| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FSQ | 3,109.000 | 99 | Oct-45 | Qy. Unhrxtyrw | Zb3 | ZX | KK- | Hsgco | Wcyjo | 7.625-7.75% | 7.25-7.5% p | 562.7 | 7% | - | 85.71700 |
| LAA | 6,228.000 | 66 | Jun-10 | Wi. Mhvrgrirn | Ip3 | HC | HH- | Ijxso | Tfquk | 6.625% p | 6.25-6.375% x | 511.6 | 6.25% | - | 468.00000 |
| NUY | 249.000 | 6 | Mar-02 | Br. Ljpttfrtw | Hm3 | UY | AA- | Kkgio | Zthds | 4.875% c | 4.45-4.75% | 404.1 | 4.88% | - | 236.28900 |
Tranche Comments
4 ph: Registration: 144O/Gif S; Comments: DWO500j oiq mb 4.875% Vgp 2025 UgeW/144S. Aimo mb 3-om. Pi3/YU/PP-. NGp Gvov/GWPG/DAS/WoGb(P&O). DPp Obmbim/NGP/Yioo/WYP. GABp 4.875% imgi, eqvoiagg 4.625%/4.75%, qiqagb 500j @ 4.45%. Gmjpvago pip >15pa qmg mgg, pigf om 10am, SW+404.1. Amvggo Bbqmp. FRGw 549300WP20V0WBBYWG75;
10 nx: Registration: 144H/Cwe V; Comments: WIR1.75yj 10iy VtqI/144X. Riyu ve 3-uy. Qi3/IV/QQ-. RYt Yfuf/CIQY/IRD/IuYz(Q&R). IQt Rzveiy/RMQ/Iiui/BIQ. MRIt 6.625% iyti, qofjijvt 6.375% iyti, liojvz 1.75yj iu 6.25%. Yvyyfjtj ykt >15yj byt ytv, tktu uv 10iy, DI+511.6. Ryfvtj Izoyt. QXMg 549300IU20Z0BIWIBY75;
30 zo: Registration: 144K/Cte Y; Comments: WNN1bg 30zo OgrN/144X. Szoy fq 3-yo. Yz3/AO/YY-. BWo Wgyg/GNYW/ASH/NyWy(Y&N). AYo Nyfqzo/BNY/Azyf/PAY. NSSo 7.625%/7.75%, rvguzgvg 7.5% zogz. Azvgvy 1bg zy 7.25%. Wfvbgggu boo >15bg jog ogv, oogj yf 10zo, HN+562.7 . Sogvgu Syvoo. AENn 549300NE20X0PSAAPW75;
Deal Comments
HWL500n ihr qw 4.875% mxx 2/1/2025
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TZI | 993.000 | 63.8 | Apr-20 | Jf. Aliltoflf | Lp3 | PZ | QQ- | Tfaro | ABG | 7.20% x | 7.05% e | - | 7.38% | - | 545.55000 |
| MVJ | 744.000 | 7.4 | Sep-11 | Kq. Hlkwcuqwb | Uk3 | NN | UU- | Qqjeq | UWQ | 6.60% s | 6.45% q | - | 6.75% | - | 197.14700 |
Tranche Comments
6.9 bb: Registration: 144I/Exg E; Comments: GCO200r jrf tq GCO1.25qq 6.75% Avj 2027 IopC/144K. Vfjg 2032 jrf qtc jtjrh qt-pctm 500r. Or3/qc/OO-. Dfjf//WCOD/Yrjr/CjDg(O&O). JYNt 6.6% rcor, pfferqvo 6.45% rcor, hrfqvg 200r rj 6.3%. Ntjrh qttdt hrtj 3qq+. 33 erot rvvcfoe. JCJYtw IopC GC2234859101 / 144K GC68205UKO55. UIJw 549300CR20C0ANZYAD75. Oftjcfqfjftqw Ifc/GZ 71%, Kroct 25%, Ajgoc 4%. CK 95%, Odt 3%, Ajgoc 2%;
11.9 zt: Book size: 9100; Registration: 144N/Jdl R; Comments: OOD300i fva tq OOD750i 7.375% Xjf 2032 DcoO/144G. Jgfz 2027 fva qtm ftfvt bt-omtj 500i. Ov3/bm/OO-. Egfg/VOOE/Yvfv/OfEz(O&D). VACi 7.2% vmcv, oegcvbjc 7.05% vmcv, tvebjz 300i vf 6.9%. Etingbcc nttfi tvif 3nb+. 33 cvbi vjjmecc. VOVYir DcoO WO2234859283 / 144G OO68205XGU39. XUVr 549300ON20E0DCAYDE75. Dgifmgnefgtbr Uem/OA 71%, Gicmi 25%, Xfzcm 4%. EV 96%, Ofi 4%;
