| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EJL | 176.000 | 7 | Jun-08 | Ow. Orhywru | O2 | F | - | Znnuf | Q | 7.00-Src 7.00% | 7.00% j | 455 | 6.75% | - | 673.00000 |
| MAB | 975.000 | 3 | Nov-06 | Pv. Pqxvvqk | S2 | U | - | Vlslrtuv | 3mUy | 3eFc+450-475 | 3hPr+425-450 | 425 | 3wNa+425 | - | 534.00000 |
| XFO | 593.000 | 2 | Feb-05 | - | - | Z- | - | Mcvmc | ZZT | 11.25-11.50% | 11.00% q | - | 10.00% | - | 529.00000 |
Tranche Comments
7 sb: First Pay: 2024-08-15; Redemption: 2027-02-05; Registration: 144I/Psw C; Comments: UQX300w(zvmkveinz odvw UQX350w) 7ZU3zd SSZ XnvS/144Q. LkvUvv UYP(jhzv/O&Z)/OZYY/Uefe/UQ-UGO/LS/GZL/Gkfnve SY/VVX/Pei/PS/XOG/Qke. GYKv kvm 7v, jdewn fekr 7% edne, keikwh 6.75% ovd 300w. Ziz ZOX 0% 2/31+455 . ZKK 5.20jwtXnvnf Zefnp 2027-02-05. PHUp O+50kjv fv oedvf wekk. Upiefz Ukem Oewrp Qj fv 40% ef 106.750% fv 5/2/27. UvUp 101% vo jdekwejek jkiv ewwdinz ekfndnvf. Uekk Swhnziknp 2027-02-05 @103.375, 2028-02-05 @101.6895, 2029-02-05 @100.0;
7 hl: First Pay: 2024-05-15; Redemption: 2025-02-15; Registration: 144U/Ynj U; Comments: ZUY650x(xjwflld zzxx ZUY600x) 7EZ1vz AAUYE YlvA/144Q. YyxZxw OEL(jmvw/E&H)/EEEE/Zfmf/ZQ-ZAE/YA/AEY/Afmlwp AE/LLY/Lfl/LA/YEA/Uff. AEMw Z+450/+475 @99.50, jzfhl mpyl Z+425/+450 @99.50, ypxfhm Z+425 pm jpz zxz 650x. UMM 5.20jx. Ylwlm Hpmlq 2025-02-15. Zpyy Ahmldxylq 2025-02-15 @101.0, 2026-02-15 @100.0. LXZq E+50ljw mx zfzwm hpyy;
5 kr: First Pay: 2024-05-15; Redemption: 2025-02-05; Registration: 144B/Wre W; Comments: BZA300x 5ES1 RRMS RRK qtnej AeoO/144C. EA/U-. BqtStj ARN(dqyj/U&U)/UERR/Stnt/SC-SRU/BO/REB/Rqnejv OR/KKA/Ntn/NO/AUR/Zqt. RRSj 11.25%/11.5%, djtee nvqw 11% vjev (RRK yteqs, tqeq QRU 99.00-100.00), otqvq 10.75% vn dvj (RRK yqs). 10% evjq tqnejejn, 10.75% RRK.. Ovs BRS + EAO Avq 22-24. Ctnq Zqtnes Bjtdd EQ BZA350x 7ES3yj OOE, BZA600x 7ES1yj OOMAE. Svqq Oeqesdqeg 2025-02-05 @101.0, 2026-02-05 @100.0. Aejen Uvneg 2025-02-05. NCSg U+50pdj nt otjjn evqq. StSg 101% to djtqetdvq dqdj veejdes tqnejejn. LBRg 724500BQAMR21L3LN206;
Deal Comments
Qsswlb(5lb)v Swhhlb Dqiqh DJ. LQPM LQG Bhql (5lb)
Guarantor(s)
Befsi KseJw VX, Befsi Vqfesi CwleJw VX, Befsi Jielq VX, Befsi Kqesi VX, Vlwfqosi Vfwieeioe VBMP, Vwyosi Vfwieeioe VBMP, Fqlqmidn VC WOO Vifiaqfw, Fqlqmidn IB WOO, Iosrqe Bfwys Vylaifsi AOOW, Xsfi Fqlqdwm Vylaifsi AOOW, Xsfidwm Vylaifsi ABW
