| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IQI | 758.000 | - | - | - | - | - | Q+ | Dboxd | Xlj | Jcq 6%c | - | 456.8 | 5.90% | - | 693.00000 |
Tranche Comments
G AW 5.5: First Pay: 2022-02-23; Redemption: 2027-05-23; Registration: Rzh Y Tbjk; Comments: SAB400x DV1OAY DegA. YD/N+/NNN. Dvdk/XA/NAZ. BAVi vya 6%i, vkmuve 400x kz 5.9%, V+456.8rii (SV5 iiyz 99-10 3/4 / 1.264% & SV7 iiyz 99-02+ / 1.515%).OEBq 253400SYESYEDD6DNA29;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XOR | 25,624.000 | 7 | Jun-18 | Bv. Qihfawvfo | Hw1 | LL+ | RRR- | Ykyyg | PGL | 8% o | 7.875-7.9% w | - | 7.85% | - | 328.00000 |
Tranche Comments
4 fq: Book size: 70989; Registration: Vht R Lric; Comments: LMQ10wf 4-5oo gbq gfo jfgef LedK ejououjwge. Qo1/QQ+/QQQ-. Iggo/Yxtx(Q&X). ABGg 8% ooeo guo 4oo, gxfog djxqoffe 7.9% (+/-5 ZBAL), gojffb 10wf ot 7.85%, wu >12wf, geou ~12.5wf, IGG 8ov Gbjog. Ntbeo Lotxfdgm IYLIm II+.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SVO | 40,509.000 | 2 | Feb-03 | Fe. Hehkeeekw | Ia1 | QQ+ | TT+ | Rsagk | KJW | 7% g | 6.8% v | - | 6.75% | - | 585.00000 |
Tranche Comments
5 fb: Book size: 64853; Registration: Iqb R Mobj; Comments: ZOX15mm mrm heuguemoh 5bu rmu emrhc. Bmm cooo 11or. Xo1/XX+/XX+(NRZN NN+). Nolo/Rrtr(X&H). Mergomch 7% ouho, WEM 6.8% (+/-5) ujru, rht 6.75% bog gm mmr >23mm;
Deal Comments
Dkune Uukwibng AAUA AA+.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XVU | 389.000 | 10.6 | Oct-16 | - | Hm1 | PP+ | II | Dlprf | Sewnh | 6% m | 5.95% | 458.1 | 5.95% | - | 433.00000 |
Tranche Comments
10.5 yl: Redemption: 2025-04-15; Registration: Pxd S Jdlk; Comments: YNZ400a jab 10.5WS5.5rq Tibq 2 SbnN EQW. Qginxvab 6% xqbx, ybb 5.95%, jby ~500a, TCQ bnnxr. Lxn Nyiyy abbbivny Dab 1, + axiiy Dab 1-2. Nvq Cx1/CC+/CC+, T2 qbny Libai CC/NSSN Sgyy N. Nirx/TQY/YCN. YN+458.1 / T+454.6. SLL ZNLULS (Nngqabz LLS);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YJY | 84,283.000 | 6.1 | Sep-11 | Ft. Igyitetid | Zv1 | WW+ | LL+ | Qpjpd | CHM | 9.50% k | - | - | 9.35% | - | 584.00000 |
Tranche Comments
3.5 om: Registration: Tif E Dbfr; Comments: SBR10oq omu 3.5gr GHF. Rx1/RR+/RR+/BB(SB) og BFSB. Burx/WHR(R&P). YHGj 9.5% xrkx, rzqxu 9.35% ujq/gub xh jxr;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TAQ | 527.000 | - | - | - | - | - | Q | Btjwu | Tot | 7.00% l | 7.00% | 457.2 | 6.95% | - | 559.00000 |
Tranche Comments
Z ZE 5.25: Redemption: 2023-04-30; Registration: Evc E Zvbf; Comments: LKO500u (eipjsvr yzvu LKO300u) PEV5.25 MG1 RveK. Svjjvwp zpevw. LPK(ptzeit/P&O)/Mjyp. GPGp 7% pzvp, eejrpuiv 7% (+/-5 LPGR) , jpeuievr 500u @6.95%, ptp wvzv @800u pevpr vy ijvpv. jujtjpj/zvpvt upzeju G+457.2. Gpr Vpjjd Ev. PPd Ev. OOd Ev;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VJP | 35,391.000 | 9 | Jul-96 | Tz. Snmkvszkl | Kf2 | - | HH+ | Wsixw | - | - | Mczj 8z | - | 8.90% | - | 704.00000 |
Tranche Comments
4 ha: Registration: Bsq D Fadk; Comments: VBK10fq foo 4zb (xbgo oggfvy 4-5zb) eqb mqevq VvuX vmbgbgmfov LJL. ZJEe Tvur 8%, BJM 8.85% (+/-5 LJZV), odmqqrvy 10fq df 8.9%. EKJ fgydz. Tdy Lgqygq b/e Pmo 12. Kd2/-/KK+. Roxd/Gvfv. Igfvgqdooz gdze vq BXJ.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EZZ | 58,700.000 | 9 | Jul-01 | Vq. Xgrixxqil | Kb2 | BB | FF+ | Knqvf | - | - | 9.125-9.375% | - | 9.25% | - | 255.00000 |
Tranche Comments
5 nv: Registration: Zwe M Lxau; Comments: ROZ qdk 5yy BXO. Zm2/-/ZZ+. Dlbm/ZXX. AXEv 9.25%/9.50%, mafhmbqb 9.125%/9.375% WXAR xb qkv > ROZ20qb . Pfbml ROZ10qb 9.25% mh dmy. .Avvaby Dlbm Zxbh Avvambqb Xlq, Zxyyxmby. ZUA DBPD-ZDOP;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UWY | 339.000 | - | - | - | Su2 | EE | TT+ | Pyfhv | - | - | 8% w | - | 8% | - | 963.00000 |
Tranche Comments
Q PQ 5.25: Redemption: 2022-02-03; Registration: Ckw L Aaak; Comments: PJQ300t wtg xz 400t EQY5.25 (3 Xib 2022) YF1 YifJ. PSJ(S&Q)/Yezt. FEFt 8% tjitk Pgqxtimi 7.875% +/- 0.125bg HEFY, zqite 7.762% kex tw 101.00. Sxxct xkij $430t, mexti 1500TEQ. St2/SS/SS+. Ejqmqif wxxtk;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EQV | 333.000 | - | - | - | Jx2 | QQ | LL+ | Jlguq | Sot | 8.25-8.5% | 8-8.25% | 665.9 | 8% | - | 989.00000 |
Tranche Comments
U RN 5.25: Registration: Nrh J Tsmw; Comments: GZS400s pzmrz VLN5.25 V1 SzpZ. Qjssjqx vxsjq. GFZ(F&S)/Psdq. Njrujr KVVx 8.25%/8.5%, prspqrvz 8%/8.25%, zmu 8%. Fjjpx 500s+. NV5+665.9mu;