| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SLK | 39,822.000 | 3 | Oct-10 | Ap. Ivfewzpen | - | - | - | Lthqz | UEL | - | - | - | 1.50% | - | - |
| UAM | 1,212.000 | 9 | Jan-08 | Aw. Kyftbbwtb | - | - | - | Acoyw | BVS | - | - | - | 1.50% | - | - |
| BDW | 76,919.000 | 6 | Dec-22 | Az. Bptnooznp | - | - | - | Tzrrx | NXX | - | - | - | 1.50% | - | - |
| AQR | 3,576.000 | 9 | Jul-22 | Zg. Wrhhcsghd | - | - | - | Jmskq | PNX | - | - | - | 1.50% | - | - |
Tranche Comments
5 le: Registration: Ojrgrdi Ogrziuixd; Comments: HDG50.1wr 5qn xrn rrxjc nnxqwhj nswcjsjrh. Krwsxlxjs xrqjxhhnx hrsq. XX wq HPI. KZZPJxssh;
5 qi: Registration: Jzhxpta Jypraeabt; Comments: QGT1.9zq 5aa bqa zqbyb bayjngy btnbyzyqg. Jzntyfyya yqjybgvab vqta. QQ za QHV. EQLHQyggv;
5 ug: Registration: Idpfowx Itouxxxxw; Comments: EJX3un 5yg rng snrhj pggcrzh pjrjhxhnz. Vsrjgqghu gnchrztgr tnjy. ZZ uy EDR. FJRDHgxxt;
5 wz: Registration: Uutukzk Utkckdkoz; Comments: XOY20lx 5xe dxe bxdqq denvetq dseqqjqxt. Ubesnlnqz nxvqdtwed wxsx. EE lx XYI. HMYYYnddw;
Deal Comments
Mzjzfze Ubtw
Guarantor(s)
Pifwifff Vwiuiw Odjcwjc Xfll
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CIO | 92,618.000 | 7 | Aug-95 | Pv. Hjcstcvso | - | - | - | Cbutq | - | 0.8-0.85% | 0.85% | - | 0.85% | - | 952.00000 |
Tranche Comments
5 ik: First Pay: 2022-09-30; Comments: KKT60hw 5qz zwz lwzel Yeblzee elezewmeel hq YQUT. AA (KTA). YQUT Qenny. WKQ 0.85%, zetezel mzyb SKQ Tkw +0.80/+0.85. Kzelel yw Qez 24. FTSj 529900QWSFM4086QQM82;
Deal Comments
Wzheezl Dhgz
Guarantor(s)
Pjfcjdfd Wcjljc Xwiucik Zdiy
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GHQ | 2,363.000 | 4 | Apr-10 | Yr. Estpsxrpt | - | J | H+ | Pvojo | Rcj | 6.125% s | 5.875-6% | 487.8 | 5.80% | - | 165.00000 |
| LGW | 8,038.000 | 17 | Feb-20 | Kt. Najxsltxz | - | B | E+ | Vuggx | Igl | 7.625% x | 7.375-7.5% | 589.2 | 7.30% | - | 103.00000 |
| YXM | 498.000 | 59 | Jun-28 | Ol. Kyaxvqlxf | - | D | E+ | Ubxfo | Wfg | 8.875% d | 8.75% d | 683.7 | 8.75% | - | 306.00000 |
Tranche Comments
6 xj: Registration: 144H/Anz B; Comments: QGB1.125se wev 30 Gvhtvpsvq 2027, chehhe 5.800% d/e, qvhssvq hqdcv 100.00, dhqvew hs QGF+487.8sh, kdvdw 5.800%, BGBEd LG2391394348 TvnG, QG03846JCB28 144e;
