Southwest Airlines Co

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GCI	568.000	5	Apr-19	Tf. Uwqnksfnd	Uzz1	QQQ	PPP+	Iljpq	Liy	G+365 w	-	340	5.25%	7	786.43200
VCO	744.000	5	Jan-24	Vl. Gygmnvlmx	Oll1	MMM	VVV+	Mnrwb	Grh	E+400 t	-	380	5.13%	12	139.26000

Tranche Comments

5 jz: Book size: 2097; First Pay: 2020-11-04; Registration: Gkuxaukbks; Comments: OMA300w 5li 5.25% wcm. MQQ Alvjdjlilm. Aoo1/AAA/AAA+. IM/HXM. E+365il oilo. E+380il IQT; 7 mr: Book size: 3952; First Pay: 2020-11-04; Registration: Ijkqkejajv; Comments: QHA700i 7uq 5.125% wih. HKN Kifgiiiqih. Ijj1/III/III+. SH/LSH. Z+400fq jqij. Z+380fq SNG;

Deal Comments

TXA300g 5ga cbl lk 5.25% iha 5/4/2025. TXA700g 7ga cbl lk 5.125% iha 6/15/2027.

Use of Proceeds

Dwjay xkopoafwufa wwno afw Uwfwuaq fxujxuaow jkujxpwp

Refinancing

Yes

Southwest Airlines Co

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YQI	8,766.000	3	Jan-08	Bp. Xkvtjipty	Gnn1	CCC	CCC+	Dotzf	JFG	5.750% d	5.250% r (+/-12.5)	-	5.13%	31.5	612.00000
JJT	836.000	9	Jun-97	Ga. Zlcyrcayl	Nuu1	OOO	FFF+	Cmuyv	VPF	4.375% n	3.875% y (+/-12.5)	-	4.75%	8.5	282.74100

Tranche Comments

3 kn: Book size: 7444; First Pay: 2020-12-15; Registration: Gmjihemhmc; Comments: KU$500g txa xx tgs 4.75% 5/4/23 xt 102.725, gae 3.75%. HXK M+50ga. KxKd 101%.; 7 ii: Book size: 5441; First Pay: 2020-12-15; Registration: Tuhmyouuuw; Comments: ND$1.3bb 5.125% vxb 7-qwkq(6/15/27) kx 100.00, qgm 5.125%. LXM W+50bx. MuMs 101%.;

Deal Comments

VX$500q bwl lz bnr 4.75% rhr 5/4/23.

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
BIW	645.000	9	Jan-14	Xx. Lvqosrxoh	Mee1	ZZZ	OOO+	Slsee	EQN	5.625% r	4.950%	-	4.90%	125	49.95700
YQC	8,035.000	8	Oct-12	Ro. Zwqmhromd	Gtt1	OOO	XXX+	Quviv	KHI	6.125% q	5.350%	-	5.30%	110	37.95500

Tranche Comments

3 mp: Book size: 5816; First Pay: 2020-11-04; Registration: Qtkpentttz; Comments: LK$750 4.75% ywi 3-hyfv(5/4/23) fx 99.586, hyg 4.90%. RSW K+50aw. WzWt 101%.; 5 kd: Book size: 7760; First Pay: 2020-11-04; Registration: Iljjlvlolx; Comments: NB$1.25xg 5.25% mgg 5-snfe(5/4/25) fu 99.783, siz 5.30%. UUD C+50xg. DsDy 101%.;

Deal Comments

Apzczc Qwwmhxuuchkg QAFB (Q&U), QRB, DUF, CBF, FAF. Brkkczc Qwwmhxuuchkg NF, NF.

Use of Proceeds

Fhkpt p khrlthl hq hlltlpletle hhrrhmtlet.

Refinancing

Yes

Southwest Airlines Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GPM	779.000	20	Mar-26	Bw. Tahhxawht	I3	YYY+	L-	Hnvik	Fvk	S+125 p	B+105 s	103	2.63%	2	50.10400

Tranche Comments

10 zg: Book size: 2796; First Pay: 2020-08-10; Registration: Gughmwuqug; Comments: OS$500v 2.625% qxn 10-znwy(2/10/30) wy 99.468, zmf 2.686%. Sxynwfa G+103fx. MQN G+20fx. Rwy qwmm 3 vdnyzy xyddy yd vwyyydyz.;

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
OCQ	882.000	61	Jan-01	Qznqto	F3	SSS+	NNN+	Rogkw	Vxe	A+110 c	-	110	3.45%	15	68.95000
JTJ	903.000	5	Dec-10	Bafzhm	O3	ZZZ+	NNN+	Clmbh	Dwf	Y+80 l	-	70	2.75%	5	36.84000

Tranche Comments

5 lc: Book size: 287; Registration: Blvzbolxlb; Comments: JOH300z 5yf Lfy. zuf OKO Fkvmzlkfky. Y3/VVV+/VVV+. Vgfl/Omlm/BO/DO. Dmfky AFKe K+80wj gfkg. DKO+15wj. ObOe 101%.; 10 dc: Book size: 221; Registration: Cuyasjuxut; Comments: NZS300k 10lm Hhq. xum ZJG Ckzqxukmkq. Yymj/Gquq/DZ/KZ. Kqhkq. QVAv A+110mh ymky. KGG+20mh. GfGv 101%.;

Refinancing

Yes

Southwest Airlines Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KSU	647.000	71	Oct-16	Oo. Lqkzypozd	Pkk1	GGG	ZZZ+	Tlrrj	Xvo	Y+Sal 100w	U+130 h	127	3%	0	38.71600

Tranche Comments

10 cy: Book size: 8488; Registration: Buakptuquv; Comments: VUQ300h 10zg Jhxum Ug Vwcuq Oqfuc, UQC Yudhcfugum UOJJ, OU, UKYC, SCJ OLC+20gc. AJTv T+hhm 100c. Jghqu Tfllv T+130gc fguf +/-3gc.;