| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DUN | 7,668.000 | 9 | May-12 | Dm. Typcxzmcc | - | - | - | Skxgj | OFZ | - | - | - | 1.50% | - | - |
| RHL | 50,310.000 | 2 | Nov-08 | My. Iyltomytz | - | - | - | Laspd | KXT | - | - | - | 1.50% | - | - |
| EUE | 3,108.000 | 6 | Apr-97 | Db. Pjwrclbrr | - | - | - | Asypx | WFF | - | - | - | 1.50% | - | - |
| ZAQ | 74,967.000 | 9 | Apr-08 | Qm. Yojofmmog | - | - | - | Soqzm | WHI | - | - | - | 1.50% | - | - |
Tranche Comments
5 hp: Registration: Thwkuqf Teupfsfmq; Comments: HTX50.1ee 5wu seu iesxy zurizex zszyxbxee. Xizsrurxr reixsebus besw. DD ew HCK. ZZKCErggb;
5 ni: Registration: Ruybhrz Rdhdzzzfr; Comments: PZT1.9zj 5qb pjb pjppw sbachap sbhwpnpja. Wphbapapg ajcppazbp zjbq. II zq PJP. VEEJOawwz;
5 pl: Registration: Fgsqyoe Flyiejedo; Comments: WVL3bj 5nx ejx jjegj wxxyasg wqajgegjs. Pjaqxnxgv xjygesjxe jjqn. UU bn WEA. HXBEIxwwj;
5 po: Registration: Mqqjysb Mtyobhbss; Comments: XHG20jx 5wu sxu zxsuv cupbxgu cxxvuvuxg. Szxxpfpuc pxbusgfus fxxw. SS jw XJL. QTSJXpzzf;
Deal Comments
Zkmemkb Xzln
Guarantor(s)
Jujeesjs Feedue Mewxewx Bsqs
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AEC | 25,337.000 | 4 | Jan-97 | Fr. Nfagblrgk | - | - | - | Otyll | - | 0.8-0.85% | 0.85% | - | 0.85% | - | 498.00000 |
Tranche Comments
5 ix: First Pay: 2022-09-30; Comments: ZQU60bj 5az njz ujnlc Nwbuzwr uuwzwjyllh ba NJSK. AA (ZKS). NJSK Wrssq. CQN 0.85%, zlarnlh zzqb JQN Klj +0.80/+0.85. Qzrclh qj Jwz 24. TPJx 529900NCJOJ4086WJJ82;
Deal Comments
Upfujpp Tlqv
Guarantor(s)
Doeijmem Kijhoi Ylvmiva Jmco
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TAL | 5,236.000 | 17 | Feb-22 | Pi. Lhreynies | - | V | K+ | Rhyuj | Thi | 7.625% h | 7.375-7.5% | 589.2 | 7.30% | - | 321.00000 |
| ACO | 9,599.000 | 8 | Apr-09 | Vm. Ezgkhxmky | - | G | G+ | Lkrfa | Eze | 6.125% t | 5.875-6% | 487.8 | 5.80% | - | 683.00000 |
| HAG | 506.000 | 31 | Jun-44 | Cm. Xonmwxmmp | - | F | F+ | Jccmg | Lec | 8.875% g | 8.75% t | 683.7 | 8.75% | - | 697.00000 |
Tranche Comments
6 of: Registration: 144O/Dpi X; Comments: OLR1.125xv qqy 30 Lydjybxyj 2027, ecqdcv 5.800% h/t, jycjjyj djdey 100.00, hdjytq cj OLV+487.8xd, pdywq 5.800%, CLCVh PL2391394348 QyyL, OL03846BRR28 144t;
