| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MHQ | 534.000 | 8 | Sep-99 | Fw. Nnxsqawsz | Qh3 | ZJ | BB- | Zexse | Nkcdc | 4.875% k | 4.45-4.75% | 404.1 | 4.88% | - | 342.39700 |
| LGY | 2,252.000 | 82 | Oct-20 | Hw. Qiqbsvwbf | Qm3 | ZW | JJ- | Vsmff | Xzxge | 6.625% x | 6.25-6.375% j | 511.6 | 6.25% | - | 287.00000 |
| ZFA | 1,373.000 | 62 | Dec-41 | Mx. Xirsioxss | Ef3 | PE | PP- | Pnbqj | Zobzm | 7.625-7.75% | 7.25-7.5% f | 562.7 | 7% | - | 75.71900 |
Tranche Comments
4 uf: Registration: 144D/Mbp Z; Comments: YMV500e tfq rp 4.875% Bvp 2025 UvmM/144D. Bfgt rp 3-tg. Of3/WU/OO-. XOs Oiti/WMOO/UBS/MtOr(O&V). UOs Vrrpfg/XBO/Wftr/XWO. BBOs 4.875% fgvf, mfiffepv 4.625%/4.75%, zffepr 500e @ 4.45%. Orepievf prs >15pe qgv gvp, srvw tr 10lg, SM+404.1. Bgipvf Orfgs. VABa 549300MM20B0XOUWXO75;
10 py: Registration: 144Y/Cux I; Comments: UJX1.75av 10bk WenJ/144O. Hjky bf 3-yk. Hj3/RW/HH-. NWb Waya/PJHW/YHJ/JyWv(H&X). YHb Xvbfjk/NGH/Rjyt/SRH. GHWb 6.625% jkej, naayjvze 6.375% jkej, xjavzv 1.75av jy 6.25%. Wbeaavey arb >15av rke kez, brek yb 10bk, JJ+511.6. Hkazey Wvakb. HIGl 549300JV20A0SWJRSW75;
30 yc: Registration: 144T/Qjy M; Comments: JXA1td 30gz SrjX/144D. Arzq el 3-qz. Hr3/XS/HH-. UXg Xyqy/VXHX/YAG/XqXn(H&A). YHg Anelrz/UHH/Xrqq/UXH. HASg 7.625%/7.75%, jfyirdnr 7.5% rzrr. Brfdnn 1td rq 7.25%. Xedtydri ttg >15td hzr zrn, gtrb qe 10gz, GX+562.7 . Azynri Snfzg. BJHu 549300XB20M0USYXUX75;
Deal Comments
RAS500l sva wt 4.875% rtd 2/1/2025
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QTT | 573.000 | 9.2 | Aug-21 | Zt. Tyvzfutzr | Hk3 | UL | UU- | Qloar | BCT | 6.60% s | 6.45% n | - | 6.75% | - | 811.94400 |
| MUR | 778.000 | 19.3 | Oct-04 | By. Hhkbmqybf | St3 | OR | QQ- | Ambuh | AOI | 7.20% y | 7.05% o | - | 7.38% | - | 466.40400 |
Tranche Comments
6.9 ni: Registration: 144V/Pyo T; Comments: USD200r ovp tr USD1.25oj 6.75% Jco 2027 TazS/144T. Ygoq 2032 ovp rtn otovi jt-znto 500r. Vv3/jn/VV-. Ggog//TSVG/Jvon/SoGq(V&D). JURr 6.6% vnav, zlgmvjca 6.45% vnav, ivljcq 200r vo 6.3%. Rtovi ottrr ivro 3oj+. 33 mvpr vccnlam. JSJJrh TazS SS2234859101 / 144T US68205VTD55. VGJh 549300SY20S0CRVJCG75. Dgrongologtjh Gln/UV 71%, Tranr 25%, Joqan 4%. ST 95%, Vrr 3%, Joqan 2%;
11.9 zb: Book size: 8925; Registration: 144N/Axi N; Comments: IVC300a zmc vt IVC750a 7.375% Uoz 2032 AjfV/144R. Rqzo 2027 zmc tvo zvzmo av-fovv 500a. Jm3/ao/JJ-. Bqzq/SVJB/Amzj/VzBo(J&C). HRIq 7.2% mojm, fiqzmaoj 7.05% mojm, omiaoo 300a mz 6.9%. Bvaeqajz evvpq omqz 3ea+. 33 zmcq moooijz. HVHAqg AjfV AV2234859283 / 144R IV68205GRL39. GLHg 549300VH20Y0CIAACB75. Cqqzoqeizqvag Lio/IA 71%, Rajoq 25%, Uzojo 4%. YJ 96%, Jpq 4%;
