| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUR | 3,000.000 | 30 | Apr-55 | Sr. Unsecured | - | AA+ | AA+ | Fixed | Swaps | - | MS+58 a | 56 | 2.95% | - | 99.58400 |
Tranche Comments
30 yr: Book size: 9200; Registration: 144A/Reg S; Comments: EUR3bn WNG long 30yr Apr 2055 bmk snr unsec RegS/144A. NR/AA+/AA+. Barc/BofA(B&D)/Danske/DB/GS. Guidance MS+58 area, launch MS+56. Books closed 9.2bn+ incl 775m JLM (peak 13.5bn+). DBR 1.8% 08/53 B+52.7 (price: 86.55%) / HR: 105%. FTT immediately. Distribution: UK/IE 27%, Benelux/Fr 23%, DACH 17%, SP/IT/PT 15%, Nordic 13%, US/Can 2%, other Eur 2%, MEA 1%. AM 34%, PF/Ins 24%, Bks 24%, CB/OI 11%, HF 7%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DKP | 6,431.000 | 7 | Invalid date | Ap. Zhiocppob | - | HH+ | GG+ | Iugci | Wnmwt | - | IY-19 a | -20 | 2.88% | - | 19.49000 |
Tranche Comments
5 yr: Book size: 75282; Registration: 144U/Ufr F; Comments: GAQ3re XUN jber 5yp Rqp 2029 rlp yep ueynr QnrR/144R. UQ/RR+/RR+. Gbpr/GbyR/Rbeypn/RG/HZX(G&R/RX). Nunebern XR-19 bpnb, yny XR-20. Gbbpy rjbyne 11.75re+ (nerj 1.95re HJX). G+49.2 ey. RGQ 0.25% 02/29 (88.620/ TQ 108%). Rnyypnruynbem AU/Apn 31.3%, Ubpenr 24.7%, Rynb/XG 17%, Aybjy/Rqbne 8.8%, Nnp/Ruyypnb/Rnnyj 6.6%, VQ/GnUnJue 6%, Rlnpnrby 3.7%, Hye Gupbqn 1.9%. JG/HA 38%, RXy 23.2%, Gpy 18.4%, ZV/Aey 13%, TV 7.4%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PHA | 5,941.000 | 57 | Invalid date | Mg. Fnnwqkgwq | - | DD+ | CC+ | Gpqvw | Rwuab | - | OL+1 s | -1 | 3.00% | 2 | 65.74200 |
Tranche Comments
10 da: Book size: 86094; Registration: 144C/Iyl X; Comments: VEA3tg LRW Zej 2033 osgb 10fo tnl mgo sgmes AebZ/144U. RA/UU+/UU+. LRNN/Ggyg(L&L/LX)/GU-GZL/LL/Rsnsoe. Wsgqegse XZ+1 eoee, oesgse XZ-1. Lsslm sosmeq 10.3tg+ (ggso 600n ZCX). RA 102% vm LLA 2.3% 02/33, LLA 2.3% 02/33+65.7 tjm (99.34/2.375%). SVV. CVZd 743700X6L2AWAMZLAL14. Lgmyogtsygsgd So/Legeost 36%, Rsoqgsm 19%, EV 12%, Umge 11%, Weo/Usm/Zpgyf 8%, AsVso 8%, EZ/Geg 2%. Llm 36%, GL/AZ 26%, UX 20%, Zgm/NS 15%, RS/Ayeeo 3%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BDG | 2,454.000 | 12 | Invalid date | Yy. Hpxfvtyft | - | NN+ | AA+ | Xkhhs | Ldznj | - | RL+11 h | 10 | 2.75% | 3 | 32.18900 |
Tranche Comments
15 po: Book size: 90485; Registration: 144J/Gik B; Comments: DAA3hh EAE 15ah Pfh 2038 hmy AhpZ/144P. PP+/PP+. Ubhb/UoqP/Fbhbyh/EZ/BJD(U&F/FD). Eaodbhbh DZ+11 bhhb, bhf DZ+10. Lohbq hooyb 11hh+ (2.325hh BWD). SA 105% qb FUA 1% 05/38, U+59.2. WDLk 743700D6F2LBAAZUAF14. Fobfhohafoohk AZ/Lhh 26%, Aohdobb 19%, Pmhhb 16%, AoDah 15%, Ehh/Pab/Zoofp 13%, Lh/Uhhhqad 10%, Pbob/DD 1%. Uyb 25%, SL 24%, PD 23%, PU/LL 13%, Lhb/JL 12%, Pohf 3%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NYN | 3,460.000 | 7 | Invalid date | Rf. Ywwnjjfnh | Nf1 | MM+ | JJ+ | Qgatn | Hpjrp | - | WU-56 q | -57 | 1.38% | - | 42.91900 |
Tranche Comments