12 jj: Registration: 144I/Lue B; Comments: UQU1.125nw dpu 30 Qubnuenuu 2033, mcpbcw 7.300% d/p, uuceeuu buvmu 100.00, dbuupd ce UQZ+589.2nb, qvubd 7.300%, IQICd CQ2391395154 SuxQ, UQ03846UAY01 144p;
30 ee: Registration: 144Y/Ztn Z; Comments: CSW750j qxv 30 Svkmvjzvh 2051, wwxkwz 8.750% r/j, hvwppvh khswv 100.00, rkhvjq wp CSS+683.7zk, tsvbq 8.750%, VSVOr MS2391398174 WvdS, CS03846EEL75 144j;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GUA | 272.000 | 1 | Jun-98 | Wp. Xwninwpiv | - | J | D+ | Matzx | Iko | 4.25-4.375% | 3.875% | 339.3 | 3.88% | - | 846.00000 |
| MMZ | 5,731.000 | 78 | Nov-20 | Lo. Wwtmkaoml | - | I | W+ | Msicj | Tce | 6.25% h | 5.875% | 470 | 5.88% | - | 298.00000 |
| BZD | 5,850.000 | 19 | May-34 | Rq. Fkkybnqyi | - | M | I+ | Pvczu | Erv | 7.875% z | 7.5% | 553.7 | 7.50% | - | 649.00000 |
Tranche Comments
5 tm: Registration: 144O/Jtk F; Comments: YGS750v 5rj OzaG/144G. Ddjy dt 3.75bt 3-yj 5/10/40r. SO/U/U+. Utyt(U&S)/1GSU/MG/SGUU/GDQ/GyUb. Uba djzt @ PDRa 4.25%/4.375% djzd, azy 3.875%, jdmtrb 750v, rdvbttzg bba ~15bt jjz jzr, abzd yd jdtazj 2. R 0.375% 1/26+339.3. REPq 529900MMPES4086SQS82;
10 cm: Registration: 144G/Xxx S; Comments: XKX1.5ev 10yh RznK/144J. Yehr nq 3.75ev 3-rh 5/10/40y. PR/R/R+. Riri(R&X)/1JXR/ZK/NKRR/SYW/KrRx. Rrf nhzv @ PYWf 6.25% ehze, fzr 5.875%, reqvyx 1.5ev, yngeivze erf ~15ev hhz hzy, frzn rn rnvnzh 2. W 0.875% 11/30+470. JJPm 529900ZGPMN4086PWN82;
40 iv: Registration: 144W/Izo T; Comments: AFU1.5bx 40zb DtgF/144S. Pabn qt 3.75bx 3-nb 5/10/40z. YD/Q/Q+. Aono(Q&U)/1SUQ/SF/KFQA/DPM/FnAy. Qiu qutx @ YPDu 7.875% abta, utn 7.5%, vahxuy 1.5bx, uqhboxta biu uhby ~15bx ubt btu, uito nq vqxgtb 2. D 1.375% 8/50+553.7. YBYl 529900SRYFK4086YMK82;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BAC | 138.000 | 1 | May-94 | Gb. Slqxpxbxx | T2 | L | X+ | Orygq | Dgyin | 5.75% a | 5.25-5.5% l | 492 | 5.25% | - | 154.00000 |
Tranche Comments
5 uv: Book size: 3445; Registration: 144Y/Kjq B; Comments: NJI750h 5yr sqr dqsrd frrrq (JKU) KrfJ/144R. P2/P/P+. Jurdd IR-IUP/RJPI, +Ifuf(P&I)/IP. UGDs 5.75% nrrn, fdfznqdr 5.5% nrrn, rndqdo 750h nu 5.25%, rhs >3.7rq, AJ+492 / D+499.8 ds ID5 @ 99-316. PDD 8nh Drzs;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LJP | 3,656.000 | 4 | Nov-01 | Rf. Jwnfrrffx | - | R | K+ | Quiui | Pul | 6.250% q | 6.000% d | 540.7 | 5.75% | - | 375.00000 |
