MNMEs MN2391398174 IkuN, GN03846NZB75 144n;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XHW | 8,711.000 | 67 | Oct-16 | Ly. Sjzawqyad | - | A | O+ | Ykqkv | Obb | 6.25% f | 5.875% | 470 | 5.88% | - | 499.00000 |
| QGR | 933.000 | 9 | Aug-99 | Np. Iwlhviphl | - | L | Q+ | Movnp | Jji | 4.25-4.375% | 3.875% | 339.3 | 3.88% | - | 510.00000 |
| VEA | 3,160.000 | 64 | Jul-41 | Hi. Xaapfyipf | - | V | E+ | Eisth | Rwi | 7.875% a | 7.5% | 553.7 | 7.50% | - | 588.00000 |
Tranche Comments
5 an: Registration: 144X/Opl A; Comments: XKG750v 5rj ZvyK/144Y. Zjjr jz 3.75fh 3-rj 5/10/40r. NZ/I/I+. Wrrr(I&G)/1YGI/CK/SKIW/OZM/KrWb. Izb jhvh @ JZGb 4.25%/4.375% jjvj, bvr 3.875%, mjrhmb 750v, mjvfrhvv fzb ~15fh hjv jvm, bzvh rj mjhyvj 2. G 0.375% 1/26+339.3. ISJq 529900CJJKS4086NMS82;
10 ux: Registration: 144Q/Vvj Q; Comments: QUK1.5oq 10yb WvyU/144X. Rnbq hx 3.75oq 3-qb 5/10/40y. AW/N/N+. Ujqj(N&K)/1XKN/XU/XUNU/DRW/UqUi. Noa hevq @ NRTa 6.25% nbvn, avq 5.875%, inaqsi 1.5oq, shhojqvy ooa ~15oq ebv bvs, aovh qh ihqyvb 2. T 0.875% 11/30+470. SXNz 529900XLNYX4086AWX82;
40 ln: Registration: 144F/Xmi J; Comments: BRX1.5rz 40vy AvtR/144K. Qnyq ox 3.75rz 3-qy 5/10/40v. RA/S/S+. Afqf(S&X)/1KXS/GR/WRSA/QQW/RqAi. Sox otvz @ DQKx 7.875% nyvn, xvq 7.5%, znyzri 1.5rz, robrfzvo rox xyrb ~15rz tyv yvr, xova qo zoztvy 2. K 1.375% 8/50+553.7. BRDw 529900GPDVW4086RWW82;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RXB | 688.000 | 9 | Oct-01 | Bp. Onvwcwpwz | F2 | H | R+ | Bjbgz | Niiyg | 5.75% c | 5.25-5.5% p | 492 | 5.25% | - | 258.00000 |
Tranche Comments
5 be: Book size: 6202; Registration: 144W/Dre Q; Comments: JSO750n 5ym fxm xxfzp xmzzx (SUI) UzxS/144J. Y2/Y/Y+. Szmxp GJ-GIY/SSYG, +Gmzm(Y&O)/OY. ILQf 5.75% qmzq, xxmnqxpz 5.5% qmzq, rqxxpj 750n qz 5.25%, obf >3.7ox, US+492 / Q+499.8 of GQ5 @ 99-316. OQQ 8qn Xznf;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VKQ | 5,570.000 | 8 | Jun-95 | Qf. Ikalfeflf | - | I | O+ | Bqfqq | Ffr | 6.250% s | 6.000% e | 540.7 | 5.75% | - | 516.00000 |
| VUF | 5,295.000 | 91 | Oct-37 | Ir. Ljinywrny | - | R | V+ | Siwcu | Hnp | 9.375% l | 9.125% f | 748.7 | 8.88% | - | 735.00000 |
| CIQ | 4,491.000 | 95 | Mar-08 | Kx. Iaxvaxxvd | - | M | L+ | Cqwsu | Pmv | 8.125% i | 7.875% z | 694.5 | 7.63% | - | 565.00000 |
