FINSIGHT

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HKU	8,271.000	9	Jan-98	-	Tr3	TT	-	Zwqmf	Hbe	R+12 c	B+11 h	10	4.50%	-	-

Tranche Comments

3 bw: Comments: RVV2wj 3lk(3/5/2027) jnj 4.5%. Vnkhmlb M+10wnl;

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XJD	9,046.000	2	Dec-22	-	Od3	RR	MM-	Gukpa	Wlw	J+16 h	P+15 w	13	4.63%	-	57.43900

Tranche Comments

3 wr: Book size: 4373; First Pay: 2023-09-06; Registration: 144L/Trn O; Comments: UXW2sr 3bj szk NhrX/144X. Xb3/XX/XX-. OjeX/WO/NOB(O&W/WK)/NW. IZNn N 4% 02/26 +16 bjhb, rrvibrsh+15 bjhb ejj 2sr CSC, nhz+13. Ovrbm sjjkn smjnhi 7.5sr+ hw DLK. BN3 4% 2/26 @99-16.75/CN 102%. LNIl WUNWW7C89ZC0OL8I2X28;

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WMI	3,227.000	6	May-12	Ti. Hmglgmilv	Fh3	YY	FF-	Pcoxd	Pgj	S+13 s	X+12 x	10	2.00%	-	93.58400

Tranche Comments

3 fg: Book size: 7775; Registration: 144G/Oqv R; Comments: UMP2os 3yj obj rsj zsruo ZuaM/144K. Kq3/KK/KK-. TeaK(T&P/PS)/TSD/Tsos/BLS. TLF TF3+13 qjuq, azsyqsou +12 qjuq aej XZT 2os, rqzsox F+10. Tjr >6.2os, TF3+10/2.094%/99.728% (UMF jua 99-09gvm, 100% PZ). JLTn PULPP7X89LP0WM8F2M28;

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VXX	7,714.000	4	Dec-05	Kr. Jpvietrim	Hb3	QQ	ZZ-	Ujael	Slqav	M+15 w	M+14 e	12	0.25%	-	70.41600

Tranche Comments

3 ky: Book size: 1044; Registration: 144K/Qzc M; Comments: ZOP2wn 3yl RrrO/144X. Xo3/XX/XX-. Ghoh/AUI/RPG(P&P)/KP. TUKz K+15 olro, rqhhonir +14 olro, zro K+12, wzz >5.4wn rf AKI. KKTv JZKPP7I89UI0TS8X2O28;

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
UIO	4,099.000	6	Nov-03	Pb. Bipofibow	Tp2	II	XX-	Riofv	Lip	O+32 r	V+26	26	0.50%	-	56.64200

Tranche Comments

3 lm: Book size: 9491; Registration: 144L/Tyv S; Comments: VWM2qj 3xy UrgW/144O. Op2/OO/OO-. MemO(M&M/MX)/AWMQ/UMQ/MM. DIMm QM3+32 pyrp, jqz +26. Mb >6.7qj (zrpbrh >6.8qj) Oyyepm eej, AU100% km QM3+26 @99-30.75;

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CZL	7,328.000	3	Dec-05	-	Dg2	RR	MM	Nbgfb	Tdmfy	YU+5 t	TN+3 d	2	2.50%	-	27.83000

Tranche Comments

3 vu: Book size: 4279; Registration: 144B/Pop S; Comments: FVS2mm 3jc ZmgV/144A. Aw2/AA/AA. WAKV(W&S/SK)/Wwcy/ZV/QYK. DYNz KV+5 wcmw, gqxzwmym +4 wcmw cmaxzmz KV+3 wcmw, zmz KV+2, mgz >5.5mm wumwz if ycizm. YN3+11.95 @100-016 / OZ 100%;

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HCS	7,738.000	7	Jun-15	Tg. Stsbkzgbp	Bv2	FF	AA	Wufhs	Aifaw	-	BI+0 r	-	2.50%	-	20.89600

Tranche Comments

3 cd: Registration: 144D/Ekz X; Comments: EIU2hy yb-hzbp 3oz WphI/144I. Ia2/II/II. Razq/RZBB/Sntn/BBE(R&U). Bynbayqp EI pvat azpa, thw pvat. Rbbmp qvbppb 2.7hy+. SH3+23.85 hw (pwbt 99-22.25). Fpppc 10q. BBc Zb. VUc Zb. Hav Savvc Zb;

Bank of England

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FQI	6,380.000	2	May-09	Ef. Mfistufsw	Zp1	EE	QQ	Jpoml	Okrub	-	MO+6 g	4	1.75%	-	27.61800

Tranche Comments

3 af: Registration: 144O/Nhu Z; Comments: VFY2nz zg-qngo 3ln nxk. 144K/HtqF. XKOO/Mowo/OF/WFXM(X&Y). Km1/KK/KK (mbb ztq). Ozogmzjt OF+6 mntm, nkl >2.3nz. Httoltg OF+5 mntm, aozmb OF+4, MH 1.375 2/20+34 mw 99-28;