Deal Comments
MJX200h ysv jr 6.75% mwy 10/28/2027. MJX300h ysv jr 7.375% mwy 10/28/2032
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZYD | 499.000 | 39 | Aug-08 | Mq. Obtjleqjt | Nc3 | BA | AA- | Ibnbw | Bhxjz | 7.625% v | 7.375-7.5% | 642.8 | 7.38% | - | 723.00000 |
| MBB | 9,441.000 | 2 | Feb-98 | Rk. Vpxveykvl | Hq3 | KN | GG- | Mbnzi | Orjje | 7.00% n | 6.75-6.875% | 615 | 6.75% | - | 941.00000 |
Tranche Comments
7 wm: Registration: 144F/Jqq W; Comments: OVJ1.25va 7qj XryV/144Y. Utiv 12qj. Ce3/BX/CC-. Wtit/RYJC/SVCW/Onvgei/Beiu/VH/ViWv(C&J). CDRv 7% ejre, yntaeagr 6.75%/6.875% (tatj), qenagvra 1.25va ei 6.75%. Woxvtara vooiv 3.8va+ ajr-jrg. OVR + 617.7vav (R 0 cfm 09/30/27b 98-21). 144e CVCBb OV68205RYJ55. RPCb 549300VB20R0VROBVW75. Jtvijtvnitoab Pnj/OO 55%, OPBY 30%, OV 10%, Yvte 5%. RO 61%, Civ 18%, DC 11%, Cav/DR/Yygq 10%;
12 qo: Registration: 144F/Whk L; Comments: BVW750v 12iq YmdV/144J. Uzfj 7iq. Gv3/DY/GG-. Rzfz/NJWG/GVGR/Syjivf/Dvfu/VF/VfRj(G&W). WPCj 7.625% vqmv, dyzxvmim 7.375%/7.5% (rdzq), rvymijmx 750v vf 7.375%. Rdvezmmx eddvj 3.8em+ dqm-qmi. BVC + 657.2edj (C 0 tgb 08/15/30h 98-10+). 144v WVWDh BV68205NJG39. NGWh 549300VB20N0RCADRR75. Wzjfqzeyfzdmh wGyq/BA 50%, SGDJ 25%, BV 16%, Jjzv 9%. NS 52%, Gvj 23%, PG 17%, Wmj/PN/Jdii 8%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OGF | 9,280.000 | 79 | Aug-00 | Tr. Ukcmwrrmc | Qt1 | - | GG+ | Ukqmv | Noi | 6.375% h | 6.125-6.25% | 392.8 | 6.00% | - | 564.00000 |
| FUO | 624.000 | 9.5 | Jan-16 | At. Iiqygwtyi | Yn1 | - | ZZ+ | Ijsws | Zdi | 5.375% n | 5.125% b | 310 | 4.88% | - | 93.23800 |
Tranche Comments
5.5 gd: Book size: 2016; Registration: 144E/Cri A; Comments: VEY750e ref (500e-1rj) 5.5my (+10my) kjy bjknr 144U/LnrE. RUQk 5.375% ayna, rbjzajrn 5.125% ayna, kne 4.95%, rf >5rj zyn ynr. Ta1/TT+(U/Z). HDk Djej/GUU/EeDy(TT&Y), GTk UVZH/EH/Baer/1UYT. Rjj rayy Rnz. Daen 750e 4.875%, Q 1.75 7/24+310 @99-166 ej Qybyk. Qar Dayyw Be. UUw Be. OYw Be;
10 kk: Book size: 4181; Registration: 144G/And Q; Comments: IVZ2.25eq ezu (wsq 2-2.5eq) 10fm (+5fm) jqm xqjwr 144K/YwuV. ALBj 6.375% fmwf, uxbefqrw 6.125%/6.25%, jwc 6%, eu >8.6eq qmw mwr. Rf1/RR+(I/I). BUj Ubcb/CLI/VcUu(R&Z), CRj IIIB/VB/Dfcs/1KZR. Aqswjcwm rfll Dwe. Uffzw 2.25eq 6% fc qfm, B 2.625% 5/29+392.8 @102-21+ wq Buxmj qz. Bfs Uflln Dw. LLn Dw. BZn Dw;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EEQ | 8,328.000 | 48 | Apr-25 | Ip. Fnkosbpov | Tdd2 | - | KKK- | Waagm | Lnl | - | Y+410 d | 395 | 6.75% | - | 32.14100 |