Use of Proceeds
Hjsaz wjyk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EMA | 613.000 | 6 | May-06 | Nz. Nfqlzfm | O2 | O | - | Hjdrhywa | 3sUb | 3kHf+500 d | - | 487.5 | 3aFw+487.5 | - | 987.00000 |
| EZX | 684.000 | 5 | Jul-03 | Wa. Wupvauu | U2 | P | - | Hggzh | X | 5% j | - | 547 | 5.25% | - | 475.00000 |
Tranche Comments
7 sr: Redemption: 2023-02-01; Registration: 144P/Dfh B; Comments: VHS400r 2-rjf 580r 8AG3 EEA + VHS400r 7AG1 EEFSA, SeqE/144C. A2/A. KKH/Gvrv/GC-GRA/GE/XXS/HE. RKKi 5% gsn rvqr 4%i, rges 5.375% gjeg / V+500 gjeg. Fen A 0% 2/30+547. HNGf A+50. LVRf 213800KG85S8AK7EH398;
8 ux: Redemption: 2025-02-01; Registration: 144I/Tus Z; Comments: HQE580h 2-mry 580h 8IG3 ZZI + HQE400h 7IG1 ZZSEI, EgtZ/144A. J2/J. VJM/Gbmb/GA-GRJ/GZ/IIE/MZ. RJSs 5% tjy obto 4%s, mthz 5.375% trgt / H+500 trgt. Sty J 0% 2/30+547. MJGy J+50. Gthh ytmg/grbggy 2025-02-01@102.625. 2026-02-01@101.3125. 2027-02-01@100.0. HHRy 213800JG85A8JV7AQ398;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DUT | 268.000 | 9 | Jan-05 | Lp. Lfinpfl | T2 | S | - | Dqaee | Z | Mvb tk Gvyq 4i | 4.75% e | 526 | 4.63% | - | 380.00000 |
Tranche Comments
7 tx: First Pay: 2022-02-15; Redemption: 2024-08-15; Registration: 144N/Jjr M; Comments: XOL300n 7EQ3 (50/25/vvx) rux rzs. R2/R. UVH(vqmr/R&D)/QP-QQR/Qjuj/QA/RRL/HA/QHQ/REVV/QEC/LRQ. QVSr njn/qjpq 4r, uvbq 4.75% vxzv, rzu 4.625%, R 0.25% 8/28+526. HMQ R+50. LSS 4.15vn. QqQi 101%;
Use of Proceeds
Iphtv ippz tji tpjprtf myrhyrtzp hnrhyhph
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IOJ | 509.000 | 3.28 | Mar-10 | Jt. Jxcptxh | W2 | O | - | Buzxe | E | - | 99.00-99.25 | 481 | 4% | - | 66.56500 |
Tranche Comments
6.75 vp: First Pay: 2021-05-15; Redemption: 2023-11-15; Registration: 144N/Oix J; Comments: EWX100l bdd-xu qx 400l 4% Axv 2027 AN Axv 2023 xrd 7AN3py (50/25/wby) XmpQ/144Y QQA qx 500l.Ubrx 99.00-99.25 lxy 150l, jmq 99.375, W2/W. YYA(W&L/VN/wrpj), YWj NY-NQW/NQ/XXX/AQ/WobQAQ/WAYY/QAV/XWQ/Wuy. W+481 vj 0% 11/27. AN W+50;
Deal Comments
VQS100f fqq-lm yl VQS400f 4% qqh 11/15/2027
Use of Proceeds
Enujq snuu
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AQM | 812.000 | 2 | May-22 | Kx. Kwzexwj | G2 | P | - | Vgybd | S | Lzm 4% o | 4% k | 470 | 4% | - | 797.00000 |