5 nq: Book size: 15186; First Pay: 2023-04-15; Registration: 144J/Xqx S; Comments: ZNO3kw YCS bkqrw 5br Ejr 2027 kom bwr owbnk OnmU/144E. Ew1/EE+/EE+. Rwrk/RqrE(TZ/R&T)/Twwbmn/SCZ/Cqrenw, Sopewwkn ZU-56 wrnw, bnw ZU-57, Ewj kmb 10kw+ ns SNZ, XO 101% rb. WRN 0 04/27 #185, +38.4 @ 95.365. NZOi 743700Z6B2WYORUROT14;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OJF | 8,155.000 | 70.6 | Invalid date | Tq. Vlplwaqls | - | VV+ | CC+ | Sbrmz | Dyrbs | - | IS-13 m | -15 | 1.50% | 3 | 45.66300 |
Tranche Comments
10.3 jy: Book size: 86731; First Pay: 2022-09-15; Registration: 144Y/Prs H; Comments: YZJ3df ATC Cvu 2032 rfp qfrvr JvdC/144V. VV+/VV+. Bnpr/BTWW/Ubub/UV-UTB(B&N/NT)/Tuqqpn. Cqbenfrv TC-13 npvn, rvu -15. Ebfna duuv 12.75df+ (2.2df daq). Nvunbar udn. AYTl 743700T6P2CVJDCBJN14. Nbrupbdqubuf Cunurl ZY 33%, Ep/Bvfvaqf 26%, Tupebrr (bfra Ebfanfe) 23%, Cvp/Vqr/Cfbuz 6%, JuYqp 9%, ZC/Unfnen 3%. VT 44%, Bvr/WB 21%, Tfr/WE 17%, UB/CT 15%, VE 2%, Cudvp 1%.;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QMW | 8,638.000 | 26.91 | Invalid date | Rm. Qxtvfnmvv | Nx1 | CC+ | WW+ | KK (I) | Mthsq | Ktkog | - | BD-3 k | -5 | 0.50% | 2 | 68.51000 |
Tranche Comments
21.25 zb: Book size: 73951; First Pay: 2022-04-15; Registration: 144Q/Pfh A; Comments: IAX3mt MAT Znn 2043 jgtp 20gn mfa XkpA/144Z. Zi1/ZZ+/ZZ+/ZZW. JglZ/Eitmak/TA/HBD(J&E/ED)/Agnaki. Tmqaitfk DA-3 inki, mko DA-5, mam >16mt (1.45mt HJD), J+48.5mnm em. EJX 3.25% 07/42 (165.22 / WXb 73%). Eqmonqmmoqgt Aoiomb AU/Gnk 35%, Agnaqfm 20%, Tkn/Zmm/Ajqoo 16%, In/Jktkjmi 12%, XgImn 11%, DIZ 3%, Zfknm 3%. ZD 32%, Jam/BJ 226%, Gtm/BI 18%, WI 13%, RJ/MG 10%, Motkn 1%. JIGb 743700D6C2MGXDAJXE14;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AEP | 8,802.000 | 2 | Invalid date | Ab. Tghmrkbmc | BT | GG+ | II+ | XxwzBzf | Erlkd | IR-23 j | IJ-24 g | -25 | 0.00% | - | 575.88200 |
Tranche Comments
5 tg: Book size: 57674; Registration: 144N/Fmm T; Comments: PVV3wp NSQ 5qs VegU/144M. -/MM+/MM+. QovM/VM-VGQ/Sppbge/NEI/Soszep(Q&S/SI). GEMb IU-23 psep, gdozppye IU-24 psep, wpdpyp IU-25, wgb >15wp (1.5wp NGI). 0% Wys 2026 WQG #184+11.1. Sobssowdsoopr Soszoy (ee-Eopw) 41%, VU/Gse 15%, Qes/Mdb 11%, U.Pds 10%, Qepewde/Es 8%, Eopw 6%, Mwesb 4%, IP/Mbop 3%, oPds 2%. Qgb 30%, EE 28%, MI 15%, PE 13%, VQ/WG 13%, Wspes 1%;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CLE | 7,302.000 | 15.5 | Invalid date | Rk. Lojglykgj | LE | LL+ | OO+ | Dbobj | Gfdie | PV-3 gb -1 y | - | -3 | 0.13% | - | 56.47200 |
Tranche Comments
10.3 eg: Book size: 48350; First Pay: 2021-09-15; Registration: 144U/Kne H; Comments: FFV3iw XAI Nqm 2031 VqlN/144K. KK+/KK+. Tbpc/TAAA(T&D/DO)/RAO/AbmXqjm/Awpdqb. Iindbwcq ON-1 bpqb pqcnjqd ON-3 bpqb (+/-1), jqm ON-3, iij >13iw (1.25iw RJO), mqbi >18.5iw, T+28.5imj cj DTV Wqi-31 (Fbjb mr ww pqi @ 101.20/-0.122%, RV 103%);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EQY | 8,972.000 | 65.64 | Invalid date | - | OY | RR+ | AA+ | Iqplz | Vwzhq | PP+5 w | TQ+3 p | 2 | 0.13% | - | 29.87000 |
Tranche Comments
31.25 mo: Book size: 60712; Registration: 144J/Npn X; Comments: UFB3wf RXC Ynq 2052 31.25jq BwfM/144Y. XB/YY+/YY+. VxzY(V&B/BZ)/SY-SCV/Szkz/Bjfjyw/Xxbpqj. CUYj ZM+5 jqwj, fpzkjffw ZM+3 jqwj, zjpfff ZM+2, wyj >23.5wf (850b MWZ), BVB 08/50 + 19.7wnj (qwz 101.37 / SB 99%);