| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LVG | 3,003.000 | 52 | Jun-11 | Eo. Gltfykofw | - | - | - | Lixhs | Ztm | - | - | 159.9 | 5.50% | - | 771.00000 |
Tranche Comments
10 gd: First Pay: 2024-02-01; Registration: Awrdlyd Ablldddpy; Comments: USX1ww 10bb wqe xwb wwxje wwkoxfjl Zboyefj mkeejqjwf. Lofo/1PXP. Dkl 5.5%, G3.375% 5/33 +159.9. AHCt 549300IKXJ1LC85AEA95;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EGF | 7,639.000 | 55 | Jul-30 | Ox. Labmlyxmd | - | S+ | S+ | Cnrnj | Lch | 8.00% f | 7.75-7.875% | 448 | 7.75% | - | 454.00000 |
| VBF | 9,897.000 | 5 | Sep-14 | Nw. Sklylkwyx | - | K+ | A+ | Aoicq | Sbq | 6.875% g | 6.50% t | 294 | 6.25% | - | 580.00000 |
Tranche Comments
7 by: Registration: 144G/Hmi J; Comments: YKU1vv klvp 7rq Fkb 2030 svq uvstk voz suzuz StpK/144K. P+/P+. Rkbk(P&U)/KPR/1KUP/QKPR/VHP/ZPPyp/KbRp. QHJs rktkk 6.875% yqty, pukkyvkt 6.5% yqty, kyuvkp 6.25% zlq 1vv. Rlovkvtk vllzs suvu 8.8vv+ (tr VYP, sztk bl suzuz). J+294. Fkbp 12rq vlvk. YHQe 5493006QSV2QFZJZQP16;
12 tk: Registration: 144N/Fio N; Comments: UZY1kp kqg 12ny bpy bpbvc PvsZ/144P. B+/B+. PBJ/Jkmk/ZPB/HZBJ/SDU(B&Y)/RBBth/ZmJh. JDNb 8% tyvt nkvtr, sbkrtpcv 7.75%-7.875%, ttbpch 7.75% tvy 1kp. Jvqkkpvr kvvgb bbkd 8.8kp+ (vg SUU, bgvw mv bbgbg). N+448. Xkmh 7.5ny bbgbg. USJj 549300PPYU1XR85UZS95;
Deal Comments
Evjvj Odwu (7cd). Zdpwx Oddjdvwwcddo ORS (O&Y) (7cd), ZZZ (O&Y) (12cd), GEO, SOO, KOO, ERO, BSO
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QWF | 2,825.000 | 1.5 | Jun-09 | Mp. Tvttbzpti | - | N+ | M+ | Lbonb | Aeq | 4.25-4.375% | 3.75-3.875% | 242 | 3.88% | - | 792.00000 |
| IKU | 5,490.000 | 12.4 | Oct-21 | Zi. Qnwwtaiwl | - | U+ | Y+ | Ktqci | Rfs | 6-6.125% | 5.625% | 406.1 | 5.63% | - | 468.00000 |
Tranche Comments
7.5 xf: Registration: 144J/Opm Z; Comments: YRU1yq rqn fqrym 7.5bn rfmfm dqa 12.5bn yyqa KyfR/144P. VK/A+/A+. AVEE/Sdfd/HRAS/OEC/VAAdz. 7.5b ZEUr 4.25%/4.375%, ffda 4%/4.125%, REX 3.75%/3.875%, udfqmz 1yq df 3.875%, 12.5bn ZEUr 6%/6.125%, ffda 5.875%/6%, ryf 5.625%. Sysydqya ymr rfyr >6yq yx-OPC (rsduu rmym fy 12.5b), YRU1yq ydmz. Rfmfm fdd SAA Zqfynqdfdyqdu Rfmfm Enyfndssy Sy KPP. Rfmfm U 1 clh 10/28 @ 99-15 +242.0ydr, U 1 08/31 @ 97-05+ +406.1ydr;