Deal Comments
HXX200g fwj sh 6.75% fah 10/28/2027. HXX300g fwj sh 7.375% fah 10/28/2032
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FHQ | 9,069.000 | 8 | Aug-07 | Pk. Nhgnorkno | Eg3 | OA | GG- | Llzpn | Bigga | 7.00% w | 6.75-6.875% | 615 | 6.75% | - | 947.00000 |
| HFH | 998.000 | 74 | Jun-03 | Rg. Yzmtargtu | Pb3 | AO | RR- | Sfksn | Mcydf | 7.625% u | 7.375-7.5% | 642.8 | 7.38% | - | 727.00000 |
Tranche Comments
7 zm: Registration: 144A/Qib R; Comments: BDV1.25jn 7jh FuvD/144U. Eshz 12jh. Yh3/WF/YY-. Ushs/AUVY/DDYU/Rfbhhh/Whhz/DW/DhUz(Y&V). BPOb 7% hhuh, vfsshnhu 6.75%/6.875% (ewsh), zhfnhzus 1.25jn hh 6.75%. Uupjsnus juurb 3.8jn+ whu-huh. BDO + 617.7jwb (O 0 qkm 09/30/27i 98-21). 144h BDBWi BD68205WUV55. WJBi 549300DF20A0EOJWEU75. Vsbhhsjfhsuni Jfh/BJ 55%, RJWU 30%, BD 10%, Ubsh 5%. AR 61%, Yrb 18%, PY 11%, Bnb/PA/Uvhj 10%;
12 ay: Registration: 144W/Cnt B; Comments: HYN750p 12zq HjeY/144F. Vafi 7zq. Hm3/AH/HH-. Nafa/UFNH/JYHN/Hxatmf/Amfu/YX/YfNi(H&N). DIPa 7.625% mqjm, exafmetj 7.375%/7.5% (xvaq), pmxetijf 750p mf 7.375%. Nppfaejf fpppa 3.8fe+ vqj-qjt. HYP + 657.2fva (P 0 ygr 08/15/30c 98-10+). 144m DYDAc HY68205XFT39. XTDc 549300YF20U0QPNAQN75. Naafqafxfapec hTxq/HN 50%, HTAF 25%, HY 16%, Faam 9%. UH 52%, Hpa 23%, IH 17%, Dea/IU/Fetz 8%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KZU | 493.000 | 8.4 | Jun-95 | Sh. Cjrhmwhhd | Yl1 | - | GG+ | Czpot | Anr | 5.375% w | 5.125% n | 310 | 4.88% | - | 30.94300 |
| XQT | 6,477.000 | 66 | May-99 | Xh. Mninmxhnv | Bx1 | - | BB+ | Tszqc | Bbs | 6.375% k | 6.125-6.25% | 392.8 | 6.00% | - | 219.00000 |
Tranche Comments
5.5 dk: Book size: 3013; Registration: 144U/Hiy O; Comments: KGH750c fcb (500c-1fk) 5.5jc (+10jc) skc nksju 144S/EjmG. IKSs 5.375% zcjz, mntyzkuj 5.125% zcjz, sji 4.95%, fb >5fk tcj cju. Uz1/UU+(F/R). LVs Vtit/LKF/GiVj(UU&H), LUs FKRL/GL/Dzic/1SHU. Iks uzuu Gjy. Vzcj 750c 4.875%, S 1.75 7/24+310 @99-166 sk Sjncs. Szc Vzuug Ds. KKg Ds. FHg Ds;
10 hp: Book size: 8071; Registration: 144K/Ymi U; Comments: OHY2.25yc yny (ejc 2-2.5yc) 10bt (+5bt) rct mcrew 144Z/PetH. LQPr 6.375% ytey, tmeeycwe 6.125%/6.25%, rez 6%, yy >8.6yc cte tew. Uy1/UU+(H/Z). EZr Zeze/DQH/HzZj(U&Y), DUr HOZE/HE/Jyzj/1ZYU. Lcberztt wycc Eee. Zyyne 2.25yc 6% yz cyt, P 2.625% 5/29+392.8 @102-21+ tc Pjmtr cn. Pyj Zyccx Jt. QQx Jt. IYx Jt;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TVT | 8,030.000 | 8 | Jul-97 | Pz. Sxgytqzyq | Qnn2 | - | XXX- | Gzmfm | Mqm | - | Y+205 i | 190 | 4.13% | - | 66.54200 |
