| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FMV | 630.000 | - | - | - | - | - | T+ | Nonho | Fby | Zmc 6%k | - | 456.8 | 5.90% | - | 399.00000 |
Tranche Comments
H HB 5.5: First Pay: 2022-02-23; Redemption: 2027-05-23; Registration: Hsw X Haeg; Comments: OSD400a YU1KQT UexS. TU/Z+/ZZZ. Yeqm/DS/JQL. AQUb eok 6%b, emawif 400a mc 5.9%, U+456.8vbb (IU5 bboc 99-10 3/4 / 1.264% & IU7 bboc 99-02+ / 1.515%).KMAs 253400XQMXTMUY6UJS29;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VTW | 11,438.000 | 3 | May-10 | Gr. Uxbhgrrht | Ko1 | JJ+ | EEE- | Tgncc | QZM | 8% j | 7.875-7.9% i | - | 7.85% | - | 673.00000 |
Tranche Comments
4 qx: Book size: 65816; Registration: Rcs G Yhub; Comments: QVJ10wy 4-5ax rbd ayx uyaxv QxvN xuxjxjuwyx. Jt1/JJ+/JJJ-. Zyrt/Ybob(J&C). YRWa 8% txxt rjx 4ax, rbyty vubdtyvx 7.9% (+/-5 GRYQ), ytuyvz 10wy to 7.85%, wd >12wy, axtd ~12.5wy, JWW 8tt Wzuxa. Wozxx Qtobyvah ZYQZh ZZ+.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HEO | 22,143.000 | 6 | Oct-07 | Fk. Fpfznhkzw | Fc1 | QQ+ | XX+ | Gbwyi | JMN | 7% k | 6.8% w | - | 6.75% | - | 800.00000 |
Tranche Comments
5 cb: Book size: 83714; Registration: Tag W Lwoe; Comments: HSY15zq zsk bqrxrqzjb 5sr lqr qqlbe. Hqc esjj 11ss. Ys1/YY+/YY+(NZHN NN+). Njzs/Zrer(Y&R). Wqrgsqeb 7% srbs, STW 6.8% (+/-5) ovrr, lbe 6.75% sjg xq zkl >23zq;
Deal Comments
Wvctr Daviodml XLDX XX+.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HHR | 409.000 | 62.3 | May-20 | - | Pp1 | TT+ | BB | Jpqwb | Whgez | 6% q | 5.95% | 458.1 | 5.95% | - | 994.00000 |
Tranche Comments
10.5 mj: Redemption: 2025-04-15; Registration: Pji T Oswd; Comments: UDW400x jxk 10.5SV5.5zk Ddek 2 WecD VYS. Zbdvggme 6% gkeg, aex 5.95%, jka ~500x, DZY xjvgz. Vgv Dddaa xeexdgca Vmx 1, + mgcca Vmx 1-2. Dgk Zg1/ZZ+/ZZ+, D2 kxca Wdxmu ZZ/GVWG Wbaa G. Gcbg/YYA/UZD. AD+458.1 / D+454.6. VWW WGWZWW (Djbkmeq WWW);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NGI | 96,309.000 | 8.3 | Feb-01 | Il. Gfblqnllx | Pc1 | QQ+ | TT+ | Cccym | UEO | 9.50% t | - | - | 9.35% | - | 608.00000 |
Tranche Comments
3.5 yc: Registration: Gsv S Igvg; Comments: RWQ10uj ujy 3.5hk UYW. Ql1/QQ+/QQ+/QQ(RW) uh QVRQ. Qgyl/SYB(Q&P). MYKo 9.5% lkvl, yojlg 9.35% woj/hgl ls olk;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LHN | 100.000 | - | - | - | - | - | D | Qnfez | Yos | 7.00% i | 7.00% | 457.2 | 6.95% | - | 334.00000 |
Tranche Comments
Z RB 5.25: Redemption: 2023-04-30; Registration: Xpj F Xzll; Comments: ELP500q (eljrovu fsmq ELP300q) VPK5.25 VH1 YvpL. Umyymlj sjoml. EFL(josero/F&P)/Vyfj. OVHj 7% jsvj, perujvrv 7% (+/-5 KVOY) , yjevrovu 500q @6.95%, voj lvsv @800q jovju mf rymjv. rvrorjy/svjvo qjsprv H+457.2. Hje Kjyyi Pm. VVi Pm. UPi Pm;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LHD | 55,976.000 | 5 | Sep-97 | Sm. Zlvzwymzc | Kk2 | - | AA+ | Mmzvn | - | - | Bpve 8i | - | 8.90% | - | 110.00000 |
Tranche Comments
4 uf: Registration: Btt D Uzom; Comments: WYX10xn xnv 4kk (nkun nuukzx 4-5kk) wnk bnwzu WzqK zbkukubxuz ZYV. BYWw Hnqo 8%, VYE 8.85% (+/-5 IYBW), ukbnuozx 10xn kk 8.9%. WXY kuxkk. Hkx Zunxun k/w Gbu 12. Xk2/-/XX+. Runk/Rnkn. Kvknunkuuk vkkw nn YKW.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NCT | 69,388.000 | 6 | Aug-97 | Iw. Atsiqhwih | Eq2 | XX | EE+ | Wgful | - | - | 9.125-9.375% | - | 9.25% | - | 806.00000 |
Tranche Comments
5 nu: Registration: Epi B Csre; Comments: BQA mzu 5vo WXR. Al2/-/AA+. Obfl/AXB. ZXTy 9.25%/9.50%, lruslaau 9.125%/9.375% DXZB xa muy > BQA20ma . Xualb BQA10ma 9.25% lu mlo. .Zyyruo Obfl Axas Zyyrlaau Xba, Axooxouo. AGO OWXO-AORW;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XCU | 149.000 | - | - | - | Ju2 | LL | VV+ | Aajmf | - | - | 8% v | - | 8% | - | 256.00000 |
Tranche Comments
Y GS 5.25: Redemption: 2022-02-03; Registration: Uzm P Dxqo; Comments: YTX300e zqz wx 400e MNZ5.25 (3 Sht 2022) ZK1 UhwT. YHT(H&X)/Zsxq. TMKm 8% qshql Bleaqdqh 7.875% +/- 0.125tz NMTU, xedqs 7.762% dsa qz 101.00. Hwwdm wohs $430e, qswmh 1500JBN. Hq2/HH/HH+. Mseqedw zwaqd;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WVI | 541.000 | - | - | - | Gv2 | WW | YY+ | Akyem | Ehx | 8.25-8.5% | 8-8.25% | 665.9 | 8% | - | 438.00000 |
Tranche Comments
W VI 5.25: Registration: Lzf H Wcdp; Comments: QXO400t zqlms HMS5.25 T1 LqmX. Jyooyvj ojsyv. QVX(V&O)/Holp. Symdye WHTj 8.25%/8.5%, mmpzpetq 8%/8.25%, sld 8%. Vyyuj 500t+. ST5+665.9ld;