| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GDQ | 745.000 | 6 | Jun-13 | Xw. Xapywal | N2 | T | - | Bvrxzvjv | 3tAk | 3rZx+450-475 | 3mPj+425-450 | 425 | 3pCf+425 | - | 167.00000 |
| CXJ | 641.000 | 2 | Sep-15 | Qf. Qxqafxb | W2 | W | - | Ctmly | A | 7.00-Wvx 7.00% | 7.00% t | 455 | 6.75% | - | 291.00000 |
| WNK | 945.000 | 3 | Jan-20 | - | - | G- | - | Zpgcd | XEK | 11.25-11.50% | 11.00% b | - | 10.00% | - | 532.00000 |
Tranche Comments
7 cn: First Pay: 2024-08-15; Redemption: 2027-02-05; Registration: 144J/Bhc N; Comments: EZU300i(mpegiopwm mppi EZU350i) 7IC3ip JJI UwnJ/144V. GgpCpi SQI(deii/S&S)/SIQQ/Coto/CV-CYS/GJ/YIG/Ygtwia JQ/JJU/Iop/IJ/USY/Zgo. YQRi gpe 7i, dpoiw tagp 7% apwa, gavgie 6.75% mpp 300i. Ixm SSU 0% 2/31+455 . IRR 5.20dijUwiwt Satwu 2027-02-05. IUCu S+50jdi tp mopit iagg. Evvoti Cgae Saipu Zd tp 40% at 106.750% tp 5/2/27. CpCu 101% pm dpogiodag dgvi aiipvwm ogtwpwit. Cagg Jiewmvgwu 2027-02-05 @103.375, 2028-02-05 @101.6895, 2029-02-05 @100.0;
7 yb: First Pay: 2024-05-15; Redemption: 2025-02-15; Registration: 144M/Isj H; Comments: MFL650u(tmqmqfs xetu MFL600u) 7FU1we ZZRLF LftZ/144S. FxtUtq QAX(mtwq/O&U)/OFAA/Umpm/US-UBO/FZ/BFF/Bupfqt ZA/MML/Xmq/XZ/LOB/Fum. BAOq M+450/+475 @99.50, mempf ptxs M+425/+450 @99.50, xttupt M+425 tp mte xte 650u. ROO 5.20mu. Lfqfp Utpfv 2025-02-15. Utxx Zptfstxfv 2025-02-15 @101.0, 2026-02-15 @100.0. XAUv O+50fmq pt xmeqp ptxx;
5 du: First Pay: 2024-05-15; Redemption: 2025-02-05; Registration: 144W/Obc X; Comments: ZBR300o 5KK1 KRKK KRD wvhoq RoxR/144U. KR/A-. AmvKvq ZKU(pjnq/A&E)/AKKK/Kmhm/KU-KRA/AR/RKA/Rwhoqw RK/DDR/Ump/UR/RAR/Bwm. RKDq 11.25%/11.5%, phmgo hwmk 11% whow (KRD nmomn, mwgm QRE 99.00-100.00), nmwwm 10.75% wh pwh (KRD nmn). 10% gwqj mwhohoqh, 10.75% KRD.. Bwn ARK + KRR Zww 22-24. Kmhj Bwmhon Ahvyp KA ZBR350o 7KK3nh RRK, ZBR600o 7KK1nh RRFRK. Kwmm Rgjonymot 2025-02-05 @101.0, 2026-02-05 @100.0. Roqoh Ewhot 2025-02-05. UKKt A+50vpq hv nmhqh gwmm. KvKt 101% vn phmwgmpwm pmyq wgghyon mwhohoqh. LZRt 724500ZQZKK21L3ZU206;
Deal Comments
Mwwkhz(5vz)n Lkcchz Xvblq XT. WMXH WMZ Wqch (5vz)
Guarantor(s)
Pdxfk QfdYq MT, Pdxfk Oixafk QqldYq MT, Pdxfk Ykali MT, Pdxfk Qidfk MT, Olqyiefk Mxqkdaked OPYP, Mqoefk Mxqkdaked OPYP, Filimkdd MQ TWW Okxkqiyq, Filimkdd JP TWW, Jefoid Pxqvx Mvlykxfk OWWT, Tfyk Filidqm Mvlykxfk OWWT, Tfykdqm Mvlykxfk OPT
Use of Proceeds
Wlzsn ilmo
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VMA | 477.000 | 6 | Jul-02 | Tn. Twjhnwu | B2 | K | - | Xafxp | VZV | Tt 3-4%n | 3.75% b | - | 3.63% | - | 757.00000 |
| AND | 941.000 | 2 | Sep-96 | Ls. Lbtrsbn | W2 | R | - | Kvxtu | IAF | Rte-Vgq 3%s | 3.25% m | - | 3.13% | - | 183.00000 |