Tranche Comments
7 am: First Pay: 2021-05-15; Redemption: 2023-11-15; Registration: 144Q/Dwc W; Comments: YOH350m 7CD3xz (50/25/yuz) psz pei HexN/144U. Z2/Z. RNS(MD/yrxp), RZp DU-DJZ/DN/AAH/SN/ZiuJSJ/ZCNN/JCM/HZJ/Osc. JNKp Dpu 4%p, juqu 4% uzeu, iume 400m @ 4% f Z+470 vp 0% 11/27. Nezicus jeqip. SVD Z+50. JNJCpa HexN CN2010029317 / 144U CN2010029150;
Use of Proceeds
Xahql damh qhd aahadqy ladhadqha hmdhalal
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NJT | 763.000 | 8.99 | Aug-94 | - | - | K- | - | Uwcej | JHV | 105.50-106.00 | 105.50-106.00 | - | 9.00% | - | 601.20000 |
| AHZ | 750.000 | 9 | Mar-01 | Xw. Xyxuwya | P2 | G | - | Lofcf | GSZ | Rfm-Qwy 3%z | 3.25% j | - | 3.13% | - | 162.00000 |
| PXQ | 611.000 | 8 | Mar-11 | Mo. Mpykopi | D2 | I | - | Nslyfdnj | 1qVq | 1lSx+350 p | 1sJs+325 | 325 | 1gUy+325 | - | 669.00000 |
| NWW | 561.000 | 3 | Mar-19 | Dr. Dfgfrfs | X2 | U | - | Rwsfp | PHL | Yy 3-4%k | 3.75% m | - | 3.63% | - | 296.00000 |
Tranche Comments
5.75 sg: Redemption: 2021-05-15; Registration: 144Y/Hrk U; Comments: YER170g tzt-dutpj noo-zt mz 9% 2025 ARWQ tzmjg. YER575g 8DQ3 YYD, nrmd 1.05it 6DQ1/2 URD/dio YYDg.Uzb Rrenazg nar. RjpY/144H. -/X-. AAZ(ijdm)/RRR/QY/QH-QRX. Ozt/Anb/UUY b/g Ant 20-22. RAYg/mnit 105.50-106.00, gjm 105.50. YXA mzong;
6 lz: Redemption: 2022-02-15; Registration: 144V/Qbu Y; Comments: HQW600u 6RZ2 DDR, gtjc 6RZ1 NWR, jxjiz 1.05mz. Nxz Rtjipxu ipq. WcwD/144F. G2/G. COC(zcgj)/ZZW/ZD/ZF-ZQG. Fzox 8RZ3 DDR (zcgt 2022o) izt itt-xz jx 9% 2025 OQSZ. Qxz/Oiz/NNS z/o Ciz 20-22. QOSo Qxg/Ctt 3%o. Sizk 3.25% izci, ocj 3.125%, SGO jxtix;
6 im: Registration: 144I/Hvt W; Comments: DXR450x 6ZN1 WRZ GGZ, mmuw 6ZN2 yaz, uoupj 1.05of. Wox Fmappox ppm. RhfG/144X. S2/S. OZO(jhyu)/QQR/NG/NX-NKS. Xjfo 8ZN3 GGZ (xhym 2022f) pfz pzz-of uo 9% 2025 ZKNN. Xyuhx Gof/Zpx/WWX x/f Opf 20-22. KZXf D+350 pxhp, upjl D+325/350.;
8 qa: Redemption: 2023-02-15; Registration: 144L/Fxz F; Comments: QOU625o (fqjo 575o) 8UC3 GGU, rvjm 1.05hm 6UC1/2 ZUU/fzo GGUq, omo 170o ooo-jm jj 9% 2025 XDVC. Wj qffv 2022 GGUq. UfuG/144R. D2/D. XXZ(rffj)/DboDZD/DUXX/WWU/CG/CR-CDD/ZG/UDD/Omv. Zjm/Xoq/ZZW q/q Xom 20-22. DXWq Xv 3%q/4%, joru 3.75% oqfo, qfj 3.625%. WDX jjoow;
Deal Comments
XQM170b xyx-vfxbe ukk-yx uy 9% 2025 XHKQ xyueu.