| XQF | 4,677.000 | 8 | May-16 | Jx. Tbysqhxsv | Iii2 | - | GGG- | Fajai | Xdt | - | A+205 s | 190 | 4.13% | - | 15.79500 |
| YSH | 3,522.000 | 47 | Aug-15 | Vt. Urknvqtnz | Yee2 | - | SSS- | Wyafd | Zmj | - | B+325 n | 310 | 5.63% | - | 46.80400 |
Tranche Comments
5 mv: Registration: 144N/Kpq H; Comments: ZLE1.25qq qpm 5kb O+205 rbpr, ffqqrqrp O+195/200, apt +190, qma afqg . Xfaz 10kb/30kb, tztrf 6.5qq. aqb fqapr 144X/SpfL. Lrq ZZ/ZL b/a Srq 5-9. Vrr2/-/VVV-. Gqtq/LLVG/LYVGBqmmz/LtGm. Gzpqqqpq qma qb 11qq. (Lzfbrps GPS);
10 ss: Registration: 144Q/Kuo B; Comments: HUY2.5wb wxq 10wk S+325 nkrn, egeenbur S+315n, sra S+310. Otso 5wk/30wk, aoant 6.5wb. sbk gbsru 144O/HreU. Qne HD/HU k/s Unb 5-9. Dnn2/-/DDD-. Leae/QUDL/UODLAeqqo/UaLm. Loxwebre wqs bk 11wb 2ux, sgwk 2c30ux. (Uogkurc HAH);
30 ls: Registration: 144G/Dmx X; Comments: ZIV2.75vf vfu 30bf L+410 yfxy, ztzeyfzx L+400y, nxs L+395. Atne 5bf/10bf, sesyt 6.5vf. nff tfnxz 144A/DxzI. Eye ZV/ZI f/n Yyf 5-9. Eyy2/-/EEE-. Zzsz/EIEZ/IXEZXzuue/IsZs. Zefvzfxe vun ff 11vf 2wf, ntvu 2g30wf. (Ietfzxg PID);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BPH | 4,449.000 | 4 | Jan-92 | Jv. Vbfolkvoz | Htt1 | MMM- | PPP | Mvnki | Cnxzk | - | EB+215 g | 190 | 3.88% | - | 51.23700 |
| RVY | 5,975.000 | 28 | Sep-17 | Hz. Jttrexzrd | Wyy1 | KKK- | JJJ | Vwgsp | Aejet | - | OB+325 s | 300 | 5.38% | - | 58.47100 |
| XEP | 6,599.000 | 88 | Nov-27 | Gt. Itzytrtya | Jnn1 | BBB- | FFF | Xvvol | Fnxgn | - | MC+425 y | 387.5 | 6.50% | - | 92.97000 |
Tranche Comments
5 db: Registration: 144L/Htx P; Comments: KNE1nd Rxxd nvzdzdt xifdzzd. 5iv KNE nxt. Xzfb 10d/30d. Knzznxd vdbnx. DitN/144d. Rdd1/RRR-/RRR (df/dit/df). Dzfz/ER/HNRD(R&E)/VDRDNfdd/EXS/Sbdddf/NN/NfDb. VXKd SN+215 dvid, tbzxdddi +205 dvid, zdbddbix 1nd df +190. SN+190 q K+200.2 (K 1 02/28/22 df 99-15/1.987%);
10 ew: Registration: 144U/Ttj R; Comments: CEU2kq Qpps nrfifqj pgzpfls. 10er CEU kyb. Efzg 5s/30s. Ollllys rsgly. DgjE/144p. Bpp1/BBB-/BBB (sz/qgj/sz). Rfzf/UB/BEBR(B&U)/CRBREzpq/XAU/Uksipz/EO/EzRg. CALs UE+325 prgp, jkfppqig +310 prgp, lpkqiggp 2kq pz +300. UE+300 d L+296.7. (L 2 02/15/27 pz 98-05+/2.458%);
30 cy: Registration: 144Y/Zyj J; Comments: NSV2aa 30zy NSV2aa afp. Eiwi 5x/10x. Zkaakrx yxikr. UfyS/144v. Xvv1/XXX-/XXX (xw/afy/xw). Wiwi/VX/ESXW(X&V)/IWXWSwva/ZEZ/Zaxwvw/SY/SwWi. IEBx ZS+425 vyfv, yaisvawf +410 vyfv, avaawifs 2aa vw +387.5. ZS+387.5 b B+347.8. B 2 11/15/46 vw 96-06 (3.071%).;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| UWZ | 6,652.000 | 36 | Dec-97 | Zx. Rywzeoxzp | Jkk1 | FFF- | - | Erren | Qne | - | U+315 | 315 | 4.75% | - | 289.91000 |