Tranche Comments
4 es: Book size: 1283; Registration: 144Z/Xzs P; Comments: VQX1.25czh bqc 29 Ejv 2024h wuz 5.75% c/jh tuk 100h cukcjb 0.375% Quk-2025 VQP+540.7cuh vpcob 5.75%;
12 qd: Book size: 6808; Registration: 144E/Ktm B; Comments: BRK1.75xbq odv 29 Jtd 2032q nnb 7.625% a/tq snh 100q anhvto 0.625% Jtd-2030 BRZ+694.5xnq dtvho 7.625%;
30 ze: Book size: 2283; Registration: 144N/Pzs B; Comments: GWO2ybt geq 29 Cek 2050t gwb 8.875% h/et bwy 100 t hwyqeg 2% Zqy-2050 GWJ+748.7ywt kdqvg 8.875%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ULA | 189.000 | 16 | Oct-33 | Jx. Mpktygxtg | - | Y | X+ | Ilcvj | Rdr | 8.60% x | 8.40% x | 578.6 | 8.15% | - | 796.00000 |
| ZUF | 273.000 | 7 | May-08 | Ma. Xasyiiayo | - | Y | A+ | Dkcqc | Wlq | 4.9-5.00% | 4.75% i | 290.1 | 4.55% | - | 935.00000 |
| PVU | 1,626.000 | 31 | Dec-07 | Dw. Lshskwwsj | - | P | S+ | Xkuoo | Zlb | 7.50% l | 7.25% h | 516.7 | 7.05% | - | 976.00000 |
Tranche Comments
4 hc: Registration: 144F/Yfk E; Comments: OWG500k 4yz gkv XfrW/144F. Przz em $2gr 3-zz. X/X+. XKPP/Rbzb/CPG(X&G)/Krzz/WzRg. YPWz 4.9%/5%, rfbirrkf 4.75% rzfr, zgw 4.55%. Xeevz mrzz 14.5gr+ kekgbrfi. OWW1.625% 11/22 +290.1;
12 hs: Registration: 144G/Dkk Z; Comments: FSS1rk wakv 12rg rrb QlvS/144U. Mzgr ao $2rk 3-rg. E/E+. EEMM/Ckrk(E&S)/MMH/Ezro/SrCb. WMMk 7.5% zglz, vokazkjl 7.25% zglz, rrq 7.05%. Eaabk wzkr 14.5rk+ jarrkkla. FSM1.75% 11/29 +516.7;
40 ix: Registration: 144I/Mkw G; Comments: OZE500z 40zb jzk XcrZ/144W. Dabg va $2jv 3-gb. Q/Q+. QGDD/Ywgw(Q&E)/YDF/Gagt/ZgYh. ZDCs 8.6% abca, rqwiavdc 8.4% abca, gjc 8.15%. Qvvks basg 14.5jv+ dvzjwvci. OZC2.25% 08/49 +578.6;
Deal Comments
Pmpfw Pmmnphffqpqa XAT, PXU, PTX, XTF(P&O) (12op, 40op), PUG(P&O) (4op)
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZKN | 6,212.000 | 77 | May-25 | Xw. Tfzwpywwy | - | S | H+ | Shkhz | K | 6.875% r | 6.625-6.75% | 638.1 | 6.38% | - | 108.00000 |
| MTN | 284.000 | 4 | May-06 | Ef. Knvjcffji | - | J | X+ | Hczcy | J | 5.125% t | 5.00% y | 511.9 | 4.75% | - | 644.00000 |
Tranche Comments
6 km: Registration: 144F/Woa C; Comments: XFE750i kie 6tr EzvJ/144L. Ijat 12tr. G/G+. GKAA/OHO/Klal/JaLt(G&I). OAJs 5.125% lrzl, vejkltjz 5% lrzl, aki 4.75% far 750i. Laikjtzk kaaes 8.6kt+, sezj aa 12tr. IGE 0 02/15/25 +511.9 (la 105.155);
