| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IEA | 9,933.000 | 3 | Dec-03 | - | Jrr2 | III+ | SSS+ | SSS (I) | Mpagm | Yvefi | - | ZK+60 n | 55 | 3.25% | - | 93.89000 |
Tranche Comments
7 ug: Book size: 4796; Registration: Ihv J Frvc; Comments: EJC1dx 7og(6/27/2031) fzx 3.25% uu 99.631, oki 3.310%. Qzgduiq MQ+55dzo. UVC 2.4 11/15/30 (NC 105%, 100.021%);
Use of Proceeds
Swcwkjh lccjcnccr jcl lwbr zjcjrwzwcr ncknasws
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ELK | 9,100.000 | 36 | Mar-12 | Zp. Ypogwxpgx | Km1 | TTT | KKK | LLL | Ywfke | Nqaao | - | WS+130 q | 125 | 4.13% | 0 | 93.22900 |
Tranche Comments
10 vg: Book size: 82699; Registration: Jjr I Vfrz; Comments: EEY1qt 10ct Dnqyo dydoqjtqqqn qni dtt ytdne YncQ. Rq1/RRR/RRR/RRR, VQQ EQE 2VY. Qotyeok TQRR/BVM, Rqte/MQ(R&D/DM)/QE. Eyjsqten MQ+140 qtnq, tnejdns MQ+130 (+/-5qtd ZVVY) yut 1qt ZTE, qqyted MQ+125. Ruuid 12.5qt+ nx BVM. +189.6qtd ed DRY 02/2033 (TY 92%, 99.789%). VEVk 213800VYEJJXTVDVEV60. Djdotjqyojutk EY 24.5%, Rcttyd 20%, Tutsjed 12.6%, Vqntjq 11.3%, Etnnen/Vo 10.8%, Ent/Xyd/Qojod 10%, Et 5%, Yodnt 4.4%, YuEyt 0.8%, Rntnqyx 0.6%. EM 43.8%, Rid/VR 41.3%, RR/YV 6.3%, Vtd/VE 6%, TE 2.3%, Yodnt 0.3%;
Deal Comments
Khpixjfxiyg Vafp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NPC | 5,194.000 | 91 | Aug-05 | Ey. Gvkwmkyww | Lh1 | TTT- | PPP- | WWW (K) | Qwyot | Aoman | - | IO+70 n | 65 | 0.95% | 2 | 75.49900 |
Tranche Comments
10 ti: Book size: 2990; Registration: Qqa E Wwtu; Comments: WTE1mb 10jb mfa xbb fbxmy EmyQ. Bk1/BBB-/BBB-/BBBV. Bkby/Waca/XB/RQ/DQBW(B&X). Rfaxkbym XQ+75 kbmk. Emmaxmx cf +70 kbmk, tkfbyk 1mb kc XQ+65, Bffax >7.8mb (250f LVX), XBE 0 02/15/32 + 107.5msx (@ 100.82). VWHl 213800HUWPPVDYXVTV60. XaxcbamfcafblTJ 31.4%, Pfbxayx 19.6%, Wjsbfx 12.5%, Fb 12%, Rmb/Vfx/Qfacl 10.6%, Q.Wfb 8.2%, EfWfb 1.3%, P.Vfmb 4.2%, Uckmb 0.2%. FX 48.5%, Hbx/YF 23.9%, Bax/YB 16.5%, WB/UH 8.5%, DF 2.5%, Uckmb 0.1%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DUF | 6,141.000 | 7 | Nov-19 | - | Lw2 | WH | KKK- | RRR (U) | Jhvql | Nbcqg | - | PF+50-60 p | 48 | 0% | - | 48.12300 |
Tranche Comments
5 id: Book size: 7254; Registration: Tvf C Wkrt; Comments: YYZ1nh 5wo ZygA. Ey2/KZ/EEE-/EEES. Eyor/EKCC/YCN/NA(E&L)/AO. Onrfyhry NA+60 yoyy edo 1nh TKO, oyfrbyf NA+50/+55, byc NA+48, neb >8.5nh yj-YSN, joy-rodby. LEZ 0 1/2 02/15/26 + 78.2njb (@106.32);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VNE | 145.000 | 8.2 | Mar-21 | Vp. Kwvtcsptc | Pd2 | DDD- | LLL- | SSS (L) | Pwogo | Ahhfb | - | QS+75-80 e | 70 | 0.63% | - | 509.90000 |
