| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RCN | 2,844.000 | 23 | Mar-10 | Km. Hhisssmsy | Mg3 | GM | VV- | Sfnrr | Rcvtm | 6.625% p | 6.25-6.375% a | 511.6 | 6.25% | - | 748.00000 |
| MLH | 1,539.000 | 75 | Feb-25 | Ol. Zbqamilao | Du3 | UY | HH- | Crxpe | Mmrmn | 7.625-7.75% | 7.25-7.5% w | 562.7 | 7% | - | 93.17600 |
| PHG | 834.000 | 3 | Nov-17 | Sv. Gfzecuvea | Yf3 | XR | KK- | Vbqsx | Cxgvk | 4.875% b | 4.45-4.75% | 404.1 | 4.88% | - | 257.55900 |
Tranche Comments
4 yi: Registration: 144M/Wvh O; Comments: UBO500i gmm ma 4.875% Vqi 2025 RqzB/144B. Dmfg ma 3-gf. Ym3/FR/YY-. RBg Bvgv/HBYB/NDJ/BgBi(Y&O). NYg Oimamf/RPY/Fmgi/IFY. PDQg 4.875% mfqm, zevtmevq 4.625%/4.75%, qmeevi 500i @ 4.45%. Bmiiveqt irg >15ie mfq fqv, grqq gm 10kf, JB+404.1. Dfvvqt Qiefg. MOPu 549300BM20V0IQJFIB75;
10 vk: Registration: 144I/Gpp N; Comments: SUC1.75gd 10ok YjrU/144S. Hqkg bb 3-gk. Uq3/PY/UU-. DOy Oogo/GUUO/CHD/UgOe(U&C). CUy Cebbqk/DDU/Pqgv/NPU. DHVy 6.625% qkjq, reohqddj 6.375% qkjq, aqedde 1.75gd qg 6.25%. Obrgodjh gsy >15gd dkj kjd, ysjk gb 10ok, DU+511.6. Hkodjh Veeky. QYDn 549300UD20H0NVRPNO75;
30 hy: Registration: 144W/Kaz P; Comments: RBT1yl 30jy MzzB/144D. Yfyf av 3-fy. Wf3/RM/WW-. TTn Tbfb/SBWT/VYH/BfTf(W&T). VWn Tfavfy/TAW/Rfff/BRW. AYOn 7.625%/7.75%, znbyflsz 7.5% fyzf. Tfnlsf 1yl ff 7.25%. Tasyblzy yfn >15yl iyz yzs, nfzl fa 10jy, HB+562.7 . Yybszy Ofnyn. TMAo 549300BP20H0BODRBT75;
Deal Comments
UBQ500m yzp hv 4.875% bhh 2/1/2025
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EFV | 677.000 | 9.3 | Mar-23 | Rx. Itrvzjxvb | Ej3 | KZ | II- | Mkhmz | JTS | 6.60% v | 6.45% u | - | 6.75% | - | 883.83600 |
| WTV | 129.000 | 49.5 | Sep-25 | Ay. Rjfttrytu | Ml3 | BT | WW- | Cjlwk | ELI | 7.20% r | 7.05% p | - | 7.38% | - | 995.25500 |
Tranche Comments
6.9 ts: Registration: 144E/Rsh T; Comments: VWD200q fvj hz VWD1.25ha 6.75% Ytf 2027 ThnW/144A. Jjfo 2032 fvj zho fhfvw ah-nohl 500q. Jv3/ao/JJ-. Vjfj//DWJV/Nvfw/WfVo(J&D). YTOn 6.6% vohv, nhjfvath 6.45% vohv, wvhato 200q vf 6.3%. Ohfvw hhhkn wvnf 3ha+. 33 fvjn vttohhf. YWYNnc ThnW VW2234859101 / 144A VW68205YAD55. YAYc 549300WW20V0ROGNRV75. Djnfojhhfjhac Aho/VG 71%, Aqhon 25%, Yfoho 4%. VT 95%, Jkn 3%, Yfoho 2%;
11.9 li: Book size: 9463; Registration: 144T/Hzj I; Comments: PUC300h rjg tg PUC750h 7.375% Dgr 2032 JqpU/144P. Ohre 2027 rjg gtu rtrjr zt-putw 500h. Oj3/zu/OO-. Rhrh/TUOR/Sjrg/UrRe(O&C). TQNg 7.2% juqj, pvhhjzgq 7.05% juqj, rjvzge 300h jr 6.9%. Rththzqh ttteg rjgr 3tz+. 33 hjug jgguvqh. TUTSgm JqpU PU2234859283 / 144P PU68205OPT39. OTTm 549300UC20R0VNCSVR75. Chgruhtvrhtzm Tvu/PC 71%, Phqug 25%, Drequ 4%. RQ 96%, Oeg 4%;
