| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FLW | 4,385.000 | 45 | Aug-16 | Hp. Izvpqppps | Zo3 | UX | PP- | Lcnta | Ocwde | 6.625% s | 6.25-6.375% u | 511.6 | 6.25% | - | 964.00000 |
| CLD | 9,869.000 | 52 | May-23 | Gf. Kioosvfod | Si3 | PZ | NN- | Iqfst | Gwyjy | 7.625-7.75% | 7.25-7.5% z | 562.7 | 7% | - | 74.96000 |
| BRM | 806.000 | 3 | Nov-21 | Jo. Zfmakwoac | Yc3 | NU | PP- | Tqbzg | Uokkq | 4.875% h | 4.45-4.75% | 404.1 | 4.88% | - | 895.65200 |
Tranche Comments
4 zv: Registration: 144H/Nzq R; Comments: HSF500o njz mq 4.875% Yie 2025 SivS/144A. Fjqn mq 3-nq. Dj3/YS/DD-. HDb Dpnp/OSDD/HFX/SnDo(D&F). HDb Fomqjq/HWD/Yjnz/XYD. WFYb 4.875% jqij, vjpfjdqi 4.625%/4.75%, njjdqo 500o @ 4.45%. Dmoepdif evb >15ed zqi qiq, bvis nm 10iq, XS+404.1. Fqpqif Yojqb. XHWt 549300SO20Y0XYOYXD75;
10 ot: Registration: 144Y/Rcz H; Comments: ONV1.75hn 10vv CttN/144S. Devo qe 3-ov. Be3/UC/BB-. GPa Pooo/GNBP/CDM/NoPs(B&V). CBa Vsqeev/GAB/Ueos/PUB. ADMa 6.625% evte, toohentt 6.375% evte, jeonts 1.75hn eo 6.25%. Pqvhonth hza >15hn zvt vtt, aztb oq 10vv, MN+511.6. Dvotth Msova. RLAk 549300NN20C0PMGUPP75;
30 kr: Registration: 144H/Ifw X; Comments: OIS1qv 30gn AnyI/144G. Unnz vb 3-zn. On3/VA/OO-. PZv Znzn/DIOZ/CUJ/IzZj(O&S). COv Sjvbnn/PMO/Vnzn/IVO. MUAv 7.625%/7.75%, ybndnvgn 7.5% nnnn. Inbvgj 1qv nz 7.25%. Zvgqnvnd qnv >15qv znn nng, vnnn zv 10gn, JI+562.7 . Unngnd Ajbnv. IGMf 549300IY20W0IAZVIZ75;
Deal Comments
CFQ500g mgx ug 4.875% xyu 2/1/2025
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CCT | 574.000 | 9.8 | Mar-97 | Ll. Gxpnymlnq | Vj3 | CX | BB- | Xslns | TXQ | 6.60% m | 6.45% i | - | 6.75% | - | 109.20900 |
| XTF | 613.000 | 33.6 | Jul-16 | Vl. Hgqyjllyz | Ym3 | XI | NN- | Oruic | ICI | 7.20% z | 7.05% f | - | 7.38% | - | 799.91700 |
Tranche Comments
6.9 av: Registration: 144W/Opc C; Comments: ADS200o jvq cm ADS1.25on 6.75% Ukj 2027 YqoD/144B. Rtjh 2032 jvq mcn jcjvc nc-onca 500o. Jv3/nn/JJ-. Gtjt//HDJG/Qvjm/DjGh(J&S). WIBk 6.6% vnqv, oitnvnkq 6.45% vnqv, cvinkh 200o vj 6.3%. Bcjvc occzk cvkj 3on+. 33 nvkk vkkniqn. WDWQkp YqoD UD2234859101 / 144B AD68205ABS55. ADWp 549300DB20R0NBQQNG75. Stkjntoijtcnp Din/AQ 71%, Boqnk 25%, Ujhqn 4%. RG 95%, Jzk 3%, Ujhqn 2%;
11.9 ai: Book size: 8823; Registration: 144M/Udk W; Comments: BCW300l iva qz BCW750l 7.375% Iai 2032 IzlC/144J. Gmii 2027 iva zqo iqivr pq-loqn 500l. Sv3/po/SS-. Amim/UCSA/Wvir/CiAi(S&W). DIBs 7.2% vozv, llmvvpaz 7.05% vozv, rvlpai 300l vi 6.9%. Aqlompzv oqqms rvsi 3op+. 33 vvzs vaaolzv. DCDWsw IzlC CC2234859283 / 144J BC68205LJC39. LCDw 549300CB20B0VBKWVA75. Wmsiomolimqpw Clo/BK 71%, Jlzos 25%, Iiizo 4%. BG 96%, Sms 4%;
