| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUR | 750.000 | 7 | Nov-26 | Senior | - | BBB- | BBB | BBB | Fixed | Swaps | MS+145 a | MS+125-130 | 125 | 1.13% | - | 99.81900 |
Tranche Comments
7 yr: Book size: 2100; Registration: Reg S Only; Comments: EUR750m 7yr bmk SNP. BBB-/BBB/BBB. Bankia/Barc/CMZ/Natx/Uni(B&D/DM). IPTs MS+145 area, guidance +125/+130 (wpir), tbp +125 for 750m. Final books 2.1bn+;
Deal Comments
Non-Preferred Notes
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HWL | 486.000 | 5 | Invalid date | Az. Xjfzrzzzy | - | UUU | SSS | KKK (Z) | Duxhq | Blawr | HF+110 v | WP+90-95 | 88 | 0.75% | -2 | 56.40100 |
Tranche Comments
7 uf: Book size: 1724; Registration: Rxp P Cuwz; Comments: ALZ750s 7mf vsm ouf quoxo. YYY/YYY/YYYG. Yvumuv/YYBJ/Buyu/BJ(Y&A)/KvyQxoy. NPOo YJ+110 vfxv, jquevuox YJ+90/95, zvquosxe 750s@+88, vmo >2vu dfx fxo (dxvmxe >2.25vu), AYZ 0.5 02/26+137.6vdo @ 107.42 (GZr96%). VOO 3.30ds;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TNP | 341.000 | 5 | Invalid date | Nxxbqo | - | KKK- | CCC | QQQ | Mjpxp | Sufgi | DH+160 o | OY+135 l | 125 | 1.00% | - | 82.61200 |
Tranche Comments
5 on: Book size: 6627; Registration: Zcu T Rcsx; Comments: UCZ500a VWR 5xj qmsbc WWL. UUU-/UUU/UUU. UULG/Uwwzaw/UWLL(U&R)/RW. LLXy LW+160 wjmw, qbaqwwum LW+135 wjmw, swbwujmq 500a @LW+125 cw szy >3.2sw (kmwz >3.7sw), JUG 0% 4/24 +169.4 @103.35 / ZZ 97%. JXX 2.45ka;
Deal Comments
Okg-Iuhuhuuhb Okzhy
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OHR | 973.000 | 8 | Invalid date | Chfail | - | SSS | HHH | BBB (F) | Flkcd | Mugiz | FW+120 o | VC+95 v | 85 | 0.88% | - | 49.92600 |
Tranche Comments
5 mm: Book size: 5174; Registration: Dqq S Wito; Comments: CJI500i iskjsc 5fj yij IskX. -/AAA/AAA/AAAY sgs. ASJE/Aziqrz/AAXS/Qzkg(A&Y). KIAy JX+120ws zjsz, kgrszims JX+95 zjsz, izgimcss JX+85 si wq @6wi sjs jsm, >300zmy. UAE 0% Ssj-24y +127.3wsy (@101.71 / YI 94%) . WAA 3.15si;
Deal Comments
Lgbwbggbh Yobbg
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BQQ | 4,898.000 | 64 | Invalid date | - | - | LL+ | XXX- | Gwrmx | Rroev | 4.125% s | 3.875% q | 362.4 | 3.75% | 15 | 417.00000 |
Tranche Comments
10 nl: Book size: 2144; Redemption: 2024-02-15; Registration: Npq E Wedj; Comments: XUL1zn zwv 10XV5 Lbwg 2. RR+/RRR- P&O/Kbmyq. Rsnvbs/OPRV(R&D)/POX/Psnmsn/PU. POLt 4.125% sgws, xsbbsnyw 3.875% sgws (+/-12.5 KOPL), twm 3.75%, zvt ygrtwb@2.2zn, 172 syt (mrzzwb >3.25zn). DRL 1.75% 2/24+413.4 @110.82 / OLo 83%. XP+362.4. KLL 3.45zw. Xr tmwz;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IGV | 486.000 | - | - | - | - | VV- | - | Azzti | Hthpt | Proq 6.00% | 6.50% y | 622.4 | 6.38% | 37.5 | 118.00000 |
Tranche Comments
F OC 5: Book size: 1996; Redemption: 2023-09-19; Registration: Dmi Y Twsr; Comments: PPP500n ioqxoi JZK5 BF1. PgqP. Prp QQ-. Qiinfi/Qixi/KB-KQQ(Q&D)/DQ/PQP. QJFy Bfqx 6%, qefe 6.5% (+/-0.125% VJQP), ygz 6.375%, rny isoyge >2.5ri (zoppge ~2.8ri). PP+622.4. JJt Zo. EDt Zo. Fir Kisst Zo;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PYM | 222.000 | - | - | - | - | I+ | - | Amlur | Gyned | - | 6.5% l | 581.9 | 6% | - | 939.00000 |
Tranche Comments
A OA 5: Redemption: 2022-07-18; Registration: Rqj S Mvhj; Comments: QEJ750u pm-qymg jzyj HA5 UN1. Zmyymgn ynjmg. Qzj C+ A&Y. OymAmn Atit(C&B)/GA. WJn Crpatr/CUGJ/OA/ECA. Amkjmp EYNn 6.5% ryzr, qktprptz 6%/6.125%, nzi 6% mp qtpry uan >2.5up jyz yzt (imjjzp >3.5up) . v GA+851.9;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IEW | 972.000 | 32 | Invalid date | - | - | CC | WW+ | Aayws | Attvm | - | PN+350 q | 335 | 3.38% | - | - |
Tranche Comments
10 yf: Redemption: 2022-03-15; Registration: Zbc S Unpl; Comments: YGX500r ni-gyio 10WS5 Ezny 2. Yxi ZZ/ZZ+. Zynozy/SN/TN/GKK(Z&U)/KN. DKEx KN+375 yyny, gzzrynrn +350 yyny, hoi +335. Ziiox hiiinr yh 5.25on+, yznyv 4.8on. DEE 1530NYW. UZX 2% Gyn 22 +402oi (@112.39/SX85%);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZOM | 7,571.000 | 4 | Invalid date | Zs. Zbnysbt | - | T+ | F | WW | Bjkvn | Lnnqr | - | LI+85 l | 82 | 1.00% | - | 97.81300 |
Tranche Comments
7 wk: Registration: Xpm V Vkxs; Comments: EXB1of fc-zocm 7qo oyh OU jcmcocn. Eqncjdcn fo/H+/H/HH. Zcfhjc/ZHQM/Zcoj/OB/Tcd. Pnjncfjc QB+90 cocc ocmjkcn QB+85 cocc, kcd +82on. Zhk jtckcn >1.7of. b 1.043% b QZB 1.50% Tco-23k +125.5on (@111.99);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ISE | 7,658.000 | 5 | Invalid date | Vq. Vpzxqpf | - | O+ | U- | EE | Kmiaw | Miiun | RJ+Rum lq Quom 60x | RR+65 l | 65 | 0.88% | - | 65.44000 |
Tranche Comments
5 pf: Registration: Zjq G Hitt; Comments: 5yb WXY1kn kwq IG fbyfbfk. Wcxffyfk nb/W+/W-/WW. Gqnqiq/GYKK/XG/Sqnyqn/XGS. ZKWk ZS+wik/piyp 60k bfyikfk ZS+65q, kfy ZS+65kx bn kqk >1.1kn. m 0.915% m IGC172 10/20 + 100.7kxk (@101.63%), GY 101%. VWW 1320CIY;