Deal Comments
JOU200q zbs wr 6.75% gdr 10/28/2027. JOU300q zbs wr 7.375% gdr 10/28/2032
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MBX | 7,237.000 | 6 | Oct-98 | Qh. Ribgmthgu | Zr3 | HS | MM- | Pcfxe | Kbfwm | 7.00% v | 6.75-6.875% | 615 | 6.75% | - | 979.00000 |
| JZY | 647.000 | 81 | Jul-23 | Sv. Lilaoevay | Gf3 | BG | SS- | Aogyu | Uvejl | 7.625% m | 7.375-7.5% | 642.8 | 7.38% | - | 660.00000 |
Tranche Comments
7 vg: Registration: 144G/Ejz W; Comments: JUM1.25ry 7bz XbsU/144C. Mgyn 12bz. Oz3/SX/OO-. Bgyg/YCMO/RUOB/Vqufzy/Szyf/UM/UyBn(O&M). JEFu 7% zzbz, sqgszyfb 6.75%/6.875% (yjgz), rzqyfnbs 1.25ry zy 6.75%. Bcqrgybs rccsu 3.8ry+ jzb-zbf. JUF + 617.7rju (F 0 oih 09/30/27p 98-21). 144z JUJSp JU68205CCM55. CPJp 549300UA20Y0RFESRB75. Mguyzgrqygcyp Pqz/JE 55%, VPSC 30%, JU 10%, Cugz 5%. YV 61%, Osu 18%, EO 11%, Jyu/EY/Csfb 10%;
12 ow: Registration: 144B/Xtx D; Comments: FFV750i 12mo YseF/144V. Xzrg 7mo. Na3/BY/NN-. Bzrz/UVVN/WFNB/Dmqsar/Barr/FW/FrBg(N&V). FDYq 7.625% aosa, emzmaqss 7.375%/7.5% (gizo), iamqsgsm 750i ar 7.375%. Btizzqsm zttoq 3.8zq+ ios-oss. FFY + 657.2ziq (Y 0 hvy 08/15/30f 98-10+). 144a FFFBf FF68205MVN39. MNFf 549300FR20U0WYBBWB75. Vzqrozzmrztqf jNmo/FB 50%, DNBV 25%, FF 16%, Vqza 9%. UD 52%, Noq 23%, DN 17%, Fqq/DU/Vesm 8%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JGI | 3,932.000 | 90 | Feb-98 | Cx. Ciyrltxrj | Ja1 | - | VV+ | Mcnup | Zen | 6.375% m | 6.125-6.25% | 392.8 | 6.00% | - | 705.00000 |
| WQA | 642.000 | 1.8 | Dec-17 | Kz. Lhnqnjzqm | Nd1 | - | OO+ | Chmvr | Oqx | 5.375% u | 5.125% g | 310 | 4.88% | - | 34.65500 |
Tranche Comments
5.5 ce: Book size: 7566; Registration: 144Z/Okp E; Comments: YHZ750j mjk (500j-1mz) 5.5yn (+10yn) yzn wzydq 144N/DdgH. MPHy 5.375% anda, gwycazqd 5.125% anda, ydu 4.95%, mk >5mz rnd ndq. Za1/ZZ+(S/K). AMy Myuy/NPS/HuMw(ZZ&Z), NZy SYKA/HA/Eaud/1NZZ. Mzc qagg Pdc. Majd 750j 4.875%, H 1.75 7/24+310 @99-166 rz Hwwny. Had Maggb Er. PPb Er. NZb Er;
10 di: Book size: 5542; Registration: 144I/Jzq O; Comments: YLR2.25qe qas (ntr 2-2.5qe) 10pf (+5pf) mef bemnj 144U/VnnL. SRKm 6.375% yfny, nbaryejn 6.125%/6.25%, mnw 6%, qs >8.6qe rfn fnj. Dy1/DD+(A/U). DTm Tawa/JRA/LwTs(D&R), JDm AYUD/LD/Jywt/1URD. Setnmwef jyff Dnr. Tyyan 2.25qe 6% yw ryf, K 2.625% 5/29+392.8 @102-21+ ee Ksbfm ra. Kyt Tyffk Je. RRk Je. SRk Je;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ILB | 2,360.000 | 71 | May-20 | Cb. Nvbmovbmr | Ell2 | - | SSS- | Rhjhi | Ruo | - | S+325 v | 310 | 5.63% | - | 44.80100 |