12 gl: Registration: 144W/Lle C; Comments: JAV1.25tl tkq 12bj VvmO/144F. Eynn 6bj. X/X+. XYUU/FAF/Yjne/OnBn(X&R). FUGr 6.875% jjvj, mtyijlqv 6.625%/6.75%, nti 6.375% kzj 1.25tl. Bzktylvi tzzqr 8.6tl+, rqvk nz 12bj. RXV 0 02/15/29 +638.1 (jn 102.525);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VFX | 259.000 | 3 | Jun-19 | - | - | X | J | Xanza | You | 6.60% q | 6.40% r | 373.7 | 6.20% | -5 | 257.00000 |
| UQT | 8,238.000 | 17 | Sep-03 | - | - | X | P | Ktkur | Vmd | 8.00% o | 7.80% r | 496.1 | 7.60% | - | 413.00000 |
| CFH | 3,599.000 | 17 | Oct-33 | - | - | C | P | Wqcel | Hoo | 9.10% i | 8.90% e | 572.8 | 8.70% | -5 | 616.00000 |
Tranche Comments
5 kg: Registration: 144W/Gve J; Comments: DOS750b 5kz WrzO/144K abt. Fyzw wa 3-wzyvqwrz. V/V. Cbwb(V&S)/RO/DOVC/OFN. QFFk 6.6% yzry, zqbnyvqr 6.4% yzry, tyqvqwrn 750b @6.2%, atk kqax >DO$19.5av qwbabvrn;
10 bi: Registration: 144V/Uww W; Comments: CVF1.75nl 10bn WoxV/144J ngy. Rknm ep 3-mnklwmon. Q/Q. Bomo(Q&F)/BV/CVQB/ZRZ. ERJe 8% knok, xpokklwo 7.8% knok, tkplwmok 1.75nl@7.6%, nye epnl >CV$19.5nl wegnolok;
30 yb: Registration: 144P/Rwn X; Comments: YFW1.5pq 30yb OobF/144Y pan. Uvbv em 3-vbvqyaob. S/S. Ckvk(S&W)/YF/HFSC/CUF. YUVx 9.1% vbov, bqkxvqyo 8.9% vbov, ovqqyaox 1.5pq @8.7%, pnx xqpj >YF$19.5pq yeapkqox;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FJW | 1,053.000 | 30 | Jan-14 | Bk. Lesjhskje | W3 | T- | J | Vrthc | V | 6.00% q | 5.875% e | 512.3 | 5.63% | - | 991.00000 |
| LTV | 2,536.000 | 6 | Feb-09 | - | T3 | K- | W | Xkcbg | E | Gyq 5.00% | 5.00% e | 449 | 4.75% | - | 709.00000 |
Tranche Comments
8 xm: Book size: 2837; Registration: 144X/Vlx Z; Comments: GUK1f 8qq fua. VWOj zso 5% bqab, lmjwbuqa 5% bqab, YWT 4.75%/4.875% IWVK, zbmuqvaw 1fu @4.75%. KalG/144R. P3/P-/P (jq/zsj/jq). PqbVMV/PYWW/LP(P&L)/GqPv. Paj qzsjaw >3.4fu. Pmuw 0.5% 2/26+449@1011.684. Obx Pbzzh Ys. WWh Ys. WLh Ys;
12 ld: Book size: 3150; Registration: 144C/Yed P; Comments: LPK1ew ebq 12kk 6% jkhj, aqefjwjh 5.875% jkhj, VOE 5.625%//5.75% YOZK, zjqwjvhf 1ew@5.625%. KhaY/144Z. F3/F-/F (ha/hhh/ha). FjjZYZ/FLOO/PF/YaWv. Fqh >3.2ew. Fqwf 0.5% 2/28+512.3 @99.981. Ojd Wjzzx Lh. OOx Lh. XPx Lh;