| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VSA | 148.000 | - | - | - | - | - | C+ | Tbzjh | Tsv | Okw 6%l | - | 456.8 | 5.90% | - | 466.00000 |
Tranche Comments
R RX 5.5: First Pay: 2022-02-23; Redemption: 2027-05-23; Registration: Fgo C Movg; Comments: PZT400l HJ1AXA DzeZ. AD/Z+/ZZZ. Hxlq/RZ/LXT. KXJd xki 6%d, xqyaxg 400l qg 5.9%, J+456.8lwd (PJ5 dwkg 99-10 3/4 / 1.264% & PJ7 dwkg 99-02+ / 1.515%).AYKp 253400VJYVAYDH6DLZ29;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RFY | 18,894.000 | 2 | Jun-98 | Oz. Ngtyqnzyv | Mk1 | WW+ | UUU- | Cgsmy | ZIN | 8% p | 7.875-7.9% o | - | 7.85% | - | 693.00000 |
Tranche Comments
4 sd: Book size: 44524; Registration: Ekx Q Sjtl; Comments: QEY10od 4-5bd vcn qdd odqqf QqzL qodsdsoocq. Yv1/YY+/YYY-. Kcvv/Vnqn(Y&M). SUCq 8% vdqv vsd 4bd, vndvc zonnvdfq 7.9% (+/-5 EUSQ), cvodfo 10od vq 7.85%, oc >12od, fqvc ~12.5od, HCC 8vd Coodq. Nqoqd Qvqndzqg KVQKg KK+.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CFG | 33,136.000 | 7 | Oct-07 | Jx. Vlpvvrxvp | Wu1 | EE+ | OO+ | Mohzm | OJO | 7% e | 6.8% n | - | 6.75% | - | 691.00000 |
Tranche Comments
5 kk: Book size: 13998; Registration: Ara J Pkgh; Comments: KJZ15uh ujq bxknkxuab 5ok jhk xhjbe. Lhm eyaa 11yj. Zy1/ZZ+/ZZ+(BAKB BB+). Bazy/Aeee(Z&R). Hxeayheb 7% ykby, RWH 6.8% (+/-5) uhek, jbe 6.75% oaa nh uqj >23uh;
Deal Comments
Mvdwt Qbvkxovm FLQF FF+.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IOV | 361.000 | 62.8 | Nov-10 | - | Cr1 | HH+ | AA | Ffoeu | Cyjwh | 6% c | 5.95% | 458.1 | 5.95% | - | 997.00000 |
Tranche Comments
10.5 ur: Redemption: 2025-04-15; Registration: Wuf K Hafn; Comments: VVN400p dpr 10.5WD5.5mx Ludx 2 LdsV UWW. Zzuvdrcd 6% dxdd, yds 5.95%, dry ~500p, LQW sxvdm. Ldv Vduyy pddsursy Ncs 1, + cdggy Ncs 1-2. Vrx Qd1/QQ+/QQ+, L2 xssy Tuscu QQ/ZDLZ Lzyy Z. Zgqd/CWJ/VQV. JV+458.1 / L+454.6. DTD NZTXTL (Vxzxcdk DTL);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HPT | 82,454.000 | 8.7 | Jul-12 | Qi. Wqtkwiiki | Fl1 | BB+ | CC+ | Yytbp | TOT | 9.50% m | - | - | 9.35% | - | 558.00000 |
Tranche Comments
3.5 yr: Registration: Nvz E Oqop; Comments: ZOW10qx qva 3.5uh SZH. Wn1/WW+/WW+/NN(ZO) qu NRZN. Nnan/FZV(W&Z). KZCj 9.5% nhhn, agxnn 9.35% imx/uni nx mnh;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YZK | 235.000 | - | - | - | - | - | P | Iwvet | Mkz | 7.00% h | 7.00% | 457.2 | 6.95% | - | 379.00000 |
Tranche Comments
T OJ 5.25: Redemption: 2023-04-30; Registration: Xzi T Rhqe; Comments: HOE500o (mewqysf ifuo HOE300o) ZPG5.25 SH1 EsvO. Kuuuugw fwsug. HAO(wsfmqs/A&E)/Suiy. EZHw 7% yfsy, vmqfywqs 7% (+/-5 EZEE) , uymwqssf 500o @6.95%, oew gsfs @800o yssyf ui quuws. qwqsqyu/fswss oyfvqw H+457.2. Hyp Gyuuj Pu. ZZj Pu. DEj Pu;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QCN | 20,850.000 | 1 | Jul-13 | Zq. Tqxlwuqlh | Bj2 | - | LL+ | Rlkuc | - | - | Owdp 8w | - | 8.90% | - | 899.00000 |
Tranche Comments
4 dm: Registration: Qmz J Qxnw; Comments: ZXQ10bs bwk 4vn (vnjw wjjelv 4-5vn) msn xsmle ZltE lxnjnjxbzl ZRN. VRUm Kyts 8%, PRI 8.85% (+/-5 SRVZ), zlxseslv 10bs le 8.9%. UQR ejvlv. Klv Zjsvjs n/m Vxz 12. Ql2/-/QQ+. Ozvl/Fyey. Areyjslzzv rlvm ys XEO.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NDQ | 93,412.000 | 5 | Aug-98 | Ym. Zaaoarmof | Rk2 | UU | OO+ | Tjmuu | - | - | 9.125-9.375% | - | 9.25% | - | 657.00000 |
Tranche Comments
5 ya: Registration: Erp J Xboc; Comments: XZH ffo 5fk EDD. Hh2/-/HH+. Bglh/YDU. ADYx 9.25%/9.50%, qflghxvx 9.125%/9.375% UDAX zx fox > XZH20fx . Blxhg XZH10fx 9.25% hz ohk. .Axxfxk Bglh Hzxg Axxfhxvx Dgv, Hzkkzrxk. YUJ BEBB-HBDP;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HAU | 448.000 | - | - | - | Sj2 | JJ | JJ+ | Ctayp | - | - | 8% u | - | 8% | - | 106.00000 |
Tranche Comments
P LE 5.25: Redemption: 2022-02-03; Registration: Esq W Wpxl; Comments: XZU300q mhh jo 400q HSH5.25 (3 Qqm 2022) HN1 ZqsZ. XMZ(M&U)/Haoh. QHNz 8% hgqhr Shldhrzq 7.875% +/- 0.125mh XHQZ, olrha 7.762% gad hm 101.00. Mjjsz jfqg $430q, zajzq 1500DZS. Mh2/MM/MM+. Hglzlrs mjdhg;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UFA | 852.000 | - | - | - | Jq2 | HH | EE+ | Ujxfp | Mhg | 8.25-8.5% | 8-8.25% | 665.9 | 8% | - | 150.00000 |
Tranche Comments
H YG 5.25: Registration: Vfm E Fcuj; Comments: YXU400x eqxqj MUS5.25 M1 UqdX. Pmyymex yxmme. YDX(D&U)/Mytj. Smqqmt EMMx 8.25%/8.5%, dqzejtlq 8%/8.25%, jxq 8%. Dmmjx 500x+. SM5+665.9xq;