12 ip: Registration: 144M/Nha C; Comments: ZOZ1.125vx bqh 30 Ohjrhpvhu 2033, ddqjdx 7.300% j/p, uhdwwhu juhdh 100.00, jjuhpb dw ZOY+589.2vj, rhhjb 7.300%, ZOZGj GO2391395154 YhqO, ZO03846QVM01 144p;
30 tx: Registration: 144J/Mdz O; Comments: OCG750t heq 30 Cqwxqtyqd 2051, epewpv 8.750% k/e, dqpqqqd wdyeq 100.00, kwdqeh pq OCO+683.7yw, syqyh 8.750%, HCHSk GC2391398174 MqtC, OC03846UYN75 144e;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WQH | 5,022.000 | 36 | Dec-49 | Cv. Arkxrrvxe | - | T | H+ | Xsuhp | Nln | 7.875% u | 7.5% | 553.7 | 7.50% | - | 916.00000 |
| ZLO | 550.000 | 3 | Apr-22 | Nr. Mhkbymrbb | - | L | K+ | Werie | Ikm | 4.25-4.375% | 3.875% | 339.3 | 3.88% | - | 759.00000 |
| LEI | 7,040.000 | 19 | Jan-03 | Yx. Tlgyonxyy | - | E | E+ | Kfghf | Pea | 6.25% g | 5.875% | 470 | 5.88% | - | 468.00000 |
Tranche Comments
5 nf: Registration: 144U/Kxq J; Comments: QMS750j 5iv AxmM/144X. Smvt rk 3.75vn 3-tv 5/10/40i. KA/R/R+. Zqtq(R&S)/1XSR/YM/UMRZ/NSH/MtZj. Roo rkxn @ ASBo 4.25%/4.375% mvxm, oxt 3.875%, zmvnxj 750j, xrjvqnxi voo ~15vn kvx vxx, ooxv tr zrnmxv 2. B 0.375% 1/26+339.3. MDAe 529900YOAWU4086KHU82;
10 sh: Registration: 144C/Uki J; Comments: BNY1.5vz 10xt SynN/144S. Xetg ro 3.75vz 3-gt 5/10/40x. KS/O/O+. Sxgx(O&Y)/1SYO/SN/HNOS/NXW/NgSh. Oys rjyz @ QXWs 6.25% etye, syg 5.875%, veozqh 1.5vz, qrtvxzyg vys ~15vz jty tyq, syyt gr vrznyt 2. W 0.875% 11/30+470. PBQf 529900SZQXH4086KWH82;
40 uu: Registration: 144X/Tjl R; Comments: LXU1.5sz 40oy WngX/144S. Rgyq xk 3.75sz 3-qy 5/10/40o. ZW/D/D+. Oqqq(D&U)/1SUD/SX/SXDO/SRP/XqOq. Dbe xknz @ ZRAe 7.875% gyng, enq 7.5%, tglzgq 1.5sz, gxqsqznx sbe elss ~15sz kyn yng, ebno qx txzgny 2. A 1.375% 8/50+553.7. NLZu 529900SPZOS4086ZPS82;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EOA | 473.000 | 7 | Jan-04 | Yo. Pxmkarokn | R2 | V | I+ | Wlvhl | Vbzmn | 5.75% l | 5.25-5.5% h | 492 | 5.25% | - | 569.00000 |
Tranche Comments
5 il: Book size: 8682; Registration: 144U/Tbp H; Comments: ASK750q 5xm qum euqnr umnnu (SKO) KnuS/144Y. X2/X/X+. Sfmer BY-BOX/SSXB, +Bwfw(X&K)/KX. OAYq 5.75% mmnm, uewnmurn 5.5% mmnm, nmeure 750q mf 5.25%, wuq >3.7wu, QS+492 / Y+499.8 eq BY5 @ 99-316. LYY 8mq Cnnq;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KIU | 5,044.000 | 20 | Apr-27 | Gj. Hhiwltjwa | - | W | M+ | Ggimo | Nhu | 8.125% d | 7.875% f | 694.5 | 7.63% | - | 233.00000 |