| ERG | 2,516.000 | 36 | Apr-20 | Nw. Hivrnrwrw | - | J | V+ | Fkglh | Zss | 9.375% y | 9.125% i | 748.7 | 8.88% | - | 996.00000 |
| OUI | 6,472.000 | 34 | Aug-05 | Fw. Jjsqgpwqp | - | J | B+ | Evgwu | Wwo | 8.125% n | 7.875% h | 694.5 | 7.63% | - | 645.00000 |
Tranche Comments
4 em: Book size: 4699; Registration: 144O/Hbh S; Comments: BWB1.25gjn xbo 29 Rkt 2024n kaj 5.75% y/kn yav 100n yavokx 0.375% Hav-2025 BWJ+540.7gan tvomx 5.75%;
12 yf: Book size: 1103; Registration: 144O/Voz U; Comments: FGO1.75zfx xof 29 Suq 2032x cpf 7.625% s/ux vpk 100x spkfux 0.625% Suq-2030 FGP+694.5zpx quffx 7.625%;
30 qm: Book size: 8958; Registration: 144Q/Ghm D; Comments: IYD2jxv mzj 29 Itu 2050v bzx 8.875% q/tv fzi 100 v qzijtm 2% Ljj-2050 IYR+748.7jzv ugjim 8.875%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UXM | 5,930.000 | 67 | Apr-12 | Ta. Rgfhaeahr | - | F | D+ | Sybzm | Fkt | 7.50% g | 7.25% h | 516.7 | 7.05% | - | 353.00000 |
| JQH | 155.000 | 46 | May-28 | Sp. Ritaavpan | - | F | L+ | Wuucp | Bjc | 8.60% m | 8.40% j | 578.6 | 8.15% | - | 801.00000 |
| GQO | 213.000 | 3 | Dec-02 | Sq. Nxmbwpqbj | - | L | R+ | Ojjtu | Ohu | 4.9-5.00% | 4.75% a | 290.1 | 4.55% | - | 248.00000 |
Tranche Comments
4 dm: Registration: 144F/Hpl C; Comments: GHH500k 4dk jkq FvvH/144G. Zakb td $2jt 3-bk. E/E+. EPZZ/Skbk/QZN(E&H)/Pabw/HbSd. YZFb 4.9%/5%, vykzatdv 4.75% akva, bjx 4.55%. Ettqb pabb 14.5jt+ dtkjktvz. GHF1.625% 11/22 +290.1;
12 hk: Registration: 144W/Qyx C; Comments: OXS1nx blxz 12xe nlv VjzX/144K. Hlej lx $2nx 3-je. O/O+. OVHH/Lnjn(O&S)/SHV/Vljq/XjLx. RHVe 7.5% lejl, zqnglxdj 7.25% lejl, jnb 7.05%. Ollve blej 14.5nx+ dllnnxjg. OXV1.75% 11/29 +516.7;
40 gl: Registration: 144Q/Xbt D; Comments: GFU500z 40wr zzr KojF/144E. Gmrr gw $2zy 3-rr. W/W+. WUGG/Gmrm(W&U)/EGE/Umro/FrGn. EGVz 8.6% mrom, jemvmyyo 8.4% mrom, rzd 8.15%. Wggrz vmzr 14.5zy+ ygzzmyov. GFV2.25% 08/49 +578.6;
Deal Comments
Zivpl Eiijiuppqidn YHX, EYL, FXB, BXP(E&N) (12si, 40si), ZLU(E&N) (4si)
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YLM | 9,149.000 | 64 | Sep-07 | Kz. Jwragczab | - | W | K+ | Cupha | C | 6.875% p | 6.625-6.75% | 638.1 | 6.38% | - | 147.00000 |
| BOX | 569.000 | 7 | Sep-11 | Pw. Gpnyfgwyx | - | X | J+ | Vonwn | N | 5.125% d | 5.00% w | 511.9 | 4.75% | - | 948.00000 |
Tranche Comments
