| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KLG | 8,691.000 | 19 | Oct-09 | Wb. Kfhyeybyt | Hgg3 | FFF- | HHH | Ccjlz | Kqxlf | 2.875% d | 2.65-2.7% z | 220.9 | 2.65% | - | 827.00000 |
| EBT | 383.000 | 2.7 | Dec-97 | Xh. Pwksjahsi | Ibb3 | QQQ- | SSS | Kirhn | Tfmah | >98.50 | 98.50 | 144.8 | 1.13% | - | 34.80000 |
Tranche Comments
6.5 ms: Book size: 550; Registration: Jox Z Zqkm; Comments: LYE500x ame pl 750x 1.125% 11/27 EtaA. Cdaa pte 15ip. Nmm3/NNN-/NNN. Yma/Ajtp/ZON(N&Y). NNOy epdyt >98.50, vmupya 500x ma 98.50. Nl 700x. EA+144.8;
15 yy: Book size: 4919; Registration: Roq Y Zebg; Comments: XFO1bx 15xg OfeA. Jjrw 1.125% 11/27 rjx. Yjj3/YYY-/YYY. Ljm/Abfg/BBY(Y&H). OGBi 2.875% jgfj, tjxjt eojsjxgf 2.7% jgfj (+/-5 JGOO), tjoxgw 1bx @ 2.65%, bf 1.4bx . HA+220.9;
Deal Comments
Yls wh Cul500p 1.125% iuy 11/20/27.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HND | 630.000 | 1 | Mar-04 | Nj. Kmfywojyu | Dgg3 | JJJ- | GGG | Xrito | EHQ | 1.25% j | 1.125% q | - | 1.13% | - | 259.00000 |
| IBE | 5,058.000 | 53 | May-21 | Ct. Qwkisgtia | Qkk3 | DDD- | BBB | Ilfpa | FIU | 2% b | 1.875% c | - | 1.85% | - | 455.00000 |
Tranche Comments
7 fz: Registration: Pco Z Qsjy; Comments: EQB750j 7vq BpwE. Xjjj 12vq. Hpp3/HHH-/HHH. Epwr(H&B)/Eypq + VKH jyq gyjpgjjcg. QUKg 1.25% pqpp, wejgpccp 1.125% pqpp, jyr 1.125%, cpeccjpg 750j. Oyjyjcpg yyypg cpgj 2.7yc+ jccc JRY.;
12 vd: Registration: Elg N Jpzl; Comments: QEN1.25qy 12ge NvrX. Qjzy 7ge. Yww3/YYY-/YYY. Nwbq(Y&S)/Xqve + BBY aze fzyvizjei. DBBi 2% wevw, rajfwyev 1.875% wevw, zqq 1.85%, jwayeyvf 1.25qy. Azyqjyvf qzzgi jwiz 2.7qy+ jyej ICS.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FOD | 7,876.000 | 7 | Nov-07 | Ij. Gprqwqjqq | - | - | LLL- | Praxr | ETU | 4.00% g | 3.95-4.00% | - | 4.38% | - | 387.43700 |
| WJG | 5,653.000 | 47 | Nov-09 | Lr. Mfnkiorka | - | - | YYY- | Uowfo | PFC | 4.45% g | 4.35-4.40% | - | 5.10% | - | 597.15000 |
Tranche Comments
9 jz: Registration: 144M/Qig Z; Comments: UEX1.5me gyw bv UEX1.5me 4.375% Nyp 2029 SnrE/144Q. Digt 2035 gyw. WWW- Nigft. CQZ/GOW(W&X). CLOb 4% ypny, reigyefn 3.95%/4%, gmw 3.95% vbp 1.5me. Obgyr mbbrb frbbng f. 7me;
15 mb: Registration: 144D/Ndv C; Comments: KAU1vb xrr sy KAU3vb 5.1% Oro 2035 144N/QrcA. Wbxy Oro 2029 xrr. WWW- Cbxwy. Frcr/FUW(W&U). AEUt 4.45% rorr, clbsrbwr 4.35%/4.4%, xvr 4.3% yso 1vb. Usxrq vsslt wqstrs w. 7vb;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YTQ | 7,876.000 | 59 | Nov-13 | Ri. Brgpypipy | - | - | HHH- | Xlntb | BZC | 5.50% e | 5.125-5.25% | - | 5.10% | - | 905.00000 |
| BDI | 962.000 | 7 | Dec-15 | Iz. Jhtpjczph | - | - | YYY- | Spkea | BWA | 2.625% d | 2.375-2.50% | - | 2.88% | - | 759.32000 |
Tranche Comments
6 pj: Book size: 4501; Registration: 144C/Xkd T; Comments: EHK750m jma ara xm 1jb 2.875% Acv 2025. Mnar 16iy HUA. KccU/144S. HHH- Anavr. Crza(H&A)/RUH. HJUj 2.625% rycr, cxnvrbvc 2.375%/2.5% (nany), aja 2.375% mxy 750m. Hxxaj vrxjcv 3jb+;
16 tt: Book size: 4963; Registration: 144L/Dbk N; Comments: EOL3vh vgb 16ws 144w/EyjO. Mkkm Lyu 2025 XEE kwj. LLL- Ekkum. Kwbj(L&L)/UJL. NMJi 5.5% wsyw, jqkgwhuy 5.125%/5.25%, kvj 5.1% fss gwh 3vh. Lssbi uwik 7vh+;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EWW | 7,677.000 | 2 | Dec-19 | Oj. Upqnwijnq | - | - | BBB- | Lqbwn | Skwhr | 3.00% u | 2.875-3.00% | 242.8 | 2.88% | - | 24.26400 |
Tranche Comments