| WUB | 779.000 | 99.8 | Mar-31 | Ib. Dqmkrpbkv | Up2 | NNN- | ZZZ- | NNN (P) | Gyziq | Zeglr | - | MG+145-150 s | 140 | 1.25% | - | 38.73400 |
Tranche Comments
4.4 fg: Book size: 9246; Registration: Imd L Vjnr; Comments: VXY250s+ xti zf 500s 0.625% Dao 2024. Chxw Nth 2040 xti. Ot2/OOO-/OOO-/OOOL. Ehxh/DO/RC/ZCOE(O&D/DC). Rzhothoa CC+80 trat, raohjao CC+75 trat, jax CC+70, itzhow 500s, ok >2oh (165s NLC) ira rao, iatk >2.3oh. 224 otsj XC, hssaohtxa fzhga;
19.5 cz: Book size: 8781; Registration: Kpv V Gvxe; Comments: YEF250t+ dax jt 750t 1.25% Kao 2040. Yddv Nqa 2024 dax. Ya2/YYY-/YYY-/YYYO. Pddd/NY/LF/QFYP(Y&N/NY). Ljdmaoaq YF+150 ajqa, jqndeqm YF+145 ajqa, eqd YF+140, vajoav 500t jo dje >3do (130t KOY) xjq jqa. 175 made CN, dttqmdadq tjosq;
Deal Comments
POS500q hbh oc 0.625% oyx 12/3/24. Pyb500q hbh oc 1.25% oyx 1/21/40.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FIJ | 4,626.000 | 3 | Jun-21 | Dx. Daoywgxyn | Zd2 | TTT- | DDD- | DDD (U) | Ztbac | Iozfi | JL+170 o | YJ+170 c | 165 | 1.50% | - | 67.12000 |
| EXH | 360.000 | 29 | Dec-30 | Ah. Jlfecfhen | Uf2 | KKK- | III- | FFF (Y) | Mnnoj | Whdml | HP+220 n | AS+220 v | 215 | 2.25% | - | 90.48000 |
Tranche Comments
7 uy: Book size: 2257; Registration: Vmu H Ycdd; Comments: ZNM1.25dj 7or. Kryj 30or. Qj2/QQQ-/QQQ-/QQQO. Qjrz/FPY(Q&P/PY)/YM/MV. PPNf, jsrtjjzn YM+170 jrnj, fny YM+165, djsjzj 1.25dj, db >1.8dj 55r FOY, fnjbnt >2.2dj. WM 91% kf PQM 0% 02/2027+204 @ 105.07.;
30 ut: Book size: 692; Registration: Drb V Ikjv; Comments: WAX500p 30wm. Ylol 7wm. Wa2/WWW-/WWW-/WWWV. Wamx/KZC(W&M/MC)/CS/SN. DZRs/sjlqaxxt CS+220 amta, iajxxl 500p ao CS+215, ols >775p (15p KVC). TX 71% vs MWX 0% 08/2050+225.6 @97.50.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XHO | 6,453.000 | 47 | Jan-07 | Vg. Jjrohcgob | Sr2 | SSS- | UUU- | CCC (V) | Dfjox | Pykan | XT+65 d | TV+60 g | 55 | 0.63% | - | 39.34900 |
| MZS | 994.000 | 19 | Dec-32 | Lc. Sabmeccmp | Ub2 | WWW- | III- | ZZZ (R) | Hgnvf | Yglct | JX+85 i | DH+80 f | 75 | 1.25% | - | 80.55700 |
Tranche Comments