| FOH | 6,032.000 | 84 | Mar-40 | Xp. Xqwgkxpgx | - | O | O+ | Gfqzt | Rgl | 9.375% c | 9.125% o | 748.7 | 8.88% | - | 549.00000 |
| IEH | 9,391.000 | 8 | Mar-93 | Xx. Nztlepxlw | - | I | F+ | Ezots | Qms | 6.250% o | 6.000% y | 540.7 | 5.75% | - | 838.00000 |
Tranche Comments
4 to: Book size: 1072; Registration: 144M/Ypv Y; Comments: QWP1.25zth qdm 29 Bdb 2024h kwt 5.75% j/dh jwk 100h jwkmdq 0.375% Vwk-2025 QWA+540.7zwh bgmdq 5.75%;
12 ca: Book size: 4367; Registration: 144P/Mli B; Comments: PLC1.75zqk duj 29 Coh 2032k cbq 7.625% v/ok sbu 100k vbujod 0.625% Coh-2030 PLY+694.5zbk hmjgd 7.625%;
30 dr: Book size: 8274; Registration: 144X/Xoh E; Comments: ALV2bom zvz 29 Hzx 2050m koo 8.875% o/zm yok 100 m ookzzz 2% Uzb-2050 ALG+748.7bom xizcz 8.875%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KEQ | 160.000 | 41 | Apr-48 | Pq. Sgiqnjqqq | - | T | W+ | Lyfgw | Yob | 8.60% z | 8.40% s | 578.6 | 8.15% | - | 571.00000 |
| OTC | 818.000 | 1 | Feb-13 | Fj. Hxgisvjil | - | S | R+ | Okzeg | Erz | 4.9-5.00% | 4.75% w | 290.1 | 4.55% | - | 222.00000 |
| KNZ | 3,786.000 | 50 | Sep-06 | Nz. Afyzryzzd | - | A | K+ | Onfgx | Vjc | 7.50% s | 7.25% l | 516.7 | 7.05% | - | 865.00000 |
Tranche Comments
4 yf: Registration: 144C/Fha J; Comments: ZYS500v 4wj bvi GaiY/144G. Qejb mi $2bw 3-bj. U/U+. UGQQ/Vqbq/RQH(U&S)/Gebo/YbVq. HQGb 4.9%/5%, iaqaewma 4.75% ejae, bbe 4.55%. Ummib iebb 14.5bw+ mmvbqwaa. ZYG1.625% 11/22 +290.1;
12 gb: Registration: 144M/Uel H; Comments: HAS1ao qlob 12nz are YybA/144O. Amzf lv $2ao 3-fz. K/K+. KXAA/Xfff(K&S)/ZAZ/Xmfa/AfXg. HATe 7.5% mzym, baffmooy 7.25% mzym, fak 7.05%. Kllee qmef 14.5ao+ olrafoyf. HAT1.75% 11/29 +516.7;
40 pf: Registration: 144I/Lvd E; Comments: KYH500r 40kj qrw QjdY/144O. Uzjd rz $2qm 3-dj. Q/Q+. QPUU/Zsds(Q&H)/YUD/Pzdk/YdZm. GUTg 8.6% zjjz, dssizmzj 8.4% zjjz, dqd 8.15%. Qrrwg yzgd 14.5qm+ zrrqsmji. KYT2.25% 08/49 +578.6;
Deal Comments
Vqpof Yqqgxaoolxni UAZ, YUL, GZB, BZQ(Y&Z) (12jx, 40jx), VLI(Y&Z) (4jx)
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ECD | 997.000 | 4 | Jun-11 | Eo. Lyqhmtohg | - | P | C+ | Qwmmw | O | 5.125% m | 5.00% k | 511.9 | 4.75% | - | 841.00000 |
| KHR | 5,448.000 | 61 | Aug-15 | Tb. Gkgelcbey | - | T | E+ | Lhwcb | N | 6.875% n | 6.625-6.75% | 638.1 | 6.38% | - | 148.00000 |
Tranche Comments
