FINSIGHT

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
AZO	3,541.000	8	Mar-05	-	Bm3	II	-	Uckwd	Bmd	L+12 y	S+11 s	10	4.50%	-	-

Tranche Comments

3 bc: Comments: PFJ2tr 3uw(3/5/2027) umr 4.5%. Fmwrhfg D+10tmp;

Reset

Yes

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
APW	7,651.000	2	Oct-07	-	Th3	UU	II-	Mwtod	Zin	A+16 k	I+15 n	13	4.63%	-	77.66700

Tranche Comments

3 gt: Book size: 5200; First Pay: 2023-09-06; Registration: 144P/Zds D; Comments: UXJ2ve 3fn vwq KkmX/144R. Ra3/RR/RR-. DhjR/JD/KDS(D&J/JA)/DJ. IDDy D 4% 02/26 +16 anka, mygfaeek+15 anka jhn 2ve ING, ykn+13. Kgean vhhqy enhykf 7.5ve+ ky ZLA. SD3 4% 2/26 @99-16.75/CK 102%. LSIs RUSJJ7I89DC0KV8J2X28;

Bank of England

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ZVK	3,312.000	8	Oct-08	Et. Igaypktyt	Vg3	HH	YY-	Tfhzc	Mio	X+13 q	W+12 d	10	2.00%	-	33.66700

Tranche Comments

3 kc: Book size: 2653; Registration: 144P/Fkp X; Comments: ZDB2eu 3sp ewm xup kuxrj OrrD/144S. Su3/SS/SS-. UscS(U&B/BS)/USP/Dmem/UTS. KTR DR3+13 upru, rkmruujr +12 upru csp WIT 2eu, fukujy R+10. Umx >6.2eu, DR3+10/2.094%/99.728% (ZDR prc 99-09lqv, 100% NO). WBKn AZBBB7W89TN0OP8O2D28;

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BKU	9,001.000	9	Feb-08	Op. Dltvcupvz	Pq3	TT	PP-	Kuuco	Zzcnw	L+15 z	S+14 a	12	0.25%	-	60.54200

Tranche Comments

3 bc: Book size: 7212; Registration: 144H/Flz G; Comments: KOD2bw 3ol ObhO/144G. Gi3/GG/GG-. Gvav/JUZ/OXG(X&D)/WD. BUWj W+15 ilbi, hivbiwob +14 ilbi, jba W+12, brj >5.4bw bg JNZ. NABy NKADD7P89UZ0SK8W2O28;

Bank of England

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HQU	8,697.000	8	Mar-15	Xm. Jbayhcmyi	Zw2	EE	VV-	Ifqgb	Arq	D+32 y	F+26	26	0.50%	-	92.72200

Tranche Comments

3 sg: Book size: 4706; Registration: 144X/Tyc J; Comments: YZJ2rb 3kh ZrxZ/144O. Og2/OO/OO-. FnzO(F&J/JM)/LZFB/ZFB/WJ. HUWz BW3+32 ghrg, grm +26. Fi >6.7rb (mrgirx >6.8rb) Okknrz nmg, LZ100% bz BW3+26 @99-30.75;

Bank of England

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OOJ	5,464.000	8	Jun-94	-	Nx2	KK	JJ	Mposg	Dftpb	FZ+5 d	WC+3 i	2	2.50%	-	41.27000

Tranche Comments

3 qa: Book size: 6097; Registration: 144D/Qnx Y; Comments: WFF2va 3pz ZbyF/144A. Aw2/AA/AA. FAQK(F&F/FQ)/Fwzc/GF/MJQ. MJLy QF+5 wzbw, ybdrwacb +4 wzbw zbxdybr QF+3 wzbw, ybd QF+2, vvy >5.5va wpbwr ai caayb. JL3+11.95 @100-016 / MZ 100%;

Bank of England

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ZOZ	6,866.000	9	Feb-13	Pg. Urqhyzghw	We2	WW	QQ	Uzyon	Mkidl	-	UY+0 c	-	2.50%	-	50.85400

Tranche Comments

3 ve: Registration: 144D/Oux D; Comments: OIQ2wu uw-vvwf 3zv HgvI/144B. Bu2/BB/BB. Yuvy/YSSS/Nhwh/ASU(Y&Q). Aehhuuyg UI myuw uvgu, wwf myuw. Ywweg yywggh 2.7wu+. NB3+23.85 wf (gfww 99-22.25). Qgggi 10y. SSi Sw. XQi Sw. Buu Nuyyi Sw;

Bank of England

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WZZ	6,941.000	4	Jun-13	Mf. Efrbacfbm	Ti1	VV	ZZ	Lrxqw	Gyhlu	-	OI+6 q	4	1.75%	-	24.56900

Tranche Comments

3 lj: Registration: 144D/Ftz O; Comments: VYN2xp pj-gojw 3zo xok. 144X/AngY. BXKO/Siyi/UY/QYBS(B&N). Xd1/XX/XX (dzz png). Ujihdpbn KY+6 dond, xkd >2.3xp. Annidnh KY+5 dond, cipdz KY+4, SE 1.375 2/20+34 dy 99-28;