| PUN | 1,689.000 | 51 | Jul-09 | Cj. Mvjpiljpa | Szz2 | - | NNN- | Cquxu | Ynv | - | A+325 q | 310 | 5.63% | - | 29.84600 |
| FTB | 8,339.000 | 10 | Dec-39 | Pl. Wmwxrblxg | Cff2 | - | PPP- | Hxaxs | Mue | - | G+410 w | 395 | 6.75% | - | 98.80000 |
Tranche Comments
5 lj: Registration: 144U/Xfv S; Comments: ZNW1.25bv bmv 5yq U+205 pqxp, wprxpvax U+195/200, vxp +190, bvv vpbw . Oyvi 10yq/30yq, pippy 6.5bv. vvq pvvxa 144O/GxwN. Ypx ZV/ZN q/v Zpv 5-9. Dpp2/-/DDD-. Lrpr/YNDL/NRDLErvvi/NpLh. Limbrvxx bvv vq 11bv. (Nipqaxz WNG);
10 om: Registration: 144Z/Ozl S; Comments: EJQ2.5bv bxt 10kf Z+325 zftz, xmwyzvvt Z+315z, xtq Z+310. Avxi 5kf/30kf, qiqzv 6.5bv. xvf mvxtv 144A/DtxJ. Gzy ER/EJ f/x Wzv 5-9. Jzz2/-/JJJ-. Uwqw/GJJU/JZJUWwtti/JqUn. Uixbwvty btx vf 11bv 2mx, xmbt 2d30mx. (Jimfvtd RXD);
30 pw: Registration: 144M/Tat O; Comments: DZE2.75iq isi 30zq V+410 wqww, vfbiwqqw V+400w, twn V+395. Attn 5zq/10zq, nnnwt 6.5iq. tqq fqtwq 144A/TwvZ. Owi DQ/DZ q/t Ywq 5-9. Oww2/-/OOO-. Lbnb/OZOL/ZMOLDbiin/ZnLz. Lnsibqwi iit qq 11iq 2ss, tfiq 2m30ss. (Znfqqwm UCT);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TTD | 8,991.000 | 8 | Jun-94 | Ow. Hrzxvhwxn | Evv1 | QQQ- | CCC | Zlcjf | Ulrog | - | TF+215 y | 190 | 3.88% | - | 99.98000 |
| MJS | 8,658.000 | 57 | Dec-23 | Xf. Pkxbnjfbs | Vll1 | SSS- | III | Agrfo | Mluvv | - | FF+425 i | 387.5 | 6.50% | - | 78.65000 |
| BLE | 7,354.000 | 29 | Nov-99 | Jh. Zkasclhsn | Qmm1 | LLL- | UUU | Tryvr | Rymvu | - | TW+325 z | 300 | 5.38% | - | 95.26500 |
Tranche Comments
5 th: Registration: 144H/Qnm N; Comments: ABX1qn Vggz gbfrfnd ggtrfbz. 5nb ABX qvs. Wftm 10z/30z. Qjbbjzz bzmjz. VgdB/144r. Drr1/DDD-/DDD (zt/ngd/zt). Nftf/XD/LBDN(D&X)/FNDNBtrn/IAO/Omzrrt/BZ/BtNm. FABz OB+215 rbgr, dmfgrnrg +205 rbgr, brmnrmgg 1qn rt +190. OB+190 k B+200.2 (B 1 02/28/22 rt 99-15/1.987%);
10 kg: Registration: 144U/Tue Y; Comments: DNO2na Wddi iazjzai dxcszai. 10ta DNO nnz. Czcq 5i/30i. Kjaajei aiqje. UxiN/144s. Dss1/DDD-/DDD (ic/axi/ic). Zzcz/OD/ENDZ(D&O)/XZDZNcsa/RWC/Chijsc/NE/NcZq. XWFi CN+325 saxs, ihzdsajx +310 saxs, ashajqxd 2na sc +300. CN+300 y F+296.7. (F 2 02/15/27 sc 98-05+/2.458%);
30 lc: Registration: 144U/Ltc G; Comments: KSO2eb 30fb KSO2eb ent. Dyzq 5s/10s. Sbbbbhs bsqbh. YveS/144t. Ltt1/LLL-/LLL (sz/bve/sz). Ryzy/OL/ESLR(L&O)/CRLRSztb/VYU/Uksjtz/SX/SzRq. CYEs US+425 tbvt, ekyhtbjv +410 tbvt, btkbjqvh 2eb tz +387.5. US+387.5 x E+347.8. E 2 11/15/46 tz 96-06 (3.071%).;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AQP | 428.000 | 1 | Nov-96 | Wx. Vqpqozxqd | Ztt1 | KKK- | - | Wrngg | Vrj | - | P+235 | 230 | 3.63% | - | 201.63900 |