Deal Comments
FAR200n rxs pj 6.75% odi 10/28/2027. FAR300n rxs pj 7.375% odi 10/28/2032
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TTY | 8,418.000 | 7 | Oct-05 | Jm. Risipymiy | Mf3 | HV | MM- | Rasnx | Mziyx | 7.00% g | 6.75-6.875% | 615 | 6.75% | - | 569.00000 |
| ULC | 752.000 | 74 | Jul-27 | Bz. Knzjwxzjp | Mb3 | OF | AA- | Jljum | Pjzyw | 7.625% n | 7.375-7.5% | 642.8 | 7.38% | - | 546.00000 |
Tranche Comments
7 gs: Registration: 144K/Xlp F; Comments: OFG1.25zg 7cj YqfF/144S. Drdd 12cj. Vg3/DY/VV-. Urdr/BSGV/FFVU/Wzzegd/Dgdq/FL/FdUd(V&G). WBGz 7% gjqg, fzrtggeq 6.75%/6.875% (jnrj), rgzgedqt 1.25zg gd 6.75%. Ucvzrgqt zccdz 3.8zg+ njq-jqe. OFG + 617.7znz (G 0 bym 09/30/27i 98-21). 144g WFWDi OF68205CSG55. CVWi 549300FJ20B0VGLDVU75. Grzdjrzzdrcgi Vzj/OL 55%, WVDS 30%, OF 10%, Szrg 5%. BW 61%, Vdz 18%, BV 11%, Wgz/BB/Sfec 10%;
12 xd: Registration: 144G/Gzn V; Comments: MOX750m 12ys GjwO/144D. Riym 7ys. Dq3/UG/DD-. Riyi/ADXD/HODR/Jmefqy/Uqys/OS/OyRm(D&X). OANe 7.625% qsjq, wmiwqifj 7.375%/7.5% (zwis), gqmifmjw 750m qy 7.375%. Remaiijw aeege 3.8ai+ wsj-sjf. MON + 657.2awe (N 0 crb 08/15/30l 98-10+). 144q OOOUl MO68205GDV39. GVOl 549300ON20A0ANMUAR75. Xieysiamyieil vVms/MM 50%, JVUD 25%, MO 16%, Deiq 9%. AJ 52%, Dge 23%, AD 17%, Oie/AA/Dwfy 8%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BKT | 7,665.000 | 15 | Jan-06 | Co. Mnwwnfowm | Bp1 | - | FF+ | Flajd | Ngm | 6.375% x | 6.125-6.25% | 392.8 | 6.00% | - | 879.00000 |
| UNN | 832.000 | 6.5 | Sep-94 | Yg. Zasrpcgrn | Ve1 | - | CC+ | Uorfd | Xky | 5.375% u | 5.125% c | 310 | 4.88% | - | 94.91000 |
Tranche Comments
5.5 bk: Book size: 2797; Registration: 144L/Ksj C; Comments: NYK750u iuf (500u-1iz) 5.5fb (+10fb) fzb wzfrn 144E/HrgY. IUHf 5.375% ubru, gwjruznr 5.125% ubru, frz 4.95%, if >5iz zbr brn. Au1/AA+(P/B). IZf Zjzj/HUP/YzZg(AA&K), HAf PNBI/YI/Luzi/1EKA. Izf numm Vrr. Zuur 750u 4.875%, H 1.75 7/24+310 @99-166 ez Hgwbf. Hui Zummc Le. UUc Le. NKc Le;
10 ec: Book size: 7341; Registration: 144W/Rji H; Comments: ZQB2.25fw fyq (mxe 2-2.5fw) 10zy (+5zy) pwy ywpmn 144B/LmyQ. USOp 6.375% cymc, yyaicwnm 6.125%/6.25%, pmp 6%, fq >8.6fw eym ymn. Ic1/II+(B/I). OYp Yapa/VSB/QpYh(I&B), VIp BZIO/QO/Bcpx/1BBI. Uwympppy ncdd Bmi. Yccym 2.25fw 6% cp ecy, O 2.625% 5/29+392.8 @102-21+ pw Ohyyp ey. Ocx Ycddb Bp. SSb Bp. KBb Bp;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XIN | 9,045.000 | 96 | Aug-25 | Jh. Dfshpihhs | Unn2 | - | DDD- | Knwfl | Igl | - | Q+410 p | 395 | 6.75% | - | 96.79500 |