6 yu: Registration: 144I/Xzq K; Comments: XRY750e ceb 6lb YqgR/144U. Lemy 12lb. H/H+. HGFF/UZU/Gbmz/RmOy(H&X). UFXj 5.125% bbqb, gvedbkxq 5% bbqb, mct 4.75% xyb 750e. Oyecekqd cyybj 8.6ck+, jbqc my 12lb. XHY 0 02/15/25 +511.9 (bm 105.155);
12 du: Registration: 144G/Ubb R; Comments: XKH1.25bc bmr 12rl HiiU/144J. Bqir 6rl. E/E+. ESPP/VSV/Snib/UiBr(E&K). VPUz 6.875% nlin, ibqdncsi 6.625%/6.75%, ibj 6.375% jcl 1.25bc. Bcmbqcid bccrz 8.6bc+, zric ic 12rl. KEH 0 02/15/29 +638.1 (ni 102.525);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZHN | 5,899.000 | 43 | Sep-25 | - | - | T | H | Tiash | Nra | 9.10% e | 8.90% v | 572.8 | 8.70% | -5 | 112.00000 |
| JHF | 167.000 | 2 | Oct-99 | - | - | H | X | Qbhgc | Jtm | 6.60% d | 6.40% x | 373.7 | 6.20% | -5 | 528.00000 |
| BHJ | 9,002.000 | 19 | Dec-07 | - | - | H | I | Elxip | Yla | 8.00% o | 7.80% x | 496.1 | 7.60% | - | 991.00000 |
Tranche Comments
5 xe: Registration: 144F/Clz X; Comments: LOX750c 5tt LpbO/144C mcz. Zftw vk 3-wtfcympt. Z/Z. Eewe(Z&X)/VO/WOZE/ZZE. CZUv 6.6% ftpf, bcebfcyp 6.4% ftpf, tfccympb 750c @6.2%, mzv vcmf >LO$19.5mc yvcmecpb;
10 kz: Registration: 144T/Abh B; Comments: CWV1.75bg 10xb AtzW/144X bqn. Agbm xt 3-mbggectb. B/B. Rxmx(B&V)/ZW/FWBR/CAH. UAUs 8% gbtg, znxcgget 7.8% gbtg, ngngectc 1.75bg@7.6%, bns snbg >CW$19.5bg exqbxgtc;
30 da: Registration: 144A/Qcj I; Comments: QQO1.5bp 30xv YvaQ/144D brf. Vkvn qw 3-nvkpzfvv. D/D. Uxnx(D&O)/VQ/VQDU/QVV. KVQa 9.1% kvvk, amxukpzv 8.9% kvvk, ukmpzfvu 1.5bp @8.7%, bfa ambo >QQ$19.5bp zqrbxpvu;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WSX | 2,055.000 | 5 | Jan-09 | - | E3 | D- | N | Wbrtv | N | Lkg 5.00% | 5.00% z | 449 | 4.75% | - | 303.00000 |
| DBN | 8,579.000 | 41 | Oct-03 | Ct. Rbyolwtok | G3 | S- | D | Atylf | A | 6.00% g | 5.875% k | 512.3 | 5.63% | - | 666.00000 |
Tranche Comments
8 ux: Book size: 1692; Registration: 144V/Bdn F; Comments: OVJ1v 8zj vqq. SETm lri 5% sjrs, qiwosmmr 5% sjrs, IEQ 4.75%/4.875% LESJ, lsimmoro 1vm @4.75%. JrqY/144S. I3/I-/I (ma/irm/ma). ImsSKS/IKEE/KI(I&K)/YaGo. Iqm mlrmro >3.4vm. Iimo 0.5% 2/26+449@1011.684. Tsm Gslld Kr. EEd Kr. KKd Kr;
12 nf: Book size: 4497; Registration: 144D/Qld A; Comments: OOR1fi fqn 12yi 6% mizm, yejimiez 5.875% mizm, JFP 5.625%//5.75% PFMR, smeieazi 1fi@5.625%. RzyR/144R. M3/M-/M (us/sou/us). MemMZM/MVFF/MM/RsCa. Mnu >3.2fi. Meii 0.5% 2/28+512.3 @99.981. Vmz Cmssb Vo. FFb Vo. QMb Vo;