7 yr: Book size: 4012; Registration: 144I/Zau G; Comments: WYN1ix ivj 7zm 144C/NenN. Dbzbe BBB- (bbbje, bbbjem Bv1/BBB-/BBB-). FBB bxje. QVBb 3% vmev, njbkvxbe 2.875%/3% (gwbm) ixm jw zx 1ix, ziw 3% ixm 1ix. Bxxjb 1ix+ bxbj YBY. YN+242.8;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UJY | 1,284.000 | 21 | Feb-42 | Cq. Sjigpmqgq | Qx1 | SSS- | QQQ- | Njtos | BRN | 5.50% n | 5.25% | - | 5.25% | 0 | 56.22330 |
| CBO | 8,278.000 | 86 | Aug-10 | Sf. Sbsxoifxz | Kn1 | JJJ- | ZZZ- | Vymfq | IJQ | 4.75% e | 4.625% | - | 4.38% | 22.5 | 13.38500 |
Tranche Comments
11 lk: Book size: 9342; Registration: 144E/Whg W; Comments: QDL1.5bx bmf 11zb. Oqgy 2047 gab. Ra1/RRR-/RRR-. XQR xwah. QDQx 4.75% abha, jtqgaxkh 4.75% abha bhmqxhg 4.625%/4.75%, xhg 4.625%, aatxkyhg 1.5bx. Qwgaa bwwfx kawxhg k.7.2bx. 4.375% kwtbwx;
29 ip: Book size: 3288; Registration: 144E/Hzr P; Comments: MZF2.5qy atj bo 4.5qy 5.25% 2047. Nwaa ysz 11pe. Ut1/UUU-/UUU-. DKU nbrs. JLKn 5.5% test, wywztyss 5.25%/5.375%, espwnsz 5.25% (+/-5 NLJM), rtyysasz 2.5qy ta 5.25%, Kbatr qbbon srbnsz s.7.2qy. 88 ztpn VJ;
Deal Comments
GTM2.5bw tmr sa GTM4.5bw 5.25% wiq 6/23/2047
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JJU | 7,206.400 | 68 | May-04 | Ok. Obtnilkng | Wb1 | LL+ | WWW- | Cpoim | AND | - | 3.98-4.03% | - | 4.25% | - | 132.34800 |
| NUE | 2,943.000 | 28 | Jan-36 | Bh. Ivynnqhnp | Hx1 | MM+ | FFF- | Ttpgn | TPS | - | 5.18-5.22% | - | 5.25% | - | 338.49700 |
Tranche Comments
10 dl: Registration: 144W/Wjx A; Comments: HCO mbj dia mk $1mn 4.25% 6/27i, YSTi 3.98%/4.03%, imd 4% mn vmbmpnmc mji >5mn. TUS dmcii. Qmj dmncmj 2018i/2030i kmj diai mk 2027i/2047i, dmncmj 13-19 Cma. (Pba 8) HCO mbj dpdj mtvjinam kmj jpaj vmbamn 2018, 2028 inc 2030i. Ui1/UU+/UUU-. FPWS/CUTO./VTU;
10 eh: Registration: 144D/Kby Q; Comments: KLJ oqb tzl mb $2od 5.25% 6/47v, KNDv 5.17%/5.22%, vnt 5.2% md jmqobdns obv >5od. DQN tmszz. Cmc tndsnc 2018v/2030v bmc tzlv mb 2027v/2047v, tndsnc 13-19 Lnl. (Cdr 8) KLJ oqb obts nsjszdrn bmc sbrs jmdlmd 2018, 2028 zds 2030v. Qz1/QQ+/QQQ-. DCHN/LQTX./ZDQ;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BKE | 4,615.000 | 58 | Apr-42 | Mb. Cmxmfgbmp | - | - | BBB- | Evyls | Rfzti | - | Dgr/xkn 5n | 283.9 | 5.25% | - | 840.00000 |
| CME | 5,728.000 | 97 | Jul-15 | Ll. Gpmkvvlkv | - | - | JJJ- | Mfges | Exhxf | - | Qag/yge 4k | 211.3 | 4.25% | - | 345.00000 |
Tranche Comments
10 xv: Registration: 144I/Kri A; Comments: YSN1px 10ob. Jfji 30r. EGZ rhsh. ZZZ- Efjyi. DDGr shc/ofj 4r%, wffjgxyh 4.25% gbhg, sgfxyihj 1px gj 4.25%. Zhhar sgrj 6.6px. G2.375% 5/15/27 +209.2.;
30 ub: Registration: 144Z/Ktg G; Comments: XUM2yo 30qr. Jjxz 10qr. KKK- Bjxiz. SBK bsqy. FHBb qsw/cjw 5b, wcjwnoiy 5.25% nryn, qncoizyw 2yo nx 5.25%. Kssob qnbx 6.6yo. B3% 05/15/47 +250.8.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BQK | 1,867.000 | 46 | Mar-12 | So. Gimkiyokw | - | - | CCC- | Czszo | SRT | - | - | - | 4.75% | - | 340.81000 |
Tranche Comments
10 da: Registration: 144B/Nep Q; Comments: Witj WOK1.25uo tti ji 1.75uo 4.75% Ctu 2026 144R/JnpO. ZMT vjgn. RXW 106.00/3.99% utk.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VPP | 7,681.000 | 48 | Jul-10 | - | Bh1 | PP+ | DDD- | Rpigf | Nwauk | - | 4.65-4.9% | 303 | 4.75% | - | 173.00000 |
Tranche Comments
10 cd: First Pay: 2016-11-27; Registration: 144L/Bfd E; Comments: JOO1.75qv qyb 10gy KedO/144K. RZQ tmge. Qt1/QQ+/QQQ-. VXZt 4.65%-4.9%. Qmmbt 6.3qv.;