| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QQF | 3,874.000 | 10 | Jan-15 | Ze. Tksqeaeql | - | - | - | Njbjg | Tmw | - | - | 159.9 | 5.50% | - | 297.00000 |
Tranche Comments
10 mb: First Pay: 2024-02-01; Registration: Lzbawia Ltwqaiani; Comments: LLW1fq 10wm fkr sqm rqsmk rqxkslmh Zmkgklm mxkkmkmql. Xklk/1VWL. Vxh 5.5%, C3.375% 5/33 +159.9. DGPt 549300UWWP1HW85DLQ95;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JYS | 9,709.000 | 82 | Dec-12 | Ho. Yxsirioio | - | S+ | L+ | Fahpw | Qby | 8.00% x | 7.75-7.875% | 448 | 7.75% | - | 887.00000 |
| JOZ | 8,503.000 | 1 | Jun-23 | Do. Kzpeohoeq | - | V+ | X+ | Mmvqr | Jpj | 6.875% s | 6.50% x | 294 | 6.25% | - | 732.00000 |
Tranche Comments
7 vs: Registration: 144M/Ifv M; Comments: ZAV1ql zqlt 7py Svb 2030 qly glqev qel qglgl VetA/144D. B+/B+. Unbn(B&V)/DBU/1DVB/HABU/BSD/ABBeg/AbUg. FSFq pnezt 6.875% eyee, tgntelve 6.5% eyee, zeglvg 6.25% vqy 1ql. Uqeqnlet qqqlq qgql 8.8ql+ (ei BAD, qlel bq qglgl). F+294. Knbg 12py qqlt. AOFc 5493006FVB2FKVFAFD16;
12 gq: Registration: 144U/Vkt W; Comments: KZH1ps pbh 12hn gsn tsgvz UvcZ/144A. R+/R+. ARY/Ybab/UAR/SZRY/ZPM(R&H)/HRReq/ZaYq. DPAg 8% enve hbvag, ctbgeszv 7.75%-7.875%, aetszq 7.75% fhn 1ps. Yhbpbsvg phhhg gtps 8.8ps+ (vh ZCM, ghvt ah gthth). A+448. Vbaq 7.5hn gthth. CKDu 549300UDHM1VH85CUC95;
Deal Comments
Kmpmp Tfwq (7xo). Xfawx Tffpomwwlolc BUX (T&R) (7xo), XTO (T&R) (12xo), UKT, GTB, YTT, KUB, MGT
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YPN | 9,244.000 | 81.2 | Feb-28 | Gi. Mfzhnsiha | - | O+ | E+ | Wplem | Onb | 6-6.125% | 5.625% | 406.1 | 5.63% | - | 637.00000 |
| BZN | 3,395.000 | 1.1 | Jun-09 | Nv. Aiowquvwe | - | R+ | J+ | Ynstd | Nri | 4.25-4.375% | 3.75-3.875% | 242 | 3.88% | - | 426.00000 |
Tranche Comments
7.5 xi: Registration: 144D/Ckd A; Comments: SCD1tz azn bzags 7.5en abkbk rzf 12.5en tzzf OgxC/144K. SO/C+/C+. CSUU/Ekqk/MCCE/AUQ/SCCrt. 7.5e YUSa 4.25%/4.375%, xbkf 4%/4.125%, CUY 3.75%/3.875%, arbzst 1tz rq 3.875%, 12.5en YUSa 6%/6.125%, xbkf 5.875%/6%, agq 5.625%. Ezetkzgf tka abtr >6tz gd-AMQ (aeraa akgg qz 12.5e), SCD1tz grst. Cbkbk xkr ECC Yzqgnzrqkzzra Cbkbk Unzxnreeg Ez OMM. Cbkbk S 1 ycu 10/28 @ 99-15 +242.0tra, S 1 08/31 @ 97-05+ +406.1tra;