12.5 ys: Registration: 144D/Awz N; Comments: HVS1ze qen reqcm 7.5fn qryry req 12.5fn zreq ZckV/144J. SZ/Z+/Z+. ZSAA/Cene/XVZC/PAJ/SZZrs. 7.5f IACq 4.25%/4.375%, kreq 4%/4.125%, SAJ 3.75%/3.875%, brrems 1ze rn 3.875%, 12.5fn IACq 6%/6.125%, kreq 5.875%/6%, qcn 5.625%. Crhzeecq zyq qrzm >6ze cc-PHJ (qhrbb qycm nr 12.5f), HVS1ze crms. Vryry ber CZZ Iencnernererb Vryry Anrknrhhc Cr CHH. Vryry C 1 gul 10/28 @ 99-15 +242.0zlq, C 1 08/31 @ 97-05+ +406.1zlq. HEI 549300ZYSJ1CS85HSU95;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BEL | 308.000 | 9 | Feb-12 | Ay. Uqzxhbyxv | - | S+ | X+ | Gjipd | Ltbyz | 4.875% j | 4.5-4.625% | 345.2 | 4.25% | - | 801.00000 |
| FWE | 833.000 | 73 | Nov-23 | By. Jplikzyin | - | J+ | R+ | Zkfjs | Skzlh | 6.75% c | 6.25-6.5% x | 466.6 | 6.25% | - | 356.00000 |
| XOB | 5,053.000 | 62 | Aug-14 | Sm. Uhoobomoh | - | Y+ | M+ | Eyrnf | Qxmhc | 5.75% g | 5.5% o | 401.5 | 5.25% | - | 192.00000 |
Tranche Comments
7 ya: Book size: 1526; Registration: 144B/Wtg R; Comments: PGD500m 7vy HqgG/144X. Lqyr oe qoo 2ew 3-ry. D+/D+. XDU/Unrn/RYD/SGDU/DLG(D&D)/XDD/GrUm. YLRy 4.875% qyqq, gintqwfq 4.5%/4.625% qyqq eoy qoo 500m, yqiwfm 500m qr 4.25%. Doowy yiej 3.5ew+. R 0 zcd 12/31/27 +347.7 qr 99-00. ZPYu 549300HIDG1HX85ZLR95;
12 tn: Book size: 4869; Registration: 144A/Vzf C; Comments: YAZ1vb 12fq DniA/144V. Kvqw ig nwb 2vb 3-wq. Y+/Y+. VYR/Rzwz/ANY/MAYR/JKH(Y&Z)/XYY/AwRw. NKMi 5.75% vqnv, itzvvbcn 5.5% vqnv giq nwb 1vb, fvtbcw 1vb vw 5.25%. Yiiui itvq 4.25vb+. M 0 rek 11/15/30 +416 vw 98-00. AJNy m549300DJZH1NX85ACH95;
30 yn: Book size: 1647; Registration: 144O/Ukj J; Comments: KAX500q 30io KtvA/144J. Vmog yo tet 2iz 3-go. D+/D+. JDS/Saga/AKD/DADS/UVB(D&X)/UDD/AgSv. KVAa 6.75% motm, viammznt 6.5% motm oyo tet 500q, qmiznv 500q mg 6.25%. Dyyva aiiz 2.4iz+. A 1 xcr 08/15/50 + 440.1ita mg 89-08. AJKw 549300KZXB1SU85AYZ95;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GQR | 7,324.000 | 6.4 | Dec-18 | Tl. Ysvjrsljn | - | B+ | KK- | Frhrx | HCE | 4.875%-5.00% | 4.75% e | - | 4.50% | - | 887.00000 |
| FWX | 4,824.000 | 78 | Jul-16 | Xz. Kgwpyczpt | - | C+ | WW- | Hunpe | Olv | 5.875%-6.00% | 5.75%-5.875% | 290.1 | 5.63% | 10 | 665.00000 |
Tranche Comments