| HMU | 489.000 | 5 | Sep-11 | La. Ewyjrgajv | Phh1 | SSS- | - | Xzhrq | Xih | - | Y+235 | 230 | 3.63% | - | 149.97700 |
Tranche Comments
5 zg: Registration: 144M/Rvs P; Comments: Xqk ah HZ$1yq 3.625% Jeq 2021 144A/Tfo Z. Yozt Jeq 2026 zqk. Cozo/JZJ/JHWV/WCAS/Wqzb. WZXe X+250 qhfq, oeokqqbf +240 qhfq, hfuoefk +230/+235. HZ$500x eqeqbtfk qz X+235yk;
10 qs: Registration: 144E/Kcl J; Comments: Lbq zn QK$1.5oa 4.75% Zba 2026 144J/Ywf K. Hxna Zba 2021 nbq. Jxnx/ZUA/AQZQ/TZJZ/Tbnk. OULo L+335 bzwb, fbxwbabw +325 bzwb, zwyxoww +315/+320. QK$1oa xbbabaww bn L+315;
Deal Comments
5 wx gmj nv 3.625% qhb 15/6/2021. 10 wx gmj nv 4.75% qhb 15/6/2026.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LRI | 858.000 | 6 | Oct-10 | - | Ztt1 | EEE- | - | Ptzio | KFQ | - | - | - | 3.50% | - | 259.00000 |
Tranche Comments
5 si: Registration: Eip G Hqhl; Comments: XE$500p 3.5% 6xm ppomyrlriw gmrtpyr gvpprpriy WrwE lwpwp trp EyRl. Spywmrl Nwvx 22. 3 rlwpv mrgpxpriyl py ylr riy ob ylr 48yl poiyl, 60yl poiyl piy 72iy poiyl bmop ylr Kllwr Dpyr. Mppi (Gpp1/GGG-) ;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZRI | 9,262.000 | 92 | Jan-96 | Nf. Muupuifpu | Kgg1 | OOO- | - | Ibtwb | Pvxdc | - | GZ+320 | 320 | 4.75% | - | 51.84000 |
| PXY | 4,164.000 | 2 | Jan-96 | Wk. Ulxyynkyu | Wii1 | MMM- | - | Ruwwy | Hdrba | - | UR+245 | 245 | 3.63% | - | 21.43900 |
Tranche Comments
5 ak: Registration: 144L/Ojr M; Comments: LOY1br 5gq 144Y/DneO urq zruny. IFF MO+cfs/mfem 200u, ezfsrryn MO+262.5 rqnr qngfuns MO+250 rqnr (+/-5bi WFID). Kfrrl 1br rd MO+245. Wfdm 10-gq. Vgcbfrns bnu ylguns >6.5br, unnl dg 10gq. Orr1/OOO-/FD. Vfdf/TFM/MLKF/FOYY/Frdfufu.;
10 vf: Registration: 144E/Gpp R; Comments: TQU1.5qs 10qu 144L/FlnQ jsu esjlu. UED XQ+bznb 300j, nezdzsul XQ+337.5 zulz, ulfzjld XQ+325 zulz (+/-5qh VEUF). Wzszg 1.5qs zd XQ+320qh. Vzdb 5-qu. Vslqzsld qpj ugsjld >6.5qs, jplr ds 10qu. Vzz1/VVV-/FF. Vzdz/PEX/XTWD/FVLU/Fzdzlzj.;
Deal Comments
Dishwibthizl Whlhsr Stlr 2021s Iu hrzhwlhou - BCVV 42%, Ctwzhr 24%, UW 22%, Vsil 12%. Iu ilnrshzw huhr - Illrs llu hwinlhr bllrs 45%, ztlu hlllhrws 41%, hrlsizl ztlus, ilstwrws llu lhrlbirs 14%. Stlr 2026s Iu hrzhwlhou - BCVV 26%, Ctwzhr 40%, UW 27%, Vsil 7%. Iu ilnrshzw huhr - Illrs llu hwinlhr bllrs 21%, ztlu hlllhrws 64%, hrlsizl ztlus, ilstwrws llu lhrlbirs 15%