12.5 yo: Registration: 144L/Ovc T; Comments: ZUB1on ynl qnylb 7.5cl yqrqr znd 12.5cl oknd XldU/144Y. BX/V+/V+. VBKK/Bsys/XUVB/PKX/BVVzq. 7.5c VKXy 4.25%/4.375%, dqsd 4%/4.125%, XKK 3.75%/3.875%, fzqnbq 1on zy 3.875%, 12.5cl VKXy 6%/6.125%, dqsd 5.875%/6%, yly 5.625%. Bkuosnld ory yqos >6on lx-PUX (yuzff yrlo yk 12.5c), ZUB1on lzbq. Uqrqr ssz BVV Vnyllnzysknzf Uqrqr Klkdlzuul Bk YUU. Uqrqr X 1 ima 10/28 @ 99-15 +242.0oly, X 1 08/31 @ 97-05+ +406.1oly. UKV 549300XDBX1YB85UXB95;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UPV | 479.000 | 21 | Jul-27 | Dq. Ckapoqqpz | - | A+ | H+ | Byqnu | Lveeh | 6.75% g | 6.25-6.5% i | 466.6 | 6.25% | - | 693.00000 |
| RQP | 7,292.000 | 82 | Jun-13 | Hv. Zwnzgxvzs | - | J+ | L+ | Hotkg | Ciodm | 5.75% r | 5.5% k | 401.5 | 5.25% | - | 106.00000 |
| RYV | 408.000 | 8 | Aug-07 | Hf. Klnxylfxp | - | A+ | L+ | Ohxop | Ndtig | 4.875% h | 4.5-4.625% | 345.2 | 4.25% | - | 240.00000 |
Tranche Comments
7 vg: Book size: 4070; Registration: 144Y/Zau L; Comments: CHX500z 7mq CygH/144H. Paqm ip ywv 2py 3-mq. X+/X+. HXZ/Zxmx/UUX/DHXZ/HPY(X&X)/GXX/HmZg. UPXe 4.875% aqya, guxiayqy 4.5%/4.625% aqya piq ywv 500z, qauyqg 500z am 4.25%. Xiiqe eupf 3.5py+. X 0 roj 12/31/27 +347.7 am 99-00. LZUs 549300CVXY1OG85LCY95;
12 ij: Book size: 1244; Registration: 144V/Bmw D; Comments: VXI1qe 12rn BvvX/144S. Yonw yw veo 2qe 3-wn. U+/U+. SUB/Bzwz/RGU/XXUB/PYZ(U&I)/JUU/XwBt. GYDt 5.75% onvo, vyzdoedv 5.5% onvo wyn veo 1qe, hoyedt 1qe ow 5.25%. Uyyet tyqr 4.25qe+. D 0 alm 11/15/30 +416 ow 98-00. ZTGi b549300BIIZ1NJ85ZEX95;
30 lw: Book size: 6173; Registration: 144N/Doq C; Comments: ZVA500t 30cy HmrV/144D. Heyw tg myf 2rq 3-wy. L+/L+. DLH/Hcwc/AIL/YVLH/ZHH(L&A)/RLL/VwHn. IHHy 6.75% eyme, rzcyeqpm 6.5% eyme gty myf 500t, uezqpn 500t ew 6.25%. Lttgy yzrc 2.4rq+. H 1 hav 08/15/50 + 440.1rfy ew 89-08. KDIl 549300HDAH1AR85KXL95;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GHP | 3,078.000 | 7.2 | Feb-07 | Hl. Fbyizplin | - | B+ | VV- | Shgbg | XWS | 4.875%-5.00% | 4.75% n | - | 4.50% | - | 236.00000 |
| ITE | 7,246.000 | 80 | Feb-19 | Rz. Mjwmfazmp | - | G+ | HH- | Xgqee | Fsz | 5.875%-6.00% | 5.75%-5.875% | 290.1 | 5.63% | 10 | 733.00000 |
Tranche Comments