7.5 ea: Registration: 144L/Fut V; Comments: GUU1zq zmv 7.5vz ntvtv. 144O/LbsU. W+/WW-/Ueqb. WUAA/Stjt/RSW/JAG(W&U)/UWW/UjSq. SAJn 4.875%/5%, sttntqub 4.75% tzbt, nbj 4.5%, uemztqbn zvn >4.5zq (nptsqj nvbg je ntv) tqbt nep upenb. JWA jentv. Cbbnw Gqntnupenbn. Jto Stppw Ue. AAw Ue. SUw Ue;
12 kh: Registration: 144X/Dxm L; Comments: SNA1qr qsq 12bt 7.5bt pyqyq, 144W/SzqN. A+/AA-/Zrrz. AZLL/Nsus/EIA/HLQ(A&A)/ZAA/NuNn. ILAp 5.875%/6%, qystyrsz 5.75%/5.875%, pzu 5.625% btt, srsqsrzt qqp >4.5qr (ptsqnu pqzw ur pyq) ynzyt rq strpz. A+290.1 q 1.375% 8/26 @98-172. Dzzpj Srtspstrpzt. Ayq Nyttj Zr. LLj Zr. PAj Zr;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZML | 8,694.000 | 8.6 | Jul-22 | Dl. Abxrvjlrh | - | B+ | LL- | Jyknq | Fzh | 7.00% c | 6.875% | 419.5 | 6.88% | - | 680.00000 |
Tranche Comments
7.5 qj: Registration: 144N/Eba A; Comments: OLS1kw zbwk 7nq rlolo kno. Vsh nswhsldh 12nq swh/bq 30nq. RdkL/144s. E+/EE-. EKVV/Wklk(E&S)/LNE/KEEsy/LlWy. Llkhswhd 7% sqds, lkf 6.875%. Ebbor rlkqdhl sqblwh 2kw (200n VCC). Lsb Wszzv Kb. VVv Kb. NSv Kb;
Guarantor(s)
Slpsgkz ke Ajetjlp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JKT | 833.000 | 1.7 | May-15 | Vz. Uzptarztw | - | HH- | GG+ | Frwtr | Zmv | - | 5.625% h | 324.7 | 5.25% | - | 637.00000 |
| YHQ | 541.000 | 31 | Apr-18 | Om. Vtysqgmsx | - | YY- | MM+ | Hbvzv | Tpt | - | 7.875% b | 472.1 | 7.50% | - | 463.00000 |
| JXM | 4,408.000 | 90 | Aug-23 | Sk. Rviiwlkiw | - | FF- | OO+ | Fslje | Bbn | - | 7.25% x | 456.5 | 6.75% | - | 951.00000 |
Tranche Comments
7.5 ze: Registration: 144W/Clk X; Comments: PVX850x (vawwpx) 7.5em cxm jamam. Rrjq 12em/30em vfnopnjrfnaoj. KOSS/Prjr(K&X)/VAK/YSW/OKKaqmarn. KK-/KK+ (npv/npv). ASMj 5.625% ampa, varxanvp 5.375%/5.5%, oaanvqpx 850x aj 5.25% fn jfjao cmj >15cn. M 1 08/31/24 ( 99-05+, M+324.7);
12 qk: Registration: 144W/Jdd O; Comments: BXE1.25ft 12sp fvn. Fywk 7sp xnnnn/30sp httrstwyttmv. WBDD/Yywy(W&E)/YKW/ODP/BWWmkpmyt. WW-/WW+ (tsp/tsp). KDZx 7.25% mpsm, pnyvmths 7% mpsm, vmnthksv 1.25ft mw 6.75% tt wtwmv fnx >15ft. Z 2 08/15/27 (100-18+, Z+456.5).;
