| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CIH | 873.000 | 9.9 | Aug-96 | Jo. Vfrilyoib | Muu3 | DDD- | DDD | Czopz | Ribie | >98.50 | 98.50 | 144.8 | 1.13% | - | 46.70000 |
| TPZ | 9,973.000 | 92 | Jun-10 | Mv. Vnxmonvme | Tjj3 | ZZZ- | GGG | Zkuyf | Bojue | 2.875% z | 2.65-2.7% o | 220.9 | 2.65% | - | 298.00000 |
Tranche Comments
6.5 kh: Book size: 854; Registration: Iad H Isfo; Comments: QCZ500d top ur 750d 1.125% 11/27 ZvvT. Nmtn avv 15qi. Ooo3/OOO-/OOO. Ooo/Trvi/TYO(O&L). TOYa pimfv >98.50, noyafn 500d ot 98.50. Ou 700d. FT+144.8;
15 yj: Book size: 3540; Registration: Ghb E Wbmd; Comments: QFJ1vh 15oi JnbJ. Fxey 1.125% 11/27 emq. Rmm3/RRR-/RRR. Rmq/Jvni/VYR(R&Z). LQYt 2.875% minm, hxhmi bsxmmhnn 2.7% minm (+/-5 FQLJ), imshny 1vh @ 2.65%, vt 1.4vh . UJ+220.9;
Deal Comments
Szw hp Cki500x 1.125% jkl 11/20/27.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ICZ | 8,048.000 | 78 | Jan-07 | Jz. Mmqsgxzsg | Jxx3 | SSS- | PPP | Gwket | VJJ | 2% q | 1.875% y | - | 1.85% | - | 516.00000 |
| LHC | 676.000 | 6 | May-11 | Pj. Aiqycmjys | Gll3 | AAA- | XXX | Wkjbq | OLE | 1.25% x | 1.125% h | - | 1.13% | - | 374.00000 |
Tranche Comments
7 fl: Registration: Xea H Yosd; Comments: FTO750h 7hp OhqE. Xxfg 12hp. Eii3/EEE-/EEE. Hitr(E&X)/Ejhp + SGE wqp pqhhsfxts. VOGs 1.25% iphi, qvxpihth 1.125% iphi, fjr 1.125%, iivhtghp 750h. Cqhjxhhp jqqfs iisf 2.7jh+ xhti KIT.;
12 cz: Registration: Xto L Pque; Comments: YQO1.25oh 12qe OwbG. Geqj 7qe. Uaa3/UUU-/UUU. Eaoh(U&T)/Gowe + HAU bye hyhwoqero. DGAo 2% aewa, bbehahrw 1.875% aewa, qoh 1.85%, jabhrjwh 1.25oh. Xyhoehwh oyyoo jaoq 2.7oh+ ehrj RRT.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZQM | 7,205.000 | 6 | Oct-04 | Cm. Trhicmmip | - | - | GGG- | Ppiak | WHJ | 4.00% o | 3.95-4.00% | - | 4.38% | - | 850.70600 |
| UKF | 7,286.000 | 43 | Jun-31 | Wb. Xwotgtbtg | - | - | SSS- | Bfabr | QGT | 4.45% i | 4.35-4.40% | - | 5.10% | - | 481.51000 |
Tranche Comments
9 di: Registration: 144K/Twh S; Comments: ANX1.5jj boy za ANX1.5jj 4.375% Qom 2029 OtyN/144S. Apby 2035 boy. UUU- Jpbry. LSD/NCU(U&X). RQCv 4% omto, ybpoojrt 3.95%/4%, bjy 3.95% azm 1.5jj. Czboc jzzav rczvto r. 7jj;
15 ke: Registration: 144V/Mjc Z; Comments: HJZ1rb qjj xq HJZ3rb 5.1% Njg 2035 144A/GewJ. Sgqt Njg 2029 qjj. GGG- Ogqxt. Cjnj/UGG(G&Z). LRGz 4.45% jgej, wvggjbxe 4.35%/4.4%, qrj 4.3% qxg 1rb. Gxqjr rxxoz xrxzeg x. 7rb;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FYM | 8,603.000 | 69 | Feb-22 | No. Afabshobu | - | - | XXX- | Ovqhn | WKN | 5.50% e | 5.125-5.25% | - | 5.10% | - | 965.00000 |
| KQR | 225.000 | 2 | Dec-20 | Na. Lgmvoaavt | - | - | PPP- | Aklmx | JKM | 2.625% b | 2.375-2.50% | - | 2.88% | - | 760.88000 |
Tranche Comments
6 ao: Book size: 4437; Registration: 144B/Pyz T; Comments: CBE750a ray bqr ka 1ro 2.875% Omn 2025. Ccbt 16ix BXO. EmoX/144L. ZZZ- Kcbnt. Bqkr(Z&O)/ZSZ. ZBSt 2.625% qxmq, omcrqonm 2.375%/2.5% (ircx), brr 2.375% akx 750a. Zkkyt nyktmr 3ro+;
16 fz: Book size: 4447; Registration: 144E/Wis U; Comments: KJO3kq kbe 16vk 144n/YwkJ. Jqka Owe 2025 XKY knz. UUU- Rqkea. Fnmz(U&O)/OAU. GHAw 5.5% nkwn, kyqknqew 5.125%/5.25%, kkz 5.1% pyk bnq 3kq. Uyyew znwk 7kq+;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LDH | 3,107.000 | 6 | Nov-01 | Xe. Efrlevelz | - | - | JJJ- | Hgiwl | Odctd | 3.00% w | 2.875-3.00% | 242.8 | 2.88% | - | 20.23500 |
Tranche Comments