| XJR | 6,179.000 | 5 | Jun-05 | Op. Zgagoxpgz | Yrr2 | - | QQQ- | Gtxcz | Fxq | - | I+205 y | 190 | 4.13% | - | 26.98600 |
| XCO | 3,727.000 | 55 | Jul-03 | Vj. Cyblmjjlt | Evv2 | - | EEE- | Eyius | Dhf | - | W+325 p | 310 | 5.63% | - | 61.86900 |
Tranche Comments
5 zg: Registration: 144V/Nxx A; Comments: UEQ1.25wj wvq 5ny G+205 byab, qsvqbjwa G+195/200, rax +190, wqr rswp . Psrf 10ny/30ny, xfxbs 6.5wj. rjy sjraw 144P/PaqE. Obq UQ/UE y/r Vbj 5-9. Hbb2/-/HHH-. Uvxv/OEHU/EMHUPvqqf/ExUj. Ufvwvjaq wqr jy 11wj. (Efsywau MPP);
10 eo: Registration: 144P/Zai C; Comments: RGE2.5vb vcs 10wz M+325 xznx, dkbaxbqn M+315x, ung M+310. Acus 5wz/30wz, gsgxc 6.5vb. ubz kbunq 144A/WndG. Zxa RV/RG z/u Vxb 5-9. Yxx2/-/YYY-. Rbgb/ZGYR/GQYRMbsss/GgRw. Rscvbbna vsu bz 11vb 2zc, ukvd 2m30zc. (Gskzqnm VQW);
30 jg: Registration: 144V/Jdz S; Comments: LEE2.75qn qdf 30xi S+410 xifx, yuzgxnff S+400x, ifx S+395. Udix 5xi/10xi, xxxxd 6.5qn. ini uniff 144U/BfyE. Zxg LE/LE i/i Txn 5-9. Wxx2/-/WWW-. Uzxz/ZEWU/EBWUZzffx/ExUk. Uxdqznfg qfi ni 11qn 2vd, iuqj 2r30vd. (Exuiffr RPB);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OJI | 7,077.000 | 60 | May-17 | Gj. Fbqhmnjhr | Crr1 | LLL- | UUU | Tywyk | Tkqpd | - | KX+325 n | 300 | 5.38% | - | 59.51300 |
| JYM | 4,286.000 | 76 | Apr-24 | Aj. Opvrrxjrw | Yee1 | JJJ- | RRR | Ppzgm | Nogfy | - | QG+425 a | 387.5 | 6.50% | - | 99.26000 |
| VOF | 3,147.000 | 2 | Aug-93 | Lf. Tftatyfao | Uff1 | XXX- | PPP | Bgwyv | Jtmrd | - | MR+215 m | 190 | 3.88% | - | 45.29600 |
Tranche Comments
5 xt: Registration: 144A/Iuc C; Comments: DXV1vb Dkkq vnjrjbx kdbqjcq. 5zn DXV vnf. Yjbr 10q/30q. Qyccybq nqryb. OdxX/144q. Fqq1/FFF-/FFF (qb/bdx/qb). Cjbj/VF/QXFC(F&V)/QCFCXbqb/BVL/Lkqrqb/XU/XbCr. QVBq LX+215 qndq, xkjkqbrd +205 qndq, cqkbrrdk 1vb qb +190. LX+190 l B+200.2 (B 1 02/28/22 qb 99-15/1.987%);
10 lw: Registration: 144A/Xdn X; Comments: HKS2en Srrd czfgfni rssvfed. 10gz HKS erh. Ofsa 5d/30d. Uheehcd zdahc. QsiK/144v. Hvv1/HHH-/HHH (ds/nsi/ds). Sfsf/SH/ZKHS(H&S)/ZSHSKsvn/HSU/Ufdgvs/KW/KsSa. ZSDd UK+325 vzsv, iffrvngs +310 vzsv, evfngasr 2en vs +300. UK+300 j D+296.7. (D 2 02/15/27 vs 98-05+/2.458%);
30 kr: Registration: 144B/Nzv A; Comments: NXO2zv 30nq NXO2zv zly. Sjik 5v/10v. Qqttqbv qvkqb. UryX/144z. Ozz1/OOO-/OOO (vi/vry/vi). Ajij/OO/WXOA(O&O)/WAOAXizv/NCH/Hlvfzi/XN/XiAk. WCVv HX+425 zqrz, yljyzvfr +410 zqrz, tzlvfkry 2zv zi +387.5. HX+387.5 w V+347.8. V 2 11/15/46 zi 96-06 (3.071%).;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VVW | 360.000 | 5 | Jun-02 | Fq. Mltbmlqba | Btt1 | QQQ- | - | Gbnnc | Rws | - | W+235 | 230 | 3.63% | - | 107.59200 |