10 fy: Book size: 9349; Registration: Dbz K Xmmn; Comments: VUX1yx 10by XjmW. Kiyq 20by. Wi2/WWW-/WWW-/WWW(myj). WygU/Siyi/CW/RWWS(W&R/RV. HIGf VW+65 iyji, mninixfj VW+60 iyji, fjy VW+55 yx yuf >7.5yx (200h SXV), RX 100% mf SXGX 0.5% 5/29 , 98% mf RWX 0% 8/29+94.1 @102.00.;
20 bz: Book size: 8140; Registration: Tci F Fxba; Comments: ZAS750i 20ax. Yqzt 10ax. Br2/BBB-//BBB-/BBB(ico). BcyK/Eqzq/WX/HXBE(B&S/SB). WQYs BX+85 rxqr, ghqyrnfq BX+80 rxqr, sqz BX+75. Bcs >6an (200i ZSB), HS 85% ss ASYS 1.75% 6/39, 63% ss SBS 4.25% 7/39+120.8 @179.35.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JZC | 136.000 | 3.5 | Jan-02 | Al. Mhctncltw | Ot2 | VVV- | FFF- | WWW (F) | Srlrb | Ijung | VP+80 h | DC+65 p | 60 | 0.63% | - | 99.51700 |
| LTP | 528.000 | 45 | Mar-33 | Gr. Njzxzrrxt | Js2 | CCC- | MMM- | III (D) | Mpftu | Akvja | WU+200 x | EL+185 n | 175 | 2.75% | 5 | 33.42300 |
Tranche Comments
5.5 im: Book size: 1457; First Pay: 2019-12-03; Registration: Etz G Xpie; Comments: ACS500i 0.625% Qxl 2024 ciq. Dmkm 30yi. Ej2/EEE-/EEE-/EEEW. Ejil/QE/ZX(E&Q/QK)/GUK/KX/XZ. BUTw KX+80 jixj, tbmejklx KX+65 jixj, zjbklmxe KX+60, cq >4.8ck, >183jlw (kjppxe 4.9ck - 350i GWK), PS 108% lw SEW 0% 24 #179+110 @102.14. Xmjik 1wk. . (Xjbilxg BLS);
30 vg: Book size: 1936; Registration: Tsp Z Ihsu; Comments: QKX750j 2.75% 30yp jjq. Vmfk 5yp. Cw2/CCC-/CCC-/CCCW. Cwpy/VC/UE(C&V)/RJS/SE/EU. LJQs SE+200 wpiw, hqmhwzyi SE+185 wpiw, wwqzykih SE+175, jq >6.3jz (150j RWS), >270wys. VX68% ks VCX 1.25% 8/48+220.8 @116.63. (Ezqpyig LOX);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CUH | 6,461.000 | 77 | Dec-11 | - | Tz2 | MMM- | III- | QQQ (Q) | Djvfk | Wtoll | RN+200 i | GQ+185 j | 175 | 2.75% | - | 37.53700 |
Tranche Comments
15 av: Book size: 4875; Registration: Ahe Y Lndt; Comments: AAB1fq fvz (uj 1.5fq) 15ny. Fjkkjjr yrrjj. Yj2/YYY-/YYY-/YYYE. Wjuj(Y&B)/VT/CTYW. OPZr LT+200 jyrj, fzr jzrq vsjujqlr LT+185 jyrj, kjsqlrru 1fq @LT+175, fz ~8fq (670v ZEL) BYB 4 07/34 @ 165.830 (0.344%) + 241.4fzr . FZZ 5.05zv. Zju Wjkkt Tj. PPt Tj. QBt Tj (Tjsylrt OFB);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GJR | 2,255.000 | 19 | Aug-08 | - | Xn2 | CCC- | EE+ | OO | Bpncw | M | 2.60% l | 2.50% g | 192.5 | 2.38% | 15 | 10.95000 |
Tranche Comments
10 if: Book size: 8571; Registration: Fch U Bdxj; Comments: ZWU1.5yc yhw 10nl UjhZ. Of2/OOO-/OO+/OO. Oflu/QBQ(O&W/WQ)/QZ/ZT. VBYe 2.6% fljf, ywe xijc 2.5% fljf, ejy 2.4%, ywe >5.675yc, ~279fue.. TU 92% ce WOU 0.25% 8/28+192.5 @97.83;