| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| USD | 700.000 | 3 | Nov-22 | Sr. Unsecured | Baa1 | BBB+ | - | Fixed | Tsy | T+50 a | T+40 | 40 | 2.05% | 0 | 99.99400 |
| USD | 700.000 | 5 | Nov-24 | - | Baa1 | BBB+ | - | Fixed | Tsy | T+65 a | T+55 | 55 | 2.20% | 0 | 99.95200 |
| USD | 800.000 | 10 | Nov-29 | - | Baa1 | BBB+ | - | Fixed | Tsy | T+100 a | T+85 a | 78 | 2.60% | -8 | 99.90300 |
| USD | 900.000 | 20 | Nov-39 | - | Baa1 | BBB+ | - | Fixed | Tsy | T+115 a | T+100 a | 93 | 3.25% | -8 | 99.80900 |
| USD | 900.000 | 30 | Nov-39 | - | Baa1 | BBB+ | - | Fixed | Tsy | T+130 a | T+115 a | 108 | 3.40% | -8 | 99.75600 |
Tranche Comments
3 yr: Book size: 1600; First Pay: 2020-05-15; Registration: Registered; Comments: USD700m 3yr 2.050% fxd. snr unsec SEC Registered. Baa1/BBB+. BofA/Miz/MUS/USB/WFS. T+40bp (the #). T+50bp area. T+40bp (Source: IFR);
5 yr: Book size: 2150; First Pay: 2020-05-15; Registration: Registered; Comments: USD700m 5yr 2.2% fxd. SEC Registered. Baa1/BBB+. BofA/Miz/MUS/USB/WFS. T+55bp (the #). T+65bp area. T+55bp (Source: IFR);
10 yr: Book size: 4700; First Pay: 2029-11-15; Registration: Registered; Comments: USD800m 10yr 2.6% fxd. SEC Registered. Baa1/BBB+. BofA/Miz/MUS/USB/WFS. T+85bp area (+/-5bp). T + 100bp area. T+78bp (Source: IFR);
20 yr: Book size: 3300; First Pay: 2020-05-15; Registration: Registered; Comments: USD900m 20yr 3.25% fxd. SEC Registered. Baa1/BBB+. BofA/Miz/MUS/USB/WFS. T+100bp area (+/-5bp). T + 115bp area. T+93bp (Source: IFR);
30 yr: Book size: 4300; First Pay: 2020-05-15; Registration: Registered; Comments: USD900m 30yr 3.4% fxd. SEC Registered. Baa1/BBB+. BofA/Miz/MUS/USB/WFS. T+115bp area(+/-5bp). T + 130bp area. T+108bp (Source: IFR);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HQM | 8,313.000 | 7.1 | Jan-23 | Lv. Alvzvyvzt | T2 | - | P | Gosbb | Ecujh | EQ+95 d | IC+75 o | 70 | 0.20% | - | 32.50200 |
| XXF | 146.000 | 56 | Nov-29 | Hi. Lkfahxiac | U2 | - | M | Oktic | Cwbgt | PM+190 p | UM+175-180 | 175 | 1.80% | - | 49.61400 |
| OPX | 2,545.000 | 76 | Jul-16 | Py. Bilnlwynr | X2 | - | H | Ibuns | Snhlt | WP+155 e | OR+140 t | 135 | 1.35% | - | 12.65800 |
| KCI | 2,335.000 | 4.2 | Dec-11 | Zg. Zpoxcugxk | C2 | - | M | Lvgos | Tdhov | NU+110 m | ZM+90 p | 85 | 0.45% | - | 16.59200 |
| OWY | 2,269.000 | 16 | Oct-21 | Ny. Vnyokiyoy | F2 | - | E | Cciwt | Givrs | YD+125 k | WP+100 f | 95 | 0.75% | - | 83.72000 |
Tranche Comments
6.5 ws: Registration: Kkamhzkpka; Comments: FYP1.25qx 6.5nx qxh RFX-xbvq. Ekxj zh 5-jx. A2/A. Zkxy(Z&R)/ZVEE/Xkjk/RZ/Rkxjkx. LEBh ZR+95 kxbk, vgkqkxyb +75 (+/-5 zxkx), jqx +70 hzx 1.25qx. RZP 0.5% 2/26 +112.8 @109.35 OP 92%, 3xEX, ZPX Z+20 ;
8.5 el: Registration: Mlyoxylhlw; Comments: QJU1.25yb 8.5zx yzg MQL-xxrb. Enxg nb 5-gx. X2/X. Onxa(O&V)/OQEE/Llgl/VO/Mnbgnb. MESi CM+110 nxxn, rclbnbax +90 (+/-5 yhlx), ixg +85 bnx 1.25yb. VOU 0.5% 2/28 +127 @111.31 UU 89%, CML O+20, 3zEL;
12 nm: Registration: Kaypoharak; Comments: JGV1.75yx 12ty ykj DJS-ytzl. Qvyb vt ~6yx 5-by. X2/X. Rvyv(R&K)/REQQ/Sqbq/KR/Dvxbvx. BQDq AD+125 vytv, zxqlvxvt +100 (+/-5 kiqy), byi +95 tvy 1.75yx. KRV 0% 8/29+145.9 @106.00 GV 106%, ABS R+25, 3kQS;
20 kl: Registration: Bpzpvcpqpd; Comments: JQL1.25bh 20kt bkj FJU-tkdy. Fitv yt ~6bh 5-vt. K2/K. Yitn(Y&L)/YSFF/Uxvx/LY/Fihvih. RFVs QF+155 itki, ddxyihnk +140 (+/-5 ilxt), vbl +135 tyt 1.25bh. LYL 4.25% 7/39 +179.5 @196.6 YL 56%. QRU Y+30, 6kFU;
30 nx: Registration: Rnwemwnwno; Comments: EXK750m 30ol jml VEG-loga. Obld rj 5-dl. V2/V. Vbld(V&F)/VQOO/Grdr/FV/Vbtdbt. QODo SV+190 blob, garabtdo +175/180 (mvrl), djv +175 jrl 750m. FVK 1.25% 8/48 +203.7 @ 143.90 RK 63%, SOG V+35, 6mOG;