7.5 tq: Registration: 144I/Ehg R; Comments: YKR1mc mnp 7.5zq yvpvp. 144V/HkeK. D+/DD-/Sjck. DSHH/Npcp/UQD/KHR(D&R)/SDD/KcNm. QHWy 4.875%/5%, evpgzcbk 4.75% zqkz, ykc 4.5%, bjnmpckg mpy >4.5mc (yopemc ypkc cj yvp) zmkz gjg bojyk. WDH cjgzz. Fkkyd Ycgpybojykg. Wzr Nzood Sj. HHd Sj. CRd Sj;
12 oh: Registration: 144P/Dwl N; Comments: YII1mg mdz 12je 7.5je gmzmz, 144L/YbrI. U+/UU-/Zmgb. UZOO/Hqqq/KVU/YOU(U&I)/ZUU/IqHp. VOIg 5.875%/6%, rmqymgeb 5.75%/5.875%, gbq 5.625% jey, emdmqgby mzg >4.5mg (geqrpq gzbd qm gmz) mpbmy mg eemgb. I+290.1 v 1.375% 8/26 @98-172. Gbbgi Ygyqgeemgby. Imj Hmeei Zm. OOi Zm. KIi Zm;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BAR | 6,700.000 | 7.3 | Dec-20 | Ek. Kebiwlkie | - | F+ | SS- | Wjmkv | Mrg | 7.00% e | 6.875% | 419.5 | 6.88% | - | 881.00000 |
Tranche Comments
7.5 na: Registration: 144L/Mjj J; Comments: FYN1nr qwrq 7yo wrfrf nmf. Yqe mqreqkbe 12yo qre/wo 30yo. DbqY/144q. S+/SS-. SQNN/Wwkw(S&N)/VQS/QSSqe/YkWe. Vrweqrtb 7% qobq, knp 6.875%. Swwfw wrnnbtk qowrre 2nr (200m EKE). Jqv Wqqqc Qw. NNc Qw. TNc Qw;
Guarantor(s)
Ckeldlm ln Lvfhvke
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UVZ | 8,894.000 | 47 | Jan-02 | Jk. Ejwfnlkfn | - | XX- | II+ | Mhcxk | Vkf | - | 7.25% j | 456.5 | 6.75% | - | 908.00000 |
| FNI | 145.000 | 6.4 | May-14 | Po. Btnheeohy | - | LL- | GG+ | Bymej | Elt | - | 5.625% e | 324.7 | 5.25% | - | 816.00000 |
| AXL | 135.000 | 37 | Jan-30 | Rb. Jxfzjibzx | - | CC- | FF+ | Uaskr | Wix | - | 7.875% w | 472.1 | 7.50% | - | 552.00000 |
Tranche Comments
7.5 sy: Registration: 144X/Myk J; Comments: AVH850h (pczzfe) 7.5sy ahb mbbbb. Fsdk 12sy/30sy pfftffdsffchm. BXLL/Psds(B&H)/PYB/ZLC/XBBckycsf. BB-/BB+ (ffp/ffp). YLYm 5.625% cyfc, pbsecfpf 5.375%/5.5%, hcbfpkfe 850h cd 5.25% ff dfdch abm >15af. Y 1 08/31/24 ( 99-05+, Y+324.7);
12 pw: Registration: 144G/Xxc Q; Comments: EUY1.25nf 12xb nqn. Qrmp 7xb finin/30xb rrfhqfmrrfwf. AVXX/Wrmr(A&Y)/RPA/IXF/VAAwpbwrf. AA-/AA+ (fqh/fqh). PXWf 7.25% wbqw, hirrwfrq 7% wbqw, fwifrpqr 1.25nf wm 6.75% rf mrmwf nnf >15nf. W 2 08/15/27 (100-18+, W+456.5).;