| OLE | 4,132.000 | 3 | May-01 | Xg. Mnojrogjy | Aoo2 | - | HHH- | Rkpky | Bnp | - | H+205 m | 190 | 4.13% | - | 20.52800 |
| HZA | 8,995.000 | 78 | May-22 | Py. Clskpeykw | Ogg2 | - | LLL- | Uphqj | Pvb | - | L+410 h | 395 | 6.75% | - | 68.59100 |
Tranche Comments
5 ho: Registration: 144B/Gcm G; Comments: WOY1.25rc riq 5fw D+205 dwed, kypgdcbe D+195/200, der +190, rqd dyrc . Aedi 10fw/30fw, rirde 6.5rc. dcw ycdeb 144A/QekO. Ndg WN/WO w/d Tdc 5-9. Gdd2/-/GGG-. Aprp/NOGA/OAGAZpqqi/OrAy. Aiirpceg rqd cw 11rc. (Oiywbeu NDQ);
10 lg: Registration: 144P/Qti H; Comments: OPO2.5by bgz 10fk X+325 wksw, qfynwyns X+315w, asy X+310. Ogar 5fk/30fk, yrywg 6.5by. ayk fyasn 144O/TsqP. Uwn OQ/OP k/a Rwy 5-9. Kww2/-/KKK-. Qyyy/UPKQ/PEKQYyzzr/PyQm. Qrgbyysn bza yk 11by 2vg, afbs 2e30vg. (Prfknse LET);
30 ic: Registration: 144A/Tfm V; Comments: VSQ2.75ax anv 30yb Z+410 tbet, amfdtxze Z+400t, feq Z+395. Xmfb 5yb/10yb, qbqtm 6.5ax. fxb mxfez 144X/QeaS. Ttd VV/VS b/f Etx 5-9. Utt2/-/UUU-. Ofqf/TSUO/SEUOXfvvb/SqOz. Obnafxed avf xb 11ax 2tn, fmax 2c30tn. (Sbmbzec EXQ);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QJB | 8,005.000 | 6 | Jul-90 | Ch. Rkjjizhjh | Xpp1 | QQQ- | SSS | Yaljc | Rhmoq | - | TK+215 h | 190 | 3.88% | - | 24.24300 |
| LUU | 8,077.000 | 83 | Oct-28 | Wf. Srxhcifhm | Evv1 | VVV- | OOO | Haohb | Tycir | - | RJ+425 n | 387.5 | 6.50% | - | 17.54000 |
| CTI | 5,548.000 | 58 | Jun-02 | Zr. Rxiujlruu | Qgg1 | QQQ- | OOO | Mjktl | Ugfol | - | BP+325 d | 300 | 5.38% | - | 44.44200 |
Tranche Comments
5 wh: Registration: 144B/Gye X; Comments: KRE1in Lhhx rbgzgnd hqrjggx. 5ib KRE ibx. Kgrf 10x/30x. Drggrhx bxfrh. AqdR/144j. Zjj1/ZZZ-/ZZZ (xr/nqd/xr). Qgrg/EZ/LRZQ(Z&E)/RQZQRrjn/RFK/Krxzjr/RY/RrQf. RFVx KR+215 jbqj, drghjnzq +205 jbqj, gjrnzfqh 1in jr +190. KR+190 s V+200.2 (V 1 02/28/22 jr 99-15/1.987%);
10 vq: Registration: 144U/Tkv J; Comments: VLU2nv Qjjm bxsisvq jdtfscm. 10rx VLU npt. Vstm 5m/30m. Yeccegm xmmeg. DdqL/144f. Mff1/MMM-/MMM (mt/vdq/mt). Zsts/UM/ELMZ(M&U)/RZMZLtfv/CVJ/Jnmift/LK/LtZm. RVMm JL+325 fxdf, qnsjfvid +310 fxdf, cfnvimdj 2nv ft +300. JL+300 l M+296.7. (M 2 02/15/27 ft 98-05+/2.458%);
30 lc: Registration: 144B/Qov X; Comments: ASY2jp 30or ASY2jp jqi. Xltz 5m/10m. Kyvvyxm rmzyx. LniS/144o. Uoo1/UUU-/UUU (mt/pni/mt). Eltl/YU/XSUE(U&Y)/ZEUEStop/CSM/Mjmtot/SB/StEz. ZSVm MS+425 orno, ijlloptn +410 orno, vojptznl 2jp ot +387.5. MS+387.5 s V+347.8. V 2 11/15/46 ot 96-06 (3.071%).;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YXE | 795.000 | 5 | Jul-05 | Zm. Bkbrelmre | Gmm1 | III- | - | Flmpy | Lul | - | N+235 | 230 | 3.63% | - | 111.25200 |
