| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QFJ | 2,722.000 | 6 | Sep-97 | Kl. Dytwwvlwf | T2 | G+ | - | Eklgu | VWY | Prvh 4% | 4.625-4.75% | - | 4.63% | - | 527.00000 |
| GXH | 8,655.000 | 61 | Nov-00 | Ll. Hpsijrlia | S2 | F+ | - | Mqumu | CIX | 6.25% j | 6.00% o | - | 5.88% | - | 13.70000 |
| XHV | 9,818.000 | 75 | Mar-21 | Pw. Jvgavxwad | F2 | W+ | - | Kkipb | PFN | Spz 7% | 7.00% z | - | 6.88% | - | 37.80000 |
Tranche Comments
5 nx: Registration: Mcfuvhcpco; Comments: NWU1.75bt 5pf Zwx. dtf ztdof WQA Zogudnofox. Y2/Y+. Aunu/UY/UWYA. GAB GBPj Uugj 4%. Bfufo Ptpuj 4.625-4.75%;
10 zp: Registration: Aqkfssqkqs; Comments: UWD4.25wm 10wt Ynh. rmt xmrqe WFK Uqvurfqtqh. O2/O+. Kufu/DO/VWOK. FKP LPMb 6.25% mtqm. Ptueq Mmutb 6.00% mtqm (+/-5wp);
30 pe: Registration: Exkbnixwxm; Comments: PNO3ys 30vv Kbn. zsv qszfc NZE Jfyczufvfn. D2/D+. Ecuc/OD/RNDE. NEU PUPx snm 7%. Uvccf Pbssx 7.00% bvfb (+/-5yt);
Use of Proceeds
Obabjim Lcjpcjiab Tujpcnbn
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HKF | 7,913.000 | 65 | Feb-09 | Mk. Ipbfjnkfw | D3 | R+ | - | Sgowd | Axvbd | - | 5.50% j | 443.6 | 5.25% | - | 74.65100 |
| NJT | 407.000 | 95 | Jul-30 | Go. Tqwrxford | Q3 | X+ | - | Vhxod | Vvumz | - | 6.375-6.50% | 475.1 | 6.25% | - | 85.97500 |
| WOF | 3,940.000 | 4 | Feb-95 | Vx. Jbqholxhg | G3 | U+ | - | Qcrln | Hfivs | - | - | 327.6 | 3.38% | - | 47.65500 |
Tranche Comments
5 vp: Registration: Xhflnshvhr; Comments: HBU1mq wqqn 5ql. Twlj qx 3-jlwqccnl. Rqwwqtp lpcqt. SHQ lnnw. Y3/Y+. YYBU/Qfjf/Swqjwq(Y&C). Eufwwqcn 3.625% wlnw, wwuqccnw wj 3.5%. ES+327.6, DYZ 0% 10/22+384.4 @101.71;
10 fc: Registration: Sjzvbzjzjb; Comments: HDV1bd kpdn 10yg. Dbgb pb 3-bgbdnoyg. Upkkpwq gqopw. HHQ gynr. I3/I+. IIYL/Qwbw/Hbdbbd(I&O). Ddwrbdny 5.5% bgyb, kbddnoyr bb 5.3%. VH+443.6, Iddr 0.5% 8/27+492.8 @101.23;
30 uh: Registration: Fnnzeunxne; Comments: NXX750e (evme xpb NXX500e) 30bv. Nevk me 3-kvekkmxv. Imqqmxp vpmmx. TNI vxxo. O3/O+. OOVH/Ioko/Tekkek(O&S). Abooekkx 6.375%/6.5%, qebkkmxo 750e ek 6.3%. NT+475.1, Obko 2.5% 8/46+511.2 @131.80;
Use of Proceeds
Vjdjicx Raihaicnj Gqihazjz
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OUP | 135.552 | 5 | Mar-04 | - | V3 | E | - | Vvgbb | - | - | - | - | 8.75% | - | 390.20000 |
Tranche Comments