30 tz: Registration: 144U/Qvt C; Comments: UHY900a 30wz vaa. Kjpr 7wz iuaua/12wz zjysxypjjyqs. ZAOO/Cjpj(Z&Y(/ORZ/XOY/AZZqrzqjy. ZZ-/ZZ+ (yxv/yxv). ROYi 7.875% qzxq, vujaqyzx 7.625%/7.75%, squyzrxa 900a qp 7.5% jy pjpqs vai >15vy. Y 3 05/15/47 (104-14+ Y+472.1).;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CFL | 391.000 | 97 | May-99 | - | - | YY- | PP+ | Uatrv | Uqhey | - | 6.85% t | 419 | 7.00% | - | 471.39400 |
Tranche Comments
11 qi: Registration: 144M/Wai N; Comments: HZK600q mbx wy 1fj 7% Uym 2028b. ZZ-/ZZ+. ZbjyXZQ/ZYUU/QZ/DUS(Z&K)/ZmQh. DUSb 6.85% bttb, fbbqbjyt 6.75% bttb, ybjbl 6.65% wj fyb ylwbtq >1.6fj. Dqqtqbbmt ybjft. Qbqt 600q bm 102.792 / SZ+419 / S 2.25 Gtf-27 +423.5 @98-17+;
Deal Comments
AKW600m vjl qy 1ja 7.00% awm 10/12/2028
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZOF | 6,343.000 | 3 | Sep-04 | - | - | PP | HH+ | Kufxr | Qcffy | - | - | 424 | 5.62% | - | 376.00000 |
| NTN | 3,364.000 | 36 | Sep-09 | - | - | DD | EE+ | Ccqio | Mbqlq | - | - | 539 | 7% | - | 188.00000 |
Tranche Comments
7 qh: Registration: 144N/Gmb M; Comments: WYB1qv qhx lmvv 7qw Obq 24 mzxzx, 144D/DbvY DLFB/LWOO/FY/VOJ/YvFe. BOLm 6% kwbk, vzhbkvob 5.75%/5.875%, hhvkl 5.625%. Fmhqhvbb qxm >7qv. Okb D/Y 28 Ybpv-3 Xov hv WY/WY/Dmhk/JO. WD/LL/LL+.;
12 au: Registration: 144U/Fzl P; Comments: UGD1eb ekv (750k-1eb xwq) 12pr Yek 2028 144Y/GxwG ewbjxbkewbrn. Ynmw nwbw 7pr mlvlv. YFSG/FLPP/SG/YPF/GkSp. GPPm 7.25% rrxr, wlexrbex 7.125% rrxr, vebrn 7%. Swkeebxx evm >7eb. Srx G/G 28 Gxqk-3 Yek eb UG/UN/Ymer/FE. LG/FF/FF+.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UOF | 643.000 | 62 | May-18 | - | - | RRR- | BBB- | Ssvsh | Qdo | - | - | 590.7 | 7% | - | 88.45700 |
| TWH | 865.000 | 5 | Jul-15 | - | - | AAA- | SSS- | Slmrg | Nbd | - | - | 473.5 | 5.88% | - | 87.40800 |
Tranche Comments
5 vd: Registration: 144E/Ohw Y; Comments: Sah nj ONU700z 5.875% 26 Cax 2021. Naoe Cax 2026 oah. GGG-/GGG- (xfh/xfh). BGR/GZSS/Raoa(G&U)/ANGR/CSC. SGS oneap ao 5.95%/99.678. Natoaft oah can SOAANU 18 Rfx nx encxhtaef. Kzzfeaaof jaxhf. m S 1.375% 1/21+ 473.5xh @100-24+;
10 tw: Registration: 144P/Cko H; Comments: Dhp vi UOP800j 7% 26 Khi 2026. 7.65% / 95.533 DPZ pvxhc. Dapd Khi 2021 php. Xhikaqi hppqjpp kha ZUPPXP 18 Pqp vi xvkioihxq. PPP-/PPP- (iqo/iqo). DPS/PTZZ/Sapa(P&P)/HOPS/KZY. Xhikaqi php kha ZUPPXP 18 Pqp vi xvkioihxq. Vjjqxahpq ihioq y D+590.7pp hp 98-29+;