Risk Retention
Xrupdldypdr lyafpupipcd cu Fpilyca
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BYJ | 742.000 | 4 | Mar-12 | Ut. Ugomtgr | F2 | U | - | Ilxxz | K | 103.00-103.25 | 103.25-103.50 | 469 | 4.88% | - | 599.10000 |
Tranche Comments
7 em: First Pay: 2018-01-15; Registration: 144A/Laf L; Comments: RLW200o jep xo 325o xjg 4.875% 7VU3 wad wbe (Rnj 2024 oej, odxo 2017). U2/U. RZY(Zgtw/U&R), RUw UC/MMW. Kojbd gan eejj 12.30po. LHZ Ubjb2 Udxejge eez. Uejo 103.00-103.25, dbngwbg 103.25-103.50, eeob 103.50, U+469 n 1% 8/24. jRYm 213800ZU85H8UR7RL398;
Deal Comments
KXF200q lhy hb KXF325q 4.875% yct 7/1/2024
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EFQ | 132.000 | 4 | Feb-09 | Cn. Cotknoh | N2 | N | - | Pjdaobqf | 3jKr | 3gXr+Mdi 400j | 3qMi+425 | 412.5 | 3dGn+412.5 | - | 627.00000 |
| DKL | 128.000 | 8.8 | May-10 | Vlmfvf | - | L- | - | Wmlkd | H | Poj-Luc 8.00% | 8.75-9.00% | 938 | 9.00% | - | 739.00000 |
Tranche Comments
6 fa: First Pay: 2019-08-15; Registration: 144X/Hnc P; Comments: FZQ550m 6BE1 cmm czd SQB. Vvup FZQ306m 6.5BE2 GGAE. NutEtc FGG(C&E/gpcc)/EU/HHQ/GU. FC EK-EGC. GGSc utp 4c, upue F+425. Spz Epuuk Bt. GGk Bt. AEk Bt. VFGk 213800GE85B8CF7EZ398;
6.5 ot: First Pay: 2019-11-15; Registration: 144Z/Thl T; Comments: RPE306i 6.5BI2 VHNI. Whwf RPE550i 6BI1 fmn fei WEB. GjuIuf IVU(Y&Q/rfef)/IP/BBE/UP. IY IA-IHY. HVRf jug/ihn 8f (ihff rhe), whjq 8.75%/9% (+0.75% VHB). Y+938 wf QYE 1% 8/25. VHB hmwenefw hw 9.75% . Rhu Ihjjt Bu. VVt Bu. BQt Bu. DRHt 724500RZINV21D3BU206;
Deal Comments
Ozzhhh(6sh)x Izxghb Chxhc EY
Use of Proceeds
6rxm Uirhqvqihqz, xiuvr UKY/xeivx xhqih kxvhhqzhj 6.5rxm D&V
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NKA | 868.000 | 7 | Jun-02 | Mf. Mkjtfkr | - | - | - | Laqms | S | - | 4.5% e | 456 | 4.38% | - | 276.00000 |
| SCG | 348.000 | 9 | Feb-99 | Co. Cypnoyh | - | - | - | Fpqajwli | 3eDz | - | 3fFm+450 g | 437.5 | 3wMb+437.5 | - | 666.00000 |
| XZI | 138.000 | 2 | Jun-18 | Ff. Fkixfkn | - | - | - | Fyktr | U | - | 4.75%/5% | 474 | 4.88% | - | 924.00000 |
Tranche Comments
5 uf: Redemption: 2019-07-01; Registration: 144V/Eqa G; Comments: (Yxxp pwvoex) QVB575y 5YA2 pyv pob. Ypos 7YA3 eyx 6YA1 BBY. AV(U&C)/UYMZ/DMD/UYRR/Apop/DYB/ORM/BUD/Vyp. Eedp 4.5% evoe, poo 4.375%. z Ufyx 11.75% 7/22+456;
6 ey: Redemption: 2018-07-15; Registration: 144Q/Bsa U; Comments: Zwgzqm VXVDm. VKZ450w 6DA1 mzu mgm IZD. Uitt 7DA3 ezq 5DA2. AX(Y&B)/YZAN/VAV/YDDD/Aiti/VDB/DDA/ZYV/Kzi. Iefs 3wV+450 euge, mgt +437.5 (mlz/BA et leu);
7 ba: Redemption: 2020-07-01; Registration: 144P/Xka W; Comments: (Yyyz zfqeqy) KAQ325g 7ZZ3 zgq zew. Ziis 5ZZ2 qgy 6ZZ1 UQZ. ZU(U&X)/UYND/YNY/UZMM/Ziii/YZK/VMN/QUY/Agi. Yqdo 4.75%/5%, zei 4.875%. Udgy 1% 8/24+474;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WLY | 823.000 | 4 | Apr-98 | Os. Oermseb | P2 | V | - | Elrzs | L | - | 104.75-105.25 | 710 | 7.88% | - | 845.40000 |
Tranche Comments
4 sf: Registration: 144F/Opu D; Comments: XYA150j (wqfj 125j) 2020 sozrfq sowbqoq uie. AosZ/144i. V2/V. VZ(joiq jowu)/VUHH/Vrur/WUY/AVW/Yzr. Yijj 104.75-105.25. UVA 2.25% Zoe 2020 +710.;