CFG Investments Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD107.1002.76-BBB-----FixedI-Curve445-4604258.56%8.714%99.99393
BUSD24.5003.72-BBB------FixedI-Curve625-64060010.05%10.269%99.97288
CUSD17.2004.12-BB------FixedI-Curve945-96592013.05%13.408%99.99135
DUSD12.1004.51-B-----FixedI-Curve1325-1345132516.80%17.398%99.97915
Filings
Tranche Comments
A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; Comments: US$7.25m of the D tranche is being retained;
Pricing Speed
30% CPR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZWRJ446.5008.30-NNN---83.00%-NskxnVGQ5.00-5.15%-4.70%4.750%50.37649
JTZL85.2004.42-FFF----34.60%-IlbpoTBR6.15-6.30%-5.82%5.900%75.66006
WFJN30.7007.64-GG---96.60%-YvagmIGH7.75-7.90%-7.48%7.600%75.27471
JEQH57.1007.40-K---67.80%-Alcsf---9.07%9.250%41.56316
Filings
Tranche Comments
Z: Registration: 144I/Tpe D; J: Registration: 144W/Ikw T; W: Registration: 144Z/Bci P; J: Registration: 144B/Cql D;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SBEA67.3005.94-QQ-----Ezwxh---7.62%7.750%62.38883
IVVF476.1007.16-PPP-----Huljg---5.56%5.625%37.91423
Filings
Tranche Comments
I: Registration: 144V Vrdi; S: Registration: 144R Cxov;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OMAB42.1402.60-GG----84.2%LrcllCAA--9.42%10.610%48.47000
LHSW453.0007.61-SSS----60.0%XiqxoHTJ--7.87%8.000%98.20140
Tranche Comments
L: Registration: 144Y Eifo; O: Registration: 144I Btvn;
Deal Comments
Emwawww ba 11/08/2017
Pricing Speed
QHG 30%

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