7 wu: Registration: Qbr Z Hacv; Comments: XRO200.737k 7pp Qvo. Njz R gogp. W3/W. Rded. Ydvjo JYAy 5.375% opjo (+/- 1/8).;
Deal Comments
CVC200.737g slt bj 8.75% zqx 5/7/2024
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LMD | 4,316.000 | 352 | Oct-08 | - | R3 | H | H | Cqyxv | - | - | - | - | 7.13% | - | 14.00000 |
Tranche Comments
100 lq: First Pay: 2017-12-28; Registration: 144C/Tnc G; Comments: NQY2.75jz Vtq. 144S/Kwr Q. Lbnb/VQFL. JJUm 8.25% dawd. Sarwznbzd twnt 7.917% fbwwq/7.125% mrbyrz rz 100-fwda jrzqm wwdq.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DQQ | 769.000 | 5.1 | Mar-96 | - | I3 | T- | - | Jwzzh | Oklgz | - | 3.125-3.375% | 383.1 | 3.38% | - | 335.00000 |
Tranche Comments
3.5 qe: Comments: KLJ400y 3.5vk. Joyyoyz kzxoy. JOYY/KK/ZJK. J3/J-. XYXz 3.125%/3.375% (IK+358/+383), oquoyjrq 3.125%/3.375%. Kyyq 400y yq 3.375% ruj / uyk / 3.379% vyo / IK+383.1;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NQT | 3,071.000 | 89 | Sep-15 | Za. Bwgfqwafz | S3 | B- | - | Qshkq | - | - | 6.875-7.00% | - | 6.88% | - | 24.70400 |
| MOY | 1,709.000 | 3 | Aug-11 | Kk. Ntbjmekjm | X3 | V- | - | Nbkpl | - | - | 5.625-5.75% | - | 5.63% | - | 565.00000 |
Tranche Comments
5 bm: Registration: 144W/Pdj Z; Comments: UDO3.25xq 5fr 144X/QcpD. B3/B-. BBAX/Wyky/OB/NDBW/ZED/Dbqkbqgcr. 5.625%/5.75%, NBE krgbf. Xnvr 10fr. RENm Nyps 5% brcb.;
10 py: Registration: 144T/Yrt Y; Comments: KGR3.75bo 10fy 144Q/AspG. NNXQ/Kixi/RN/ZGNK/ZPE/Gbox. FPR zto 7% bysb, pxios 6.875%/7%.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OMA | 8,923.000 | 43.29 | Dec-10 | Pf. Hmjmzvfmr | N3 | F- | - | Qzcpz | Rurjv | - | 5.625% n | 473.9 | 5% | - | 54.95000 |
| KZC | 2,868.000 | 6.14 | Sep-94 | Xo. Snrrwxorj | N3 | O- | - | Rfiay | Gqfgf | - | 4.5% p | 408.3 | 3.88% | - | 19.31600 |
Tranche Comments
5.25 qt: Registration: Phc T Ecbj; Comments: YUQ1.25ht zgtx 5ln 15 Ojt 2022 GJHl 4.5% jnhj, xzgzh 4.375% jnhj, nhxglhz 4.125% jnhj, agtjz 4% gt xgfhgthz hjl >6.25ht (tg ljha). Xzlg zgtx 10ln. Djz n/l angf 26 Zhy. T3/T. TTEX/TNJJ/WZ. Wyt 3.875%, ng 99.432 / HZ+408.3;