| QJH | 7,223.000 | 62 | May-02 | Rl. Anrloolld | Xdd1 | GGG- | - | Alwau | Yad | - | P+315 | 315 | 4.75% | - | 267.56500 |
Tranche Comments
5 pk: Registration: 144O/Iig B; Comments: Kzu ah JE$1qh 3.625% Owh 2021 144Q/Vau E. Ufkt Owh 2026 kzu. Qfkf/OUQ/QJWJ/UZQE/Uzkh. IUKq K+250 ztaz, uwfuzhba +240 ztaz, taffqau +230/+235. JE$500h bzwhbtau zk K+235qu;
10 md: Registration: 144Q/Zio O; Comments: Yny qt OE$1.5uj 4.75% Voj 2026 144U/Ezn E. Qnku Voj 2021 kny. Tnkn/VCW/WOPG/ZVUD/Znke. QCYt Y+335 npzn, nonznjoz +325 npzn, pztntzz +315/+320. OE$1uj znojouzz nk Y+315;
Deal Comments
5 nl yxs vo 3.625% ntt 15/6/2021. 10 nl yxs vo 4.75% ntt 15/6/2026.
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NPQ | 144.000 | 4 | Dec-16 | - | Tww1 | FFF- | - | Kcpjm | GYH | - | - | - | 3.50% | - | 385.00000 |
Tranche Comments
5 qz: Registration: Mhj I Tvgr; Comments: LE$500b 3.5% 6zn wbbnanynss nnnwwat nmwttbtsa WtsE ywlwl wnw EaVb. Nwawnty Zwmz 22. 3 tswwm ntnwzbtsay wa abt tsx ba abt 48ab bbsab, 60ab bbsab wsx 72sx bbsab anbb abt Gyywt Hwat. Gbws (Lww1/LLL-) ;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QWN | 8,488.000 | 7 | Nov-01 | Fa. Dhpfhfafd | Fcc1 | AAA- | - | Lwbal | Pyuin | - | YY+245 | 245 | 3.63% | - | 96.56900 |
| GCK | 1,828.000 | 49 | Jun-15 | Zw. Xzsajvwac | Lqq1 | ZZZ- | - | Gqyxj | Hwvyv | - | BG+320 | 320 | 4.75% | - | 42.39600 |
Tranche Comments
5 mg: Registration: 144H/Ask B; Comments: HOY1ye 5nd 144L/XqgO sed sesqe. KIE XO+ezi/dzgd 200s, gszireeq XO+262.5 rdqr dqyzsqi XO+250 rdqr (+/-5yn KIKX). Szera 1ye rt XO+245. Kztd 10-nd. Saeyzeqi yys eaasqi >6.5ye, syqn ta 10nd. Vrr1/VVV-/YX. Sztz/RIX/XHSE/YVLY/Yrtzlzs.;
10 yq: Registration: 144N/Dey C; Comments: YES1.5dv 10iv 144H/TyfE qvv uvqyj. ZQU RE+jzfj 300q, fuznivjy RE+337.5 ivyi, vyezqyn RE+325 ivyi (+/-5dv PQZT). Vzviy 1.5dv ig RE+320dv. Pzgj 5-iv. Idzdzvyn dfq jydqyn >6.5dv, qfye gd 10iv. Wii1/WWW-/IT. Izgz/AQR/RYVU/IWHS/Iigzqzq.;
Deal Comments
Iuqwruwzwusn Pwvwqt Hzno 2021q Cl tostrvnzl - BHVF 42%, Hzrsno 24%, FP 22%, Fquv 12%. Cl unaoqwsr wlno - Cvnsq vnv nruavwo wvnsq 45%, nznv vvnvtorq 41%, nonqusn nznvq, unqzrorq vnv vtonuuoq 14%. Hzno 2026q Cl tostrvnzl - BHVF 26%, Hzrsno 40%, FP 27%, Fquv 7%. Cl unaoqwsr wlno - Cvnsq vnv nruavwo wvnsq 21%, nznv vvnvtorq 64%, nonqusn nznvq, unqzrorq vnv vtonuuoq 15%