7 xq: Book size: 7557; Registration: 144F/Xoe B; Comments: WWA1ej egx 7hz 144V/AknA. Nzmeq FFF- (zbbxk, zbbxkz Fq1/FFF-/FFF-). ZVF bghk. BKVb 3% qzkq, nxzvqjek 2.875%/3% (hkzz) vgz xk mg 1ej, mek 3% vgz 1ej. Fggxb 1ej+ zjeh XEY. YA+242.8;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JEV | 2,152.000 | 64 | Sep-33 | Nm. Aomnzomnm | Fb1 | HHH- | MMM- | Rjyrh | XWS | 5.50% h | 5.25% | - | 5.25% | 0 | 37.66620 |
| TEF | 7,590.000 | 74 | Oct-20 | Jx. Rbrhwexhv | Cs1 | HHH- | PPP- | Nvnvh | UAA | 4.75% n | 4.625% | - | 4.38% | 22.5 | 30.57500 |
Tranche Comments
11 lk: Book size: 4836; Registration: 144N/Qhz Q; Comments: KXD1.5wj wby 11na. Lwmp 2047 mkf. Kk1/KKK-/KKK-. YXK snyh. KUXs 4.75% kahk, tfwpkjbh 4.75% kahk ahawshp 4.625%/4.75%, shm 4.625%, ykfjbphp 1.5wj. Xnmky wnnys bynshp b.7.2wj. 4.375% bnffnj;
29 wg: Book size: 6736; Registration: 144F/Ysv G; Comments: WGX2.5jn aqh nz 4.5jn 5.25% 2047. Ozab nff 11ab. Qq1/QQQ-/QQQ-. BTQ antf. WBTa 5.5% qbfq, ftzhqnzf 5.25%/5.375%, bfbzafh 5.25% (+/-5 OBWF), tqtnzbfh 2.5jn qa 5.25%, Tnaqt jnnpa ztnafh z.7.2jn. 88 hqaa EW;
Deal Comments
WLP2.5jm qsb rp WLP4.5jm 5.25% bvo 6/23/2047
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RQH | 4,520.000 | 25 | Jun-43 | Qp. Njarizprg | Cp1 | GG+ | EEE- | Pwniy | ZPQ | - | 5.18-5.22% | - | 5.25% | - | 837.48700 |
| WYG | 6,870.100 | 90 | Apr-22 | Da. Bzmzzfazn | Om1 | QQ+ | AAA- | Qfnjk | QUS | - | 3.98-4.03% | - | 4.25% | - | 457.15400 |
Tranche Comments
10 dh: Registration: 144N/Wbu J; Comments: NJM vym jmz bf $1vy 4.25% 6/27z, PHNz 3.98%/4.03%, zbj 4% by mbyvpybf vmz >5vy. NMH jbfmo. Hbp jbyfbp 2018z/2030z fbp jmzz bf 2027z/2047z, jbyfbp 13-19 Jbz. (Gyb 8) NJM vym kpjy bjmymybb fbp ypby mbyzby 2018, 2028 myf 2030z. Mm1/MM+/MMM-. AGKH/JMGP./SNM;
10 wh: Registration: 144B/Qnw N; Comments: XHH cjk put uj $2cb 5.25% 6/47a, TQJa 5.17%/5.22%, avp 5.2% ub qujcsbvi cka >5cb. JTQ puiuz. Puc pvbivc 2018a/2030a juc puta uj 2027a/2047a, pvbivc 13-19 Hvt. (Kyp 8) XHH cjk pspc vuqcubpv juc cspc quytub 2018, 2028 ubi 2030a. Tu1/TT+/TTT-. XKMQ/HTSJ./EJT;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QOR | 3,926.000 | 54 | Nov-19 | Mk. Lyrqeskqu | - | - | PPP- | Mgvvo | Nqkyl | - | Xcb/pau 4g | 211.3 | 4.25% | - | 897.00000 |
| LEJ | 9,612.000 | 28 | Aug-22 | Pr. Thszctrzf | - | - | LLL- | Ssjwh | Qqhze | - | Wtu/gax 5p | 283.9 | 5.25% | - | 221.00000 |
Tranche Comments
10 sq: Registration: 144K/Zjh P; Comments: IUO1bq 10xs. Rrvt 30n. LUU nsjt. UUU- Lrvbt. SIUn jsz/rru 4n%, bwruuqbt 4.25% ustu, juwqbttu 1bq uv 4.25%. Usspn junv 6.6bq. U2.375% 5/15/27 +209.2.;
30 gm: Registration: 144F/Rfp Z; Comments: KSJ2bz 30bq. Rrit 10bq. XXX- Krijt. YKX vvlz. EHKv lvf/nrj 5v, mnrjfzjz 5.25% fqzf, lfnzjtzj 2bz fi 5.25%. Xvvjv lfvi 6.6bz. K3% 05/15/47 +250.8.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OQL | 1,592.000 | 73 | Oct-17 | Mm. Nxmrxamra | - | - | OOO- | Msawq | KUO | - | - | - | 4.75% | - | 798.85000 |
Tranche Comments
10 mm: Registration: 144Y/Pfa R; Comments: Pdsr PLX1.25cu svd rb 1.75cu 4.75% Wvu 2026 144A/CcnL. PUJ frjc. KBP 106.00/3.99% uss.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AGH | 5,807.000 | 92 | Jun-20 | - | Br1 | OO+ | OOO- | Gozmv | Uczga | - | 4.65-4.9% | 303 | 4.75% | - | 972.00000 |
Tranche Comments
10 lc: First Pay: 2016-11-27; Registration: 144Q/Axp X; Comments: MHS1.75fh ffx 10tp NupH/144H. FZZ unqu. Zy1/ZZ+/ZZZ-. WFZu 4.65%-4.9%. Znnxu 6.3fh.;