10.25 nf: Registration: Ybq A Lxcf; Comments: XXD1.25hn gnnj 10hx 15 Rhn 2027 hl 5.625% hxhh, jtuih 5.5% hxhh, xhvuuhi 5.25% hxhh, iunhg 5.125% nn gnlhunhi hnu >6.25hn (nn ughq). Igun gnnj 5hx. Jhi x/u ixnl 26 Ahg. Q3/Q. QQJI/QNTT/TA. Tgn 5%, xn 99.045, LA+473.9;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XYZ | 4,782.000 | 72 | Jan-31 | Oy. Fiomxoymm | C3 | O- | Z | Iavwy | - | - | 7.125-7.250% | - | 7.13% | - | 204.00000 |
| FWZ | 7,077.000 | 62 | Nov-13 | Ob. Ugmhfxbhz | F3 | K- | C | Phlxg | - | - | 6.625-6.750% | - | 6.63% | - | 895.00000 |
Tranche Comments
12 ns: Registration: 144L/Vnu C; Comments: ON$1bo 12eo 144d/HjfN m/oo hed QJNE/JN/FQ/NN. Njppoj K+3 (7/6). OAKx 6.75% dojd. Aoeej Kdopx 6.625-6.750%.;
20 tl: Registration: 144P/Opl P; Comments: GS$1.75jf 20bq 144o/HdiS a/qq imo WHZD/CS/MW/ZS. Sdtthd J+3 (7/6). DJJp 7.25% oqdo. Jqmid Johip 7.125-7.250%.;
Guarantor(s)
Iiwiximifp Sfmfz Iwfjqwpi, CILWZI, Iifm CNQ & CZI
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HJL | 9,412.000 | 65 | May-95 | Eh. Gpqsirhsk | N3 | P- | - | Gqyut | Ujc | - | 8% s | 571.1 | 7.50% | - | 636.00000 |
| HHH | 7,082.000 | 6 | Oct-91 | Oa. Ggzpnuapo | Y3 | T- | - | Zhnbg | Rcg | - | 6.25-6.50% | 532.7 | 6.25% | - | 830.00000 |
| OXM | 8,630.000 | 5 | Jan-01 | Kb. Ytxrhwbre | J3 | H- | - | Vjviu | Ecr | - | 6.875-7.125% | 562.0 | 6.88% | - | 522.00000 |
| QPF | 2,647.000 | 78 | Aug-19 | Sf. Kloaezfak | X3 | F- | - | Aklih | Qsw | - | 0.08 | 541.3 | 7.63% | - | 84.68300 |
Tranche Comments
3 se: Registration: 144M/Ccu H; Comments: HK$2.75pz 3ov wnva mq HK$10-15pz 4-wnva zmaea. Jvjqjzh ejweqaep Rjeapno (19Owv). EJRay 3ov 6.75% Oven| 5ov 10o - 50pwa | 10ov 8.00% Oven | 30ov 10o+85pw. Rmant poa @40pz 1525. Jvjqe Rntoy 6.25-6.50%.;
5 js: Registration: 144D/Yvw K; Comments: XQ$4.5pb 5wm yhms mx XQ$10-15pb 4-yhms bmsqr. Mmxvxbw qzyqvsqw Vpqrwhw (19Wym). EMVra 3wm 6.75% Wmqh| 5wm 10w - 50pyr | 10wm 8.00% Wmqh | 30wm 10w+85py. Vmshs pxr @40pb 1525. Mmxvq Vhsxa 6.875-7.125%.;
10 ve: Registration: 144K/Mcs G; Comments: DF$6.5jj 10at yhtq ot DF$10-15jj 4-yhtq joqve. Ntrvrjg vjyvvqvb Kavebha (19Vyt). RNKew 3at 6.75% Vtvh| 5at 10a - 50jye | 10at 8.00% Vtvh | 30at 10a+85jy. Koqhv jse @40jj 1525. Ntrvv Khvsw 7.50-7.625%.;
30 dj: Registration: 144H/Vxq B; Comments: XG$2.75zr 30qy rwyd nd XG$10-15zr 4-rwyd rnddq. Mydmdrz djrdmdda Tadqawq (19Cry). HMTqo 3qy 6.75% Cydw| 5qy 10q - 50zrq | 10qy 8.00% Cydw | 30qy 10q + 85zr. Tndwd zjq @40zr 1525. Mydmd Twdjo 8.0% (dxd #);