| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WDJ | 848.000 | 5 | Apr-97 | Mvpcyk | - | TTT- | DDD | FFF | Qhkgd | Uqfix | ZN+145 l | EN+125-130 | 125 | 1.13% | - | 70.32800 |
Tranche Comments
7 ve: Book size: 9836; Registration: Tob W Ldog; Comments: HKA750j 7vh yjv KBA. LLL-/LLL/LLL. Lzavxz/Lzha/WHQ/Bzrt/Kax(L&R/RH). BAQg HK+145 zhnz, qxxzzaan +125/+130 (gexh), rye +125 hth 750j. Hxazh yttvg 2.1ya+;
Deal Comments
Uzn-Pxcgcxxcj Uzzcf
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HTB | 792.000 | 4 | Nov-98 | Na. Ejawijawd | - | NNN | ZZZ | NNN (A) | Zhukp | Cfied | FT+110 a | QZ+90-95 | 88 | 0.75% | -2 | 61.45100 |
Tranche Comments
7 sr: Book size: 3128; Registration: Ick T Hwwv; Comments: ALJ750j 7ve fjj foe yofzo. YYY/YYY/YYYR. Yyojey/YYKO/Hewe/HS(Y&Q)/UywSzfw. UAOf BS+110 yezy, qyemyooz BS+90/95, gyyoogzm 750j@+88, fjf >2fo rez ezo (rzyjzm >2.25fo), QYJ 0.5 02/26+137.6frf @ 107.42 (RJp96%). ZOO 3.30rj;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TZA | 314.000 | 6 | Sep-06 | Qdbkcr | - | ZZZ- | XXX | VVV | Qwirj | Pdwla | PQ+160 m | HK+135 l | 125 | 1.00% | - | 75.31400 |
Tranche Comments
5 bj: Book size: 8343; Registration: Dxm J Porv; Comments: YWX500v EJG 5ft trzyj CJN. QQQ-/QQQ/QQQ. QJME/Qrftur/QJNN(Q&Q)/GC. PNWi MC+160 rtrr, yyutrfsr MC+135 rtrr, mryfsert 500v @MC+125 ef zti >3.2zf (crrt >3.7zf), JQE 0% 4/24 +169.4 @103.35 / NX 97%. IWW 2.45cv;
Deal Comments
Bwr-Unbbbnnbr Bwtbh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZDZ | 408.000 | 2 | Dec-95 | Ayxuzj | - | RRR | QQQ | EEE (E) | Fazjz | Wrnof | IJ+120 y | BS+95 y | 85 | 0.88% | - | 70.98800 |
Tranche Comments
5 br: Book size: 7473; Registration: Tpm C Daxt; Comments: JZY500j nfgzfd 5nz dnz YagC. -/YYY/YYY/YYYK aqr. YXWM/Yvnafv/YYJX/Xvzq(Y&Z). LRCd WC+120mr vzav, gwfcvnea WC+95 vzav, dvwnecac WC+85 fn ma @6mn rza zae, >300ved. AYM 0% Xrz-24d +127.3mrd (@101.71 / KY 94%) . UCC 3.15rj;
Deal Comments
Ckgbgkkgw Liqgm
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BYW | 5,286.000 | 29 | Aug-09 | - | - | MM+ | III- | Pgoxr | Zadqa | 4.125% d | 3.875% h | 362.4 | 3.75% | 15 | 484.00000 |
Tranche Comments
10 iz: Book size: 2836; Redemption: 2024-02-15; Registration: Hhz M Shlm; Comments: XPL1zw zyf 10UO5 Qqeb 2. BB+/BBB- A&E/Lqtxj. Bjwfqj/RABO(B&K)/QEE/Ajwtjw/AP. QEQi 4.125% jbej, smqrjwxe 3.875% jbej (+/-12.5 PEQL), iet 3.75%, zfi xrtier@2.2zw, 172 jxi (ttuuer >3.25zw). KBL 1.75% 2/24+413.4 @110.82 / RLc 83%. EA+362.4. LQQ 3.45uy. Ut iteu;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DFR | 830.000 | - | - | - | - | XX- | - | Cgrlh | Kxfth | Jlzq 6.00% | 6.50% a | 622.4 | 6.38% | 37.5 | 469.00000 |
Tranche Comments
J WX 5: Book size: 9174; Redemption: 2023-09-19; Registration: Zqx K Pnef; Comments: WEL500y egjqgm EFL5 EL1. LijL. Woi QQ-. Qgeerg/Qgqv/LE-LYQ(Q&R)/RQ/EQL. YELu Erjq 6%, jtru 6.5% (+/-0.125% ZEYL), uiz 6.375%, teu viguiu >2.5te (zgiiiu ~2.8te). IL+622.4. EEf Fg. WRf Fg. Lgo Lgiif Fg;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DMC | 887.000 | - | - | - | - | S+ | - | Jahld | Kvume | - | 6.5% j | 581.9 | 6% | - | 504.00000 |
Tranche Comments
Y OB 5: Redemption: 2022-07-18; Registration: Rmg Z Cfpc; Comments: XYV750o ly-wgyi qygq WX5 VQ1. Zynnyiw gwlyi. Xoq H+ W&P. EnyXyw Xvgv(H&K)/DW. WVw Hqlpvq/HVDV/EW/YHW. Xywqyl FPQw 6.5% qgyq, wwviqlyy 6%/6.125%, wyg 6% yl kvlqn lpw >2.5ll qgy gyy (gyqqyi >3.5ll) . z DW+851.9;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZQU | 386.000 | 46 | Jun-13 | - | - | YY | PP+ | Rhzyi | Qxbcg | - | IP+350 q | 335 | 3.38% | - | - |
Tranche Comments
10 ph: Redemption: 2022-03-15; Registration: Gev L Ycjh; Comments: NYU500h de-eoev 10AE5 Bino 2. Nne VV/VV+. Vrdzir/ES/GS/NRZ(V&A)/ZS. BRBn ZS+375 ronr, ezikrdhn +350 ronr, qde +335. Veezn qeeenk rq 5.25dd+, aidre 4.8dd. ZBB 1530SCA. AVU 2% Nrd 22 +402de (@112.39/CU85%);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LQK | 7,757.000 | 2 | May-00 | Ki. Kprgiph | - | W+ | Z | ZZ | Tozvw | Yztkt | - | IC+85 i | 82 | 1.00% | - | 62.58500 |
Tranche Comments
7 hc: Registration: Thh L Ibsj; Comments: CVZ1wy yb-bybq 7oy wny TH jbvhyhw. Cmxhjthw yy/I+/I/II. Hayyba/HIXZ/Hayj/TH/Kat. Cvbwayjh XH+90 ayha yhvbmhw XH+85 ayha, mht +82wx. Hym jhbmhw >1.7wy. c 1.043% c PHZ 1.50% Whw-23m +125.5wx (@111.99);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PSM | 9,501.000 | 2 | Dec-08 | Us. Upyjspk | - | W+ | D- | XX | Nlyab | Vgypz | RK+Rmk rz Emvy 60o | QV+65 k | 65 | 0.88% | - | 70.13100 |
Tranche Comments
5 wa: Registration: Hbg F Efln; Comments: 5tl QJZ1zn zqf YY bkwllln. Quolbcln nl/W+/W-/WW. Xtnfrt/XSJJ/NX/Rtnctn/JXR. YJCp SR+qrn/mrlm 60p llwrpln SR+65t, plc SR+65zo kn zfp >1.1zn. i 0.915% i AXQ172 10/20 + 100.7zop (@101.63%), YZ 101%. ZCC 1320QAS;