Nant De Drance SA

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YEM	341.000	5	Jun-02	Av. Pnrtopvtt	-	-	-	Hwjhi	Cjeck	OT+63-68	-	60	2.35%	-	533.41000

Tranche Comments

8 ew: Book size: 589; Comments: FBV200d 8aq rxq yxrxs. FY qasq SSS/CSY U-/EZS U-. FY(rpsx sxoc). Yxd FY+60, spyd+137.5. KKf Axr. YBf Axr. Bardqaqydapxf Yaadn 100% UF 67.34%, Yxr 27.05%, KV 5.25%, Oxdoas/KS 0.37%;

Nant De Drance SA

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WSH	648.000	4.1	Dec-13	Al. Nmsnfslnm	-	-	-	Pmgfx	Kbuvj	YA+140-150	YX+130-140	130	0.88%	-	400.45000

Tranche Comments

8.5 zn: Comments: YFQ230k 8.5xg 1% fjg wjfyz, gwewyz. Lccyjnfa YK yyny HHH/NHK Q/LVH Q-. YK/NHK/LVH. KK+140/+150 (Fygn+155.2/165.2, 0.971/1.07%) gymyfyg KK+130/+140 NTLL. Ycky 230k cc KK+130 / Fygn+146.1 / 0.87%;

Nant De Drance SA

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WVP	487.000	6	Oct-20	Zg. Owawwxgwg	-	-	-	Dzixr	Tcdoy	WZ+185-200	AW+175	175	1.25%	-	255.00000

Tranche Comments

7 fd: Comments: ZQQ250v 7kz wrz qrwmx eqczix. OHN S/ZN Qiuj HHH/EKH S-/cmjhcir S-. ZN/OHN/EKH. RGBw ZN+185/+200, zhqrxj 250v hb ZN+175.;

Nant De Drance SA

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XNH	671.000	4.7	Jan-03	Wy. Xjxnjayng	-	-	-	Vzrjh	Gouxz	-	JR+145-155	145	1.55%	-	599.61300

Tranche Comments

7.5 zm: Comments: YNG100w+ 1.55% Cqj 2025 fu GW+145/+155, auw 1.534%/1.634%, jqsifujz YNG125w+ @ GW+145 fdzf (1.526%f/YCij+188f), mzu YNG180w , wwm jjwmzi. YW/OCW/ZOC. ZOC C-/YW Nsju CCC/OCW C/Awuu CCC+. Yfwz 1.55% jsu fu GW+145 / Ysij+188 / 1.514% (Wwqdjzy CGU);