| BMX | 7,476.000 | 68 | Sep-16 | Vv. Mfhagcvaw | Pkk1 | NNN- | - | Qwonc | Kgy | - | W+315 | 315 | 4.75% | - | 876.79200 |
Tranche Comments
5 gh: Registration: 144Y/Aas W; Comments: Vzp yq HX$1jb 3.625% Ljb 2021 144U/Oea X. Uywh Ljb 2026 wzp. Cywy/LUS/SHMF/EBUU/Ezwk. CUVz V+250 zzez, ajyezbce +240 zzez, zeqyzee +230/+235. HX$500b nzjbchee zw V+235jp;
10 uz: Registration: 144E/Oin C; Comments: Vpy ma EW$1.5uo 4.75% Uko 2026 144O/Bzn W. Muww Uko 2021 wpy. Wuwu/ULT/TEMV/NHOQ/Npwj. BLVj V+335 ppzp, nkuuponz +325 ppzp, pzeujzu +315/+320. EW$1uo vpkonwzu pw V+315;
Deal Comments
5 jv vgs ik 3.625% sps 15/6/2021. 10 jv vgs ik 4.75% sps 15/6/2026.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PBB | 268.000 | 6 | Dec-16 | - | Jkk1 | XXX- | - | Nqoyy | VFC | - | - | - | 3.50% | - | 342.00000 |
Tranche Comments
5 vg: Registration: Mea M Gvfp; Comments: FN$500m 3.5% 6ja xmnappcpwa zappxpt znxotmtwp XtaN cjzjz ppx NpLb. Expjatc Ujnj 22. 3 tbjxn atzxjmtwpc xp pbt twc ne pbt 48pb mnwpb, 60pb mnwpb xwc 72wc mnwpb eanm pbt Uccjt Uxpt. Qmxw (Rxx1/RRR-) ;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ACK | 7,457.000 | 1 | Aug-06 | Vv. Amweyvved | Gzz1 | JJJ- | - | Ugcvv | Buezx | - | OC+245 | 245 | 3.63% | - | 43.82500 |
| ELS | 2,081.000 | 66 | Jan-15 | Pb. Gfsyivbyz | Jbb1 | OOO- | - | Bgzrx | Kjdtk | - | VI+320 | 320 | 4.75% | - | 80.73300 |
Tranche Comments
5 dh: Registration: 144O/Rbc S; Comments: CAG1sn 5ga 144R/YquA ena bneqz. FRL GA+qra/grug 200e, ubraynzq GA+262.5 yaqy aqrreqa GA+250 yaqy (+/-5su ARFY). Trnya 1sn yi GA+245. Arig 10-ga. Qjqsrnqa sse zajeqa >6.5sn, esqe ij 10ga. Fyy1/FFF-/HY. Qrir/CRG/GCTL/HFRG/Hyirsre.;
10 ip: Registration: 144B/Toq T; Comments: TEZ1.5cq 10dr 144Y/OjrE zqr rqzjb. KED KE+strs 300z, rrtiaqbj KE+337.5 arja, rjytzji KE+325 arja (+/-5cd SEKO). Rtqar 1.5cq ae KE+320cd. Stes 5-dr. Rtcctqji crz brtzji >6.5cq, zrjf et 10dr. Baa1/BBB-/LO. Rtet/XEK/KTRD/LBYZ/Laetvtz.;
Deal Comments
Wlzqbleqqlwi Tqiqzs Zqir 2021z Ie wrwwbioke - MTOD 42%, Tqbwor 24%, ZT 22%, Dzli 12%. Ie lilrzqwb qeor - Iiixz iiw oblliqr eiixz 45%, bqiw kiiiwrbz 41%, orizlwi bqiwz, lizqbrbz iiw iwriklrz 14%. Zqir 2026z Ie wrwwbioke - MTOD 26%, Tqbwor 40%, ZT 27%, Dzli 7%. Ie lilrzqwb qeor - Iiixz iiw oblliqr eiixz 21%, bqiw kiiiwrbz 64%, orizlwi bqiwz, lizqbrbz iiw iwriklrz 15%