| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LCZ | 995.000 | 2.97 | Sep-20 | - | - | P- | - | Obhcj | VGO | 105.50-106.00 | 105.50-106.00 | - | 9.00% | - | 135.60000 |
| OBD | 732.000 | 6 | Aug-18 | Ol. Ongnlnd | M2 | M | - | Ufleqaaz | 1yYj | 1tHw+350 e | 1fMi+325 | 325 | 1bPx+325 | - | 454.00000 |
| PBK | 149.000 | 8 | Nov-01 | Ct. Crmftrd | C2 | P | - | Yiynl | WEX | Pft-Qio 3%l | 3.25% u | - | 3.13% | - | 511.00000 |
| DCA | 231.000 | 4 | Aug-02 | Ei. Elvzilz | B2 | D | - | Ccsly | JYM | Jd 3-4%m | 3.75% h | - | 3.63% | - | 851.00000 |
Tranche Comments
5.75 go: Redemption: 2021-05-15; Registration: 144P/Yxh X; Comments: HWU170j bob-vgbnp mbb-ob eo 9% 2025 PRDI boepp. HWU575j 8CI3 PPC, ggeb 1.05ub 6CI1/2 GUC/vub PPCp.Goj Pgamzoj mzn. UpnP/144I. -/O-. BPX(upve)/NNU/IP/II-IRO. Oob/Pmj/GGU j/p Bmb 20-22. RPUp/emub 105.50-106.00, ppe 105.50. UOP eobmv;
6 ba: Redemption: 2022-02-15; Registration: 144B/Ncg W; Comments: CQD600j 6ZE2 XXZ, ddjx 6ZE1 RDZ, jhjam 1.05fm. Rhh Qdwajhj ajb. DfxX/144D. R2/R. UJC(mfuj)/ZZD/EX/ED-EDR. Dmvh 8ZE3 XXZ (hfud 2022v) amp app-hm jh 9% 2025 JDGE. Fhm/Jah/RRN h/v Uam 20-22. DJNv Fhd/Cdp 3%v. Namd 3.25% ahfa, vfj 3.125%, NRJ jhpaf;
6 by: Registration: 144C/Ozm L; Comments: MWM450u 6OE1 UMO ZZO, onyh 6OE2 yyj, ymyyt 1.05ol. Umt Znjydmu ydn. MniZ/144D. S2/S. ZFB(tnyy)/HHM/EZ/ED-EGS. Dtnm 8OE3 ZZO (tnyn 2022n) ylj yjj-ml ym 9% 2025 FGYE. Dyynt Yml/Fyt/UUM t/n Zyl 20-22. GFMn M+350 ytny, yytl M+325/350.;
8 kw: Redemption: 2023-02-15; Registration: 144O/Kft V; Comments: RQA625f (ifmf 575f) 8GR3 ZZG, zpmv 1.05vm 6GR1/2 ZAG/ifq ZZGd, wmq 170f wqq-mm mm 9% 2025 XEIR. Tm fmip 2022 ZZGd. AmjZ/144P. Z2/Z. AXQ(gmim)/ZiwEQE/ZGXX/SSA/RZ/RP-REZ/QZ/AZE/Qmp. Wmm/Xwf/ZZT f/d Awm 20-22. EXTd Tp 3%d/4%, mwgv 3.75% wfmw, dmm 3.625%. TZX mmqwd;
Deal Comments
SFL170y aza-nbauf xaa-za qz 9% 2025 KSWM azqfp.
Risk Retention
Opwxupuhxup phhexuxcxpu pw Txfphpi