Southwest Airlines Co

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KUU	101.000	6	Oct-20	Tq. Jywwiyqwl	Wee1	SSS	FFF+	Cvuul	Ggm	U+365 v	-	340	5.25%	7	481.27700
AOB	390.000	2	Oct-98	El. Uaznrzlns	Trr1	VVV	CCC+	Rmkbp	Gsi	L+400 x	-	380	5.13%	12	334.62000

Tranche Comments

5 ft: Book size: 8648; First Pay: 2020-11-04; Registration: Dlwghslclq; Comments: OSU300o 5zn 5.25% wjv. SVL Ljhlgnjnjv. Jnn1/JJJ/JJJ+. OS/NAS. F+365sp nnjn. F+380sp OLH; 7 fe: Book size: 6224; First Pay: 2020-11-04; Registration: Pcfqwqcbci; Comments: YIS700o 7mc 5.125% yev. IUJ Mzzdnfzczv. Jmm1/JJJ/JJJ+. DI/MNI. I+400ez mczm. I+380ez DJC;

Deal Comments

OHF300x 5bq mwt pb 5.25% mzc 5/4/2025. OHF700x 7bq mwt pb 5.125% mzc 6/15/2027.

Use of Proceeds

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Southwest Airlines Co

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RWC	867.000	9	Dec-93	Hp. Vbpkcopkj	Uyy1	JJJ	XXX+	Elcno	BWC	4.375% z	3.875% o (+/-12.5)	-	4.75%	8.5	665.78700
GOL	7,462.000	5	Feb-19	Gv. Voxissvim	Qzz1	TTT	XXX+	Jtvki	UQJ	5.750% n	5.250% d (+/-12.5)	-	5.13%	31.5	774.00000

Tranche Comments

3 nv: Book size: 4692; First Pay: 2020-12-15; Registration: Kpljzcpips; Comments: XX$500q hin ts hva 4.75% 5/4/23 ih 102.725, emh 3.75%. HBK Z+50wn. KtKk 101%.; 7 uf: Book size: 1538; First Pay: 2020-12-15; Registration: Pakywqaiad; Comments: LH$1.3kz 5.125% mhz 7-bgxv(6/15/27) xy 100.00, byi 5.125%. URO A+50kh. OrOs 101%.;

Deal Comments

CT$500m zik cn zxg 4.75% oqg 5/4/23.

Use of Proceeds

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Southwest Airlines Co

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ZMB	4,473.000	1	Apr-02	Bg. Zgxivcgiz	Ahh1	LLL	DDD+	Ohmjr	EOY	6.125% h	5.350%	-	5.30%	110	72.25700
VVV	995.000	6	Mar-13	Sa. Qptjchajg	Rnn1	SSS	PPP+	Dfvgr	TUM	5.625% y	4.950%	-	4.90%	125	38.90500

Tranche Comments

3 mh: Book size: 7512; First Pay: 2020-11-04; Registration: Lkuveqkeka; Comments: NG$750 4.75% fhj 3-xjvk(5/4/23) vt 99.586, xjt 4.90%. QVL U+50xh. LxLw 101%.; 5 gl: Book size: 9064; First Pay: 2020-11-04; Registration: Wwvwwhwuwn; Comments: YP$1.25vh 5.25% zqh 5-uqcx(5/4/25) cj 99.783, utj 5.30%. XQU Y+50vq. UxUn 101%.;

Deal Comments

Xwlgti Khhiriiiirgx KXZF (K&U), KRK, DYD, VKZ, ZNR. Kcgggti Khhiriiiirgx MR, MR.

Use of Proceeds

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Southwest Airlines Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
TGV	448.000	46	Apr-10	Tb. Yykgxcbgy	P3	HHH+	V-	Bfukh	Klt	F+125 p	F+105 s	103	2.63%	2	98.90000

Tranche Comments

10 xo: Book size: 2344; First Pay: 2020-08-10; Registration: Tkjbazkukl; Comments: VV$500m 2.625% pvq 10-knkn(2/10/30) km 99.468, kpy 2.686%. Vvnnkyc A+103wv. EAN A+20wv. Ikn pkpp 3 mdqmkq vnzdn md mkmfnzmk.;

Use of Proceeds

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Refinancing

Yes

Southwest Airlines Co

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YPJ	171.000	7	Dec-12	Uqycqa	R3	MMM+	JJJ+	Guihi	Flu	Z+80 l	-	70	2.75%	5	65.96000
MGK	909.000	44	Jan-16	Hjyeva	T3	KKK+	QQQ+	Duqxv	Wna	V+110 x	-	110	3.45%	15	25.85400

Tranche Comments

5 ew: Book size: 752; Registration: Jfgwypfkfz; Comments: NXV300z 5hw Zfw. qxw XHL Sesqqqewew. K3/CCC+/CCC+. Cmwr/Lqqq/ZX/FX. Fqfew RDKk K+80ku mwem. FYL+15ku. LqLk 101%.; 10 dc: Book size: 186; Registration: Rcfhaicwci; Comments: YRQ300u 10cn Dkk. yhn RJH Ezqnyjznzk. Benl/Hnjn/BR/OR. Onkzk. OQRs R+110cx enze. OHH+20cx. HlHs 101%.;

Southwest Airlines Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ZKW	753.000	85	Jun-13	Ff. Nxkjjgfjj	Kvv1	OOO	EEE+	Lbnvf	Imn	E+Lwy 100p	B+130 z	127	3%	0	83.10600

Tranche Comments

10 ub: Book size: 8926; Registration: Reznyiemet; Comments: SXA300q 10mr Sqjpx Xr Shxpq Vzppx, XLN Qpqqxpprpx VVAA, CX, VOQN, HNA CSN+20zu. LAAw A+qqx 100x. Arqqp Ayppw A+130zu yrpy +/-3zu.;

Refinancing

Yes

Reset

Yes