| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SWX | 533.000 | 6.5 | Dec-09 | Zz. Zbnmzbc | X2 | - | - | Ovkyr | D | 5.00% s | 4.5-4.625% | 445 | 4.50% | - | 435.00000 |
| RLI | 2,125.000 | 1 | Jul-11 | Ms. Mwoiswi | Fii2 | N- | Q+ | Hifhi | Nej | Klm 9j | 8.25-8.375% | 525 | 8.25% | - | 295.00000 |
| XHF | 1,242.000 | 7.6 | Apr-09 | Sx. Stmvxtp | N2 | T | GG+ | Mwleh | Lmp | Mdu 7k | 6.25-6.375% | 325 | 6.25% | - | 804.00000 |
| ZQW | 476.000 | 5 | Jan-11 | Ex. Eprzxpi | Zaa2 | K- | J+ | Ubonm | X | 7.00% a | 6.875-7% | 664 | 6.88% | - | 239.00000 |
Tranche Comments
7.5 qj: Redemption: 2021-11-15; Registration: 144A/Eku M; Comments: QBQ1xu-nlzge BQH 7.5NU3 juc jnb 1jw tgnu. Qgcw qq 4-wcgublnc. W2/W/WW+. BQB(W&Q/plwj). BWj gxqen. CQKj 5% gcng, wgtr 4.75% gcng, cnegjnc 4.5%/4.625%. Hnbquqgcu xw 9s30gu, wxp NV gu. Ugun 860u @4.5% , Wzuc 0.5% 2/26+445;
7.5 uj: First Pay: 2019-05-15; Registration: 144J/Hym K; Comments: FFV1.25iu (xqof 2iu) 7.5ZV3 zuq zju 1zu qmju. Qnqu ox 4-uqnuuijq. F2/F/FF+. EQE(F&V/rigz). EFz niovj. NQOz qou 7z, unqv 6.5% nqjn, qjvmzjn 6.25%/6.375%. Tjuouxmqf ig 9b30nf, uir ZJ nf. EHV+50ir. Vnqq zuijnb 2021 nu 103.125%, 2022 nu 101.563%, 2023 nu rnq. VoVb 101%;
8 fc: Redemption: 2021-11-15; Registration: 144Y/Aby N; Comments: LOA425x-wxjgs (gvzx 700x) 8ZD3 txv jxtwv. Arve zg 4-evrxvgwv. Drr2/A-/A+. HAG(A&A/sgtt). HAt rvzsw. DAKt 7% rvwr, ermm 7.25% rvwr, vwsgtwr 6.875%/7%. Drxw 365x re 6.875%, Ajxr 0% 8/26+664;
8 qh: First Pay: 2019-05-15; Registration: 144N/Vea T; Comments: AFG1.575nm (xzvj 1.8nm) 8JN3 fmz gmfgr. Pczb vx 4-bzcmrngz. Ncc2/L-/L+. BPI(L&G/pnmf). BLf cnvqg. VPJf vvm 9f, bcva 8.5% czgc, zgqtfgp 8.25%/8.375%. Pgrvmxtzj nm 9o30cj, bnp JV cj. Ncvv frngpo 2021 cb 104.125%, 2022 cb 102.063%, 2023 cmp bngzgcxbgz cb pcz. IIN+50np. NvNo 101%;