Annington Funding PLC (TEFRM) 2017-1

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EUR600.0007Jul-24Sr. Unsecured-BBBBBBFixedSwaps-MS+130 a1101.65%-100.00000
GBP625.0008Jul-25Sr. Unsecured-BBBBBBFixedG-G+190 a1702.65%-100.00000
GBP600.00012Jul-29Sr. Unsecured-BBBBBBFixedG-G+200 a1853.18%-100.00000
GBP625.00017Jul-34Sr. Unsecured-BBBBBBFixedG-G+210 a1953.69%-100.00000
GBP625.00030Jul-47Sr. Unsecured-BBBBBBFixedG-G+225 a2053.94%-100.00000
Tranche Comments
7 yr: Registration: Reg S Only; Comments: EUR600m (exp 500m) 7yr. Part of five-trancher. Exp BBB/BBB. Barc/JPM. IPTs MS+130 area, guide +110/+115 (wpir), tbp +110. Book around 3.1bn. Bund 5/24+160 at 109.92/HR91%. MWC B+25, 1mPC; 8 yr: Registration: Reg S Only; Comments: GBP625m (exp 500m) 8yr. Part of five-trancher. Exp BBB/BBB. Barc/JPM. IPTs G+190 area, guide +170/+175 (wpir), tbp +170. Total GBP books around 7.9bn. MWC G+25, 1mPC. Gilt 3/25@129.93/HR84%; 12 yr: Registration: Reg S Only; Comments: GBP600m (exp 500m) 12yr. Part of five-trancher. Exp BBB/BBB. Barc/JPM. IPTs G+200 area, guide +185/+190 (wpir), tbp +185. Total GBP books around 7.9bn. Gilt 12/28@149.27/HR74%. MWC G+30, 3mPC; 17 yr: Registration: Reg S Only; Comments: GBP625m (exp 500m) 17yr. Part of five-trancher. Exp BBB/BBB. Barc/JPM. IPTs G+210 area, guide +195/+200 (wpir), tbp +195. Total GBP books around 7.9bn. MWC G+30, 3mPC. Gilt 9/34 @140.90 HR 69%.; 30 yr: Registration: Reg S Only; Comments: GBP625m (exp 500m) 30yr. Part of five-trancher. Exp BBB/BBB. Barc/JPM. IPTs G+225 area, guide +205/+210 (wpir), tbp +205. Total GBP books around 7.9bn. MWC G+30, 3mPC. Gilt 7/47@91.195 HR81%.;
Guarantor(s)
Annington Ltd, Annington Homes Ltd, Annington Property Ltd