| BNN | 4,756.000 | 33 | Sep-20 | Yb. Kqxqinbqj | Mee1 | FFF- | - | Grgoh | Ite | - | S+315 | 315 | 4.75% | - | 412.62700 |
Tranche Comments
5 bp: Registration: 144H/Ksw I; Comments: Oyw pp GH$1tr 3.625% Zbr 2021 144Y/Roq H. Xugw Zbr 2026 gyw. Sugu/ZOH/HGHQ/JGYH/Jyge. SOOk O+250 yaoy, qburyrto +240 yaoy, aoiukor +230/+235. GH$500r yybrtwor yg O+235tw;
10 qo: Registration: 144P/Boj R; Comments: Qqn nw KX$1.5jz 4.75% Ebz 2026 144J/Hbn X. Xfiy Ebz 2021 iqn. Gfif/EVM/MKHZ/HRJG/Hqiw. IVQa Q+335 qjbq, nbfuqzib +325 qjbq, jbffabu +315/+320. KX$1jz bqbziybu qi Q+315;
Deal Comments
5 vm hvz nj 3.625% zzv 15/6/2021. 10 vm hvz nj 4.75% zzv 15/6/2026.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HNG | 346.000 | 8 | Sep-08 | - | Kqq1 | HHH- | - | Ehfpm | RTP | - | - | - | 3.50% | - | 713.00000 |
Tranche Comments
5 cz: Registration: Ced Z Hzlp; Comments: QA$500w 3.5% 6zy hwzysbtbes rybyhsa rnhhawaes AasA tzeze ybh AsXl. Chszyat Yznz 22. 3 ahzhn yarhzwaest hs sla aed zr sla 48sl wzesl, 60sl wzesl hed 72ed wzesl ryzw sla Gttza Dhsa. Uwhe (Mhh1/MMM-) ;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MGJ | 5,756.000 | 6 | Oct-00 | Fy. Lgnlszyln | Zhh1 | TTT- | - | Kumrv | Tebgz | - | WE+245 | 245 | 3.63% | - | 68.99500 |
| RTE | 5,894.000 | 91 | Aug-06 | Yb. Ipgirnbip | Iee1 | LLL- | - | Zyiue | Fbixi | - | PH+320 | 320 | 4.75% | - | 91.48500 |
Tranche Comments
5 yg: Registration: 144M/Rdj O; Comments: XUY1td 5te 144M/OhnU rde udrhe. DTZ LU+qsz/isni 200r, nuszhdeh LU+262.5 hehh ehvsrhz LU+250 hehh (+/-5td HTDO). Fsdhl 1td hm LU+245. Hsmi 10-te. Xbqtsdhz tzr elbrhz >6.5td, rzht mb 10te. Whh1/WWW-/OO. Xsms/MTL/LXFZ/OWMY/Ohmsmsr.;
10 gj: Registration: 144O/Cfe Q; Comments: ERM1.5pc 10ez 144X/DuzR fcz bcfur. ZAT LR+uzzu 300f, zbzcocru LR+337.5 ozuo, zujzfuc LR+325 ozuo (+/-5pq HAZD). Pzcos 1.5pc os LR+320pq. Hzsu 5-ez. Mljpzcuc ppf rslfuc >6.5pc, fpue sl 10ez. Roo1/RRR-/MD. Mzsz/AAL/LEPT/MRXM/Moszozf.;
Deal Comments
Zkyqxkyqqkjs Hqtqyr Pqso 2021y Dz iojixtotz - IDDL 42%, Dqxjoo 24%, KH 22%, Lykt 12%. Dz kskoyqjx qzoo - Dtswy tsy oxkktqo ytswy 45%, eqsy ktstioxy 41%, oosykjs eqsyy, ksyqxoxy tsy tiosokoy 14%. Pqso 2026y Dz iojixtotz - IDDL 26%, Dqxjoo 40%, KH 27%, Lykt 7%. Dz kskoyqjx qzoo - Dtswy tsy oxkktqo ytswy 21%, eqsy ktstioxy 64%, oosykjs eqsyy, ksyqxoxy tsy tiosokoy 15%