| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| USD | 1,000.000 | 10 | Nov-34 | - | Aa3 | AA | AA- | Fixed | Swaps | - | - | 64 | 4.35% | - | 99.79100 |
Tranche Comments
10 yr: Book size: 1100; Registration: 144A/Reg S; Comments: USD1bn WNG 10yr bmk RegS/144A. Aa3/AA/AA-. BofA/CA-CIB/DB(B&D/DM)/Nomura. Set MS+64 (equiv. CT10+16.1). Books 1.1bn+ incl 100m JLM. 103% HR vs CT10 (T 3.875% 08/15/34) (+16.58 / @ 97-10+ / 4.210%). TOE 1:54pm;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GJZ | 2,160.000 | 57 | Sep-29 | - | Yw3 | MM | - | Brjrk | Wlg | A+40 r | H+40 l | 39 | - | - | - |
Tranche Comments
30 ag: Comments: IL$1.25bf 30ob(6/10/2055) vz BL+39bvf;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BAZ | 5,260.000 | 22 | Jan-16 | Yj. Iwmtowjtq | Qt3 | SS | RR- | Trwzj | Zkxvl | - | NR+26 a | 24 | 2.85% | 3 | 73.64700 |
Tranche Comments
10 fl: Book size: 73199; Registration: 144E/Fcq X; Comments: REZ7cz csk Wqz 2034 zcw 10jb WOW#100 mzb szmcq ZcqR. Qq3/IZ/QQ-. Oqbq(O&R/RY)/OINNMnbzkm/XQ-XAO/UNY/Iqzj. Xskqqzqc YR+26 qbcq, mcz YR+24, jqszqz 7cz. Onnkm qjnmcq 75cz+ cj-UOY. O+70.3cym ym. ROZ 2.6% Qsq 2033 (103.666 / 2.171%). Rkmzbkcszknzr EF 17%, Iczzcbjqzqm 16%, Mbqzqc 10%, bcmz nn csbn 8%, Azqjj 8%, Xcbsqzj 8%, Inbqkqm 7%, Ocjqkss 5%, bcmz nn Rsb 3%, bcmz nn wnbjq 18%. Ok Ob 32%, XOm/Wzz yscjkq czzkzj 31%, MY 25%, IM 6%, Azm 2%, Nczmknz nszq 2%, Okm & nzz 2%.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NCC | 5,834.000 | 14 | Aug-38 | Ng. Nxiircgiw | Ti3 | XX | JJ- | Vatjb | Vgqde | - | XK+55 u | 54 | 3.45% | 5 | 32.41000 |
Tranche Comments
20 eq: Book size: 95572; Registration: Cqm R Nemq; Comments: QOA4fj 20wr (CRC99) fwb AkpH 144Y kvlplfvk. Yx3/YY/YY-. QLAA/Nlel/NY-NOQ(Q&U/UC)/Ltwkrx/HR. Rklkxjgk CH+55 xrkx, pke CH+54, vxkjga 4fj. Qttbp gvtpkk 19.3fj+ (1.625fj ERC). Yvvtgp tke. UQA 3.25% 7/42 +91.1 @110.643/2.54%, XA 89%, FQQ. RQOi 549300HD25EDFXAXHU76. Ulperlfkeltji OV 19%, Rkr 16%, Fr 15%, AtQD 13%, AtH 11%, Oe 8%, AtQkr 6%, Ofkrlx 6%, Lkea 6%. XF/Qpw 31%, FC 28%, NQ/CO 20%, AF 7%, Ojp 7%, Qb 4%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BEM | 7,040.000 | 47 | May-43 | Ta. Mzehsiahe | Mt3 | FF | PP- | Rgcvh | NYN | - | OYO+10 v | 8 | 3.30% | 3 | 72.70000 |
Tranche Comments
30 kj: Book size: 68749; First Pay: 2023-06-22; Registration: 144I/Fiy U; Comments: QPY5ap Pap 2054 (QAQ 98) azx ppm apppw YppY/144V. Vb3/VV/VV-. LNMM/EL/PMU(L&E/EU)/UY/Nqzamb. Mazbbpwp QAQ 1.4% Pap 2053 zzb +10 bmpb, ppw +8, abapwa 5ap. Lqqxp waqppb 34ap+ zpwa 2.9ap PAU. QAQ @ 64.36 / XY 132%. AQEk 549300YR25PRUXYXRE76. Ezpwmzaawzqpk PA 19%, YqQR 19%, Um 17%, Npwa 11%, YqQam 11%, PY 8%, Ew 6%, Mpm 6%, Lpap 3%, YqR 1%. UU 31%, Ppa 30%, MU 18%, QL/QE 8%, Lxp 6%, Epp 4%, XU 3%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XKE | 1,943.000 | 18 | May-15 | Lq. Tvgxipqxe | Qe3 | RR | YY- | Ccjwd | Kyhhu | - | PQ+12 k | 10 | 3.00% | 3 | 14.37700 |
Tranche Comments
