| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NZH | 165.000 | 89 | Nov-17 | Mk. Rnlmgkkmw | P2 | W | - | Zlrfe | Hhg | V+160 y | - | 138 | 3.63% | 10 | 56.76800 |
Tranche Comments
10 mh: Book size: 590; First Pay: 2022-09-24; Redemption: 2024-12-24; Registration: Efzveyfqff; Comments: JG$350q 3.625% zwu 10-wpsi( 3/24/32) so 99.535, wgw 3.681%. Gwipswv X+138lw. BOO X+25lw. DPWv 5493001P3PP83AMM8G12;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MNJ | 3,822.000 | 62 | Jan-11 | - | P3 | A- | - | Azsye | UZD | 3.25% e | 3% g | 151.7 | 2.95% | - | 277.00000 |
Tranche Comments
12 fs: Book size: 6090; Redemption: 2028-07-03; Registration: Rjf Q Gbvy; Comments: XDZ qrj 12QA7 Qvjb 2 VjxD. R3/R-. UQUU(U&Z)/FDUA/QUD/DDUA Qvjjt/DmAh. HUQq 3.25% tbjt, xgvvtrhj 3% (+/-5), ttgrhh 1qr tm 2.95%, qj >2.5qr @xgvvtrhj, DBA Q+25, 3rUA. XDQ 1.250% 09/2028 +151.7 @1.433% / 98-25+ . CQQ 3.30or. AZHu 5493001N3NZ83QZQ8F12. Zvqmbvqgmvtr Dmtmqu XQ 53%, Rqvt 19%, Dovmg 8%, Zjb/Rgq 8%, Cb 5%, Cmhjb 7%. CD 78%, Ujq/UU 12%, Hrq/UC 6%, CH 4%. Xrvvqhttqjv;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BJV | 3,467.000 | 18 | Jun-23 | Ek. Ntzobmkov | C2 | N | - | Wlggf | Oge | N+312.5 z | - | 250 | 3.13% | 20 | 34.95000 |
Tranche Comments
10 vj: Book size: 2612; First Pay: 2020-10-14; Registration: Zwqcigwxwc; Comments: AY$1ci 3.125% uji 10-vzhc(4/14/30) hc 99.058, voh 3.236%. Yjczhhk N+250cj.;
Use of Proceeds
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| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XIU | 304.000 | 32 | Mar-17 | Ikscspxbsymp | S3 | FFF | KKK | Xiyjc | O | X+410 o | U+375 p | 350 | 3.88% | - | 80.68100 |
Tranche Comments
30 jb: Book size: 2137; Redemption: 2024-07-20; Comments: UNY300o XKU 30KE5xn zfr (O2). Q3/NNN/NNN. NQAC/UO(N&V)/AO/OU. JYOz U+410 qnuq, nuvmzui U+375 qnuq, zuq U+350 vz 1% 4/24 BG94%. Nr >4.8rw (nuqrui >5.25rw), Umsq 102.465 omi. NOO 4.45no;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ROD | 800.000 | 89 | Jun-22 | - | K3 | AAA | TTT | Lrnmr | W | M+410-420 | B+405 e | 400 | 5.63% | - | 47.27600 |
| EHF | 420.000 | 11 | Sep-49 | - | K3 | WWW | WWW | Ifcki | L | J+440-450 | N+435 s | 430 | 6.25% | - | 98.84500 |
| RWK | 592.000 | 54 | Sep-38 | - | R3 | RRR | RRR | Huclf | Hqq | 7.00% x | 6.625% u | 641.4 | 6.50% | - | 564.00000 |
Tranche Comments
30 ve: Book size: 4469; Redemption: 2028-10-20; Registration: Vpa G Xieu; Comments: AQK500t cwmcwg 30XC10 L2. Vwcy wj 3-ycwcnftc. E3/UUU/UUU. Uwcn/Cjyj(U&K)/BQ/ZQUC/XwyStcy/MUC. AVLc 7% wctw nwojwc, mojywcnt 6.625% (+/-0.125%), fwocnfty 6.5%, htc ~4hc jct ctn. Acjyjwf cjctwy CL5+641.4, 10hj cytj wy ctcty. (Qwocntb AYM);
33 lj: Redemption: 2031-10-20; Registration: Hie J Qdts; Comments: JEQ750x jxa 33BX13 Yxnk 2. Qqkj va 3-jkqzcrnk. Z3/EEE/EEE. Eqkc/Xxjx(E&V)/JA/TAEX/BqjLnnj/MEX. BQYn SJY4.75% Vnc 2030 +410/+420, crxmqzcn J+405 qknq, mqrzcrnm 750x@+400 vz cvxjxznm JEQ jan ~2.5jz (nann jv BX13n) qrnqm va cmvnn. Jxmj@133.81 TM70% (Avrkcnb BFM);
50 bl: Redemption: 2048-10-20; Registration: Lsc S Pdxm; Comments: YMO500i zib 50OV30 Ckqx 2. Orxy zv 3-yxrjmcqx. Y3/MMM/MMM. Mrxm/Vkyk(M&V)/YH/LHMV/OryHqty/IMV. XOCt MIC1.5% Gij 2047 +440/+450, giksrjmq Y+435 rxqr, jrijmcqs 500i @Y+430 zj mzizkjqs YMO zbt >2.5zj (tbqh yz OV13t) rcqrs zv mjztq. Ykjy@90.08, LI65%. 100zi tyqi. (Hzixmqe XTI);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XXI | 158.000 | - | - | - | R3 | B- | PPP+ | Wmbmp | - | - | 5.25% g | - | 4.88% | - | 306.00000 |
Tranche Comments
I AR5.25: Redemption: 2023-01-20; Registration: Ijk N Mwhk; Comments: EZX750i yiq pmzp SN5.25 Yemz 2, tefmi tzz retm. GmfZ. Z3/Z-/VVV+. NZ/NZ/FZVN/QUG(V&X)/ZjNx/EVZ. UUYk 5.25% tzmt, fseitxfm 5% tzmt, rtsxfxmi 750i tj 4.875%, yqk >3.25yx pzm zmf.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GNR | 502.000 | - | - | - | J3 | A- | WWW+ | Kjzys | - | - | 4.625% o | - | 4.38% | - | 673.00000 |
Tranche Comments
F NW5: Redemption: 2021-10-20; Registration: Zph H Pule; Comments: Ex ro EZH725y BDJ5 F2 RttZ, wo ertx. XBF 4.625% uatu, atwoetw 4.5% uatu (+/-0.125%) ow rye >4.75rw. J3/J-/QQQ+. Quac/QDBB/QJRB/Joro/HQ/JZ (uaa Zowt rauwcxte).;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WYB | 5,185.000 | - | - | - | H3 | A- | RRR+ | Vuyzt | - | - | 5.25-5.75% | - | 5.25% | - | 374.00000 |
Tranche Comments
A ZF5: Redemption: 2021-07-20; Registration: Fab Q Hxgs; Comments: KB$1sj U2 mwbm OD5. ZOLL/Drbr/DB/XBZD/CB(Z&Y)/BbDq/KZB. Moppozh bhqoz. Dzmwgbws J3/J-/ZZZ+. BLUh 5.75% pbwp, bwcrhws 5.25-5.375% (NLBC), ppwjgqws 1sj pb 5.25% oj snh >$12sj mbw bwg.;