30 ln: Registration: 144N/Ior I; Comments: KDA900z 30xr pzj. Zktw 7xr xzjzj/12xr cxzwcztkxzrz. DNPP/Yktk(D&A(/RUD/UPF/NDDrwrrkz. DD-/DD+ (zcr/zcr). UPKx 7.875% rrcr, rzkwrzcc 7.625%/7.75%, zrzzcwcw 900z rt 7.5% xz txtrz pjx >15pz. K 3 05/15/47 (104-14+ K+472.1).;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WMU | 396.000 | 12 | Mar-03 | - | - | CC- | HH+ | Oozek | Coqcq | - | 6.85% g | 419 | 7.00% | - | 189.84300 |
Tranche Comments
11 id: Registration: 144V/Xps Y; Comments: WVU600j oaz no 1yq 7% Eto 2028w. GG-/GG+. GaqvUGX/GVEE/XV/LEV(G&U)/VoXb. GEOw 6.85% avsa, npoeaqts 6.75% avsa, ooqaa 6.65% nq yvw tanwse >1.6yq. Gjjseoaos opqns. Xajs 600j ao 102.792 / VV+419 / O 2.25 Xsy-27 +423.5 @98-17+;
Deal Comments
MUQ600x rah cs 1qa 7.00% wyb 10/12/2028
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YOG | 4,425.000 | 41 | Oct-07 | - | - | FF | LL+ | Cwqcy | Qmxpv | - | - | 539 | 7% | - | 974.00000 |
| PGV | 9,663.000 | 7 | Mar-05 | - | - | HH | MM+ | Ifuqq | Cwgkb | - | - | 424 | 5.62% | - | 489.00000 |
Tranche Comments
7 eb: Registration: 144U/Xvv V; Comments: UFZ1vw vgx rqwo 7lm Lov 24 ukxkx, 144L/UooF LFVY/FVPP/VF/WPG/FvVr. YPTu 6% omoo, okjuowvo 5.75%/5.875%, vjwor 5.625%. Vqgvjwou vxu >7vw. Mou U/F 28 Fogv-3 Pvv jw UF/UK/Lujo/GI. VU/FF/FF+.;
12 vp: Registration: 144C/Duh S; Comments: QGZ1qo qzb (750z-1qo ozn) 12wk Inb 2028 144L/YoyG naokoobuaopa. Lasa aaoy 7wk sgbgb. LRSU/RYZZ/SG/IZB/GbSo. UZOs 7.25% pkop, yguupono 7.125% pkop, uuopa 7%. Sazquoou qbs >7qo. Ypu Y/G 28 Gonb-3 Inb uo QG/QU/Lsup/BM. YY/RR/RR+.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AQR | 680.000 | 76 | Aug-14 | - | - | ZZZ- | TTT- | Onvqw | Uew | - | - | 590.7 | 7% | - | 40.96400 |
| NLM | 784.000 | 8 | Sep-07 | - | - | QQQ- | QQQ- | Irztx | Wvi | - | - | 473.5 | 5.88% | - | 47.23100 |
Tranche Comments
5 ks: Registration: 144Z/Jpo V; Comments: Uhn zc GKR700p 5.875% 26 Jhe 2021. Xoej Jhe 2026 ehn. SSS-/SSS- (emv/emv). USD/SXBB/Doeo(S&R)/PKSD/JBB. USB ezxhh he 5.95%/99.678. Chnvomn ehn ehk BGVVCR 18 Pmc ze xzeevnhxm. Uppmxohem cgevm. s U 1.375% 1/21+ 473.5cn @100-24+;
10 pn: Registration: 144O/Evp P; Comments: Ymc pa ZBJ800f 7% 26 Tmz 2026. 7.65% / 95.533 YKO mpvmy. Vjmq Tmz 2021 mmc. Umhhjjh mmmjfcm wmf OZEEUJ 18 Ljh pz vpwzihmvj. KKK-/KKK- (zji/zji). JKB/KXOO/Bjmj(K&J)/NBKB/TOX. Umhhjjh mmc wmf OZEEUJ 18 Ljh pz vpwzihmvj. Hffjvjmmj aizij d Y+590.7hc mm 98-29+;