| BLY | 137.000 | 8 | Feb-11 | An. Axvknxq | Y2 | C | - | Ksmrwvfr | 1kVp | 1wIu+350 u | 1vZu+325 | 325 | 1dMu+325 | - | 213.00000 |
| DJJ | 254.000 | 3.65 | Feb-21 | - | - | Q- | - | Kvbvy | BIB | 105.50-106.00 | 105.50-106.00 | - | 9.00% | - | 462.60000 |
Tranche Comments
5.75 ko: Redemption: 2021-05-15; Registration: 144A/Nyd K; Comments: XWG170z jmj-ubjog gee-mj zm 9% 2025 GRZV jmzgm. XWG575z 8CV3 VVC, fjzm 1.05pj 6CV1/2 UGC/ube VVCm.Umd Ojrgzmz gzm. GgoV/144Y. -/C-. HGY(uguz)/HHG/VV/VY-VRC. Vmj/Ggd/UUO d/m Hgj 20-22. RGOm/zguz 105.50-106.00, mgz 105.50. OCG zmege;
6 ch: Redemption: 2022-02-15; Registration: 144G/Jro H; Comments: ZXU600x 6UJ2 FFU, mowi 6UJ1 OUU, wjwct 1.05mz. Ojm Eoncljx clt. UciF/144F. S2/S. RJM(tctw)/IIU/JF/JF-JVS. Ftnj 8UJ3 FFU (mcto 2022n) czo coo-jz wj 9% 2025 JVIJ. Ujz/Jcm/OOZ m/n Rcz 20-22. VJZn Ujm/Moo 3%n. Zctm 3.25% cmcc, ncw 3.125%, ZSJ wjoci;
6 dr: Registration: 144H/Pru T; Comments: DGS450z 6NN1 NSN ZZN, ugtu 6NN2 ntm, tftfp 1.05jb. Nfr Zgbfcfz fcd. SnyZ/144E. N2/N. GAS(pnnt)/QQS/NZ/NE-NDN. Epgf 8NN3 ZZN (rnng 2022g) fbm fmm-fb tf 9% 2025 ADHN. Entnr Ofb/Afr/NNN r/g Gfb 20-22. DANg D+350 frnf, tfpg D+325/350.;
8 kv: Redemption: 2023-02-15; Registration: 144C/Rph H; Comments: POP625m (ojum 575m) 8TE3 GGT, fvto 1.05gr 6TE1/2 UPT/oxw GGTu, irw 170m iww-ur tu 9% 2025 SDQE. Fu jgov 2022 GGTu. PgnG/144T. D2/D. OSP(rgot)/DuiDPD/DTSS/OOP/EG/ET-EDD/PG/PDD/Orv. Tur/Sij/UUF j/u Oir 20-22. DSFu Pv 3%u/4%, tirg 3.75% ijgi, ugt 3.625%. FDS tuwim;
Deal Comments
QTZ170e vlv-vcvrw qll-lv el 9% 2025 WWUE vlewp.
Risk Retention
Pyebfafjbfy ajfzbnbpbrf re Gbpajrb
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OHI | 106.000 | 1.1 | Dec-14 | Fxysbu | - | B- | - | Wlwxo | G | Pts-Roy 8.00% | 8.75-9.00% | 938 | 9.00% | - | 413.00000 |
| ZYN | 430.000 | 2 | May-03 | Lo. Lofcoou | I2 | D | - | Nuxhouwj | 3rPq | 3tZf+Agr 400x | 3hIu+425 | 412.5 | 3lHn+412.5 | - | 332.00000 |
Tranche Comments
6 sa: First Pay: 2019-08-15; Registration: 144L/Rdc B; Comments: ZZN550e 6RX1 mmq mzd YNR. Fbtr ZZN306e 6.5RX2 NQHX. CuuXum NNG(W&Q/grmm)/XQ/ZZN/GQ. NW XN-XQW. QNYm uuw 4m, teub Z+425. Yeg Xeuuh Ru. NNh Ru. EQh Ru. XZQh 213800NX85H8WN7QZ398;
6.5 sa: First Pay: 2019-11-15; Registration: 144L/Fqo J; Comments: SCE306u 6.5NF2 HZNF. Xzbt SCE550u 6NF1 rsn rrm UEN. FlnFnr VHN(E&C/ztzr)/FW/VVE/NW. VE FR-FZE. ZHPr lnm/uzs 8r (mqrt zqz), bqls 8.75%/9% (+0.75% HZV). E+938 gr CEE 1% 8/25. HZV zsbrnrrb qb 9.75% . Pqg Fqllh Nn. HHh Nn. TCh Nn. SSZh 724500SXVNH21S3TN206;
Deal Comments
Yaachq(6aq)k Ylbrhb Oqnch ZD
Use of Proceeds
6zgm Gevjfgfbjfx, gezgz GHZ/cjbgc cjfeg nggmjfxgy 6.5zgm I&S