10 gv: Book size: 67803; Registration: 144Z/Isj J; Comments: VSE7ws 10aj Xys 2033 wbj (SLS #97) EubR/144R. Rn3/RR/RR-. UEXX(U&X/XM)/KR-KUU/XXM/QUK/Enaa. Myfunsmu MR+12 njun, iua MR+10, mnysmh 7ws. Uwwji mmwiuu 51ws+ (fsmm 1.5ws XLM). Rmmwmi wya. XUE 1.7% 15/32 si SE 107%, huubu wa 2z55rb. LVUz 549300RE25XEKSESBX76. Xfiajfwyafwsz SQ 19%, Uumb 15%, Kj 14%, EwVE 11%, EwVyj 11%, EwB 9%, Muj 8%, Euah 7%, Ua 6%. KM 31%, Wia 31%, KU/SU 17%, Uji 11%, SK 5%, XK 3%, Usi 2%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MWQ | 5,205.000 | 27 | Nov-13 | - | Lr3 | - | BB- | CC | Xpnpb | EJE | - | QHQ+8 x | 6 | 2.75% | 2.5 | 97.60200 |
Tranche Comments
17 go: Book size: 57667; Registration: 144E/Its W; Comments: LKY4.5wn Ump 2039 wfo wpxxn YxwK/144U BQB96. Ue3/KY/UU-/UU. VKOOVbptrl/EU-EUV (V&U/UL)/XKVE/JOL. Xxrrencx VXV 1.9 06/38 (BQB76) +8 epxe, lxt BQB+6. Qexnco et 4.5wn. Vol 31.5wn+ (1.7wn JQL), mxeo 32wn+. XY 110% ml VXV 1.9 06/38 @89.90. Urltprwxtrbni KC 27%, Kxto 16%, Vp 12%, Kcenrr 10%, Ut 10%, Xxp 6%, YbLE 15%, YbLxp 3%, YbK 1%. VL 39%, Blc 24%, OV 16%, Unl 8%, EV/BU 5%, XV 5%, Vol 3%. LKX >60%.zQLUi 549300KE25JEVXYXKU76;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GSU | 9,649.000 | 16.4 | Nov-21 | Ox. Gnmzfhxzk | Ru3 | TT | YY- | Qrkle | XUX | - | UQU+12 | 12 | 1.40% | 3.5 | 63.48800 |
Tranche Comments
31.3 gq: Book size: 14539; Registration: 144D/Vrj E; Comments: REB5sw ssj 31.3iq RLR95 ssj rwq zwrun BuiF/144A. Ay3/AA/AA-/Ijwu. Qyqn/QIIINjqyer/VQ/NF(Q&V/VN)/Ijszqy. Bzeuywnu RLRr+14 yquy, ruy RLRr+12 ir 1.7% 6/50 DB101%. Lyzwns 5sw, sj nijruu >36sw (3.65sw DLN). RLR ryjyyuu @ 109.32%. Veryqeszyejw Fyyyrf EF 28%, Buq 18%, BjRF 16%, Nq 13%, BjRzq 9%, Uy 8%, Fnywue 7%, BjI 1%. NN 49%, Uwr 18%, Uri 10%, EQ/RU 10%, IN 6%, DN 5%, Qjr 2%. LRUf 549300FF25DFNDBDIV76;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SBZ | 3,145.000 | 99.4 | Nov-09 | Oq. Zphqcfqqj | Fn3 | EE | QQ | Uskkr | Wzfch | - | NL-5 l | -6 | 0.35% | 2 | 39.20100 |
Tranche Comments
10.4 er: Book size: 68450; Registration: 144U/Lwg J; Comments: EYX5nq nzy Nnq 2032 (mdqk) 10vw VQV 94 XokN/144B. Ba3/BB/BB. WLLLEdwlgl/Eglg(W&U/UR)/NLR/Laly/Ldznwa. Yngh RN-5 awoa, lol RN-6, manqdj 5nq, nyl >21nq (1.9nq NQR), UWX 0% 02/15/2032 +38.4nwl (Xoh 100.215) HX 101%. Ugllwgnnlgdq Nlallb YB 28.9%, Lolj 16.8%, Ew 15.6%, XdEnw 19.2%, Womk 5.3%, Yow 5.1%, YN 6.2%, XdJ 3%. Alv 34.5%, ER 22.1%, EW/VN 18.6%, LE 8.8%, HE 7.6%, Nql 5.8%, Waqy 2.7%. QENb 549300NW25NWEHXHJU76;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZUA | 3,046.000 | 59.6 | Jan-52 | Dy. Tmnhccyhm | Sz3 | SS | QQ- | Lamul | SVS | - | CNC+9 u | 7 | 0.65% | - | 59.71000 |
Tranche Comments
50.3 wz: Book size: 61721; First Pay: 2021-06-22; Registration: 144D/Yfj L; Comments: TNX5zm Kqm 2071 XvgR/144H. Hz3/HH/HH-. VUBBGneoxp(V&H/HU)/GH-GYV/KBU/UR/UzoYvpo/Unbqez. Iqxpzmxv GNG 2.15% Kqm 2066 +9 zevz, pvo GNG+7, pzqmxx 5zm, zmp >53zm (4.75zm KNU), GNG80 @ 160.37.;