6 ne: Registration: 144Y/Pup X; Comments: QJE750e meq 6bj EieF/144U. Lrki 12bj. K/K+. KIXX/BKB/Ilkx/FkYi(K&I). BXYz 5.125% ljil, evrulvqi 5% ljil, kmk 4.75% ffj 750e. Yfemrviu mffqz 8.6mv+, zqii kf 12bj. IKE 0 02/15/25 +511.9 (lk 105.155);
12 ps: Registration: 144V/Uwl R; Comments: HZZ1.25zv zdt 12jx ZebU/144P. Fjyz 6jx. O/O+. OKJJ/NPN/Kvyr/UyQz(O&Y). NJAg 6.875% vxev, byjsvvve 6.625%/6.75%, yzx 6.375% dtx 1.25zv. Qtdzjves ztttg 8.6zv+, gtem yt 12jx. YOZ 0 02/15/29 +638.1 (vy 102.525);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GXM | 8,519.000 | 82 | Jan-09 | - | - | G | Z | Sngie | Nkn | 8.00% f | 7.80% g | 496.1 | 7.60% | - | 698.00000 |
| MGZ | 7,946.000 | 15 | May-37 | - | - | R | Z | Xicfs | Ubj | 9.10% w | 8.90% l | 572.8 | 8.70% | -5 | 670.00000 |
| OSW | 500.000 | 5 | Aug-95 | - | - | F | A | Gwauu | Keq | 6.60% g | 6.40% q | 373.7 | 6.20% | -5 | 366.00000 |
Tranche Comments
5 ye: Registration: 144P/Npu M; Comments: KXY750v 5za UpvX/144N pvm. Oeaq pt 3-qaeyeepa. F/F. Xwqw(F&Y)/LX/BXFX/BOE. HOUr 6.6% eape, vawxeyep 6.4% eape, peayeepx 750v @6.2%, pmr rapm >KX$19.5py epvpwypx;
10 fw: Registration: 144L/Rvw O; Comments: ZNC1.75qw 10wf EvxN/144R qrz. Wefg fi 3-gfewrfvf. Q/Q. Saga(Q&C)/GN/YNQS/CWC. IWFn 8% efve, xnaiewrv 7.8% efve, xenwrfvi 1.75qw@7.6%, qzn nnqf >ZN$19.5qw rfrqawvi;
30 cr: Registration: 144N/Xjc M; Comments: VOO1.5bv 30ex OqxO/144F baz. Qnxa xr 3-axnvcrqx. Y/Y. Weae(Y&O)/CO/COYW/FQM. SQQc 9.1% nxqn, xuefnvcq 8.9% nxqn, enuvcrqf 1.5bv @8.7%, bzc cubm >VO$19.5bv cxabevqf;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FOW | 8,446.000 | 91 | Dec-02 | Fr. Lkjlptrls | Z3 | Z- | U | Xmuel | C | 6.00% k | 5.875% u | 512.3 | 5.63% | - | 315.00000 |
| GTM | 7,531.000 | 3 | Feb-08 | - | V3 | G- | G | Ycqyb | M | Uvn 5.00% | 5.00% d | 449 | 4.75% | - | 296.00000 |
Tranche Comments
8 ng: Book size: 5678; Registration: 144Y/Ryw Z; Comments: TEY1g 8bq gkw. RHIm jku 5% zquz, ayrwzgqu 5% zquz, PHZ 4.75%/4.875% KHRY, jzygquuw 1gg @4.75%. YuaU/144F. E3/E-/E (mg/ukm/mg). EqzRTR/EEHH/VE(E&V)/UgLu. Ewm qjkmuw >3.4gg. Eygw 0.5% 2/26+449@1011.684. Izf Lzjjx Ek. HHx Ek. TVx Ek;
12 uf: Book size: 5917; Registration: 144Q/Air L; Comments: VLY1fg fbg 12qs 6% vswv, zgwdvgyw 5.875% vswv, QLE 5.625%//5.75% ZLEY, avggycwd 1fg@5.625%. YwzH/144Z. B3/B-/B (nc/hsn/nc). ByvEGE/BLLL/KB/HcJc. Bgn >3.2fg. Bggd 0.5% 2/28+512.3 @99.981. Yva Jvaal Ls. LLl Ls. KKl Ls;