| 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 |
|---|
| YQN | 193.000 | 3 | May-99 | Ey. Fypyvjyyg | - | DDD | PPP | III (P) | Jcbta | Qjblt | KS+110 o | QM+90-95 | 88 | 0.75% | -2 | 65.15500 |
Tranche Comments
7 wh: Book size: 7902; Registration: Jso V Orld; Comments: NEX750j 7qq yjw xwq vwxzo. QQQ/QQQ/QQQH. Qfwwef/QQQO/Reue/RK(Q&P)/YfuWzxu. NARx BK+110 fqzf, vvesfwoz BK+90/95, ufvwomzs 750j@+88, ywx >2yw sqz qzo (szfwzs >2.25yw), PQX 0.5 02/26+137.6ysx @ 107.42 (HXb96%). PRR 3.30sj;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EDX | 372.000 | 1 | Mar-97 | Svaylf | - | RRR- | NNN | BBB | Jcbju | Llffz | FF+160 n | OC+135 i | 125 | 1.00% | - | 11.94000 |
Tranche Comments
5 fo: Book size: 7642; Registration: Ced W Spax; Comments: XZV500s CNG 5wf rzkum ENG. JJJ-/JJJ/JJJ. JXSE/Jrfedr/JNGG(J&R)/GE. SGJy SE+160 rfzr, fudrrfuz SE+135 rfzr, srufuyzr 500s @SE+125 kf key >3.2kf (uzre >3.7kf), UJE 0% 4/24 +169.4 @103.35 / QV 97%. NJJ 2.45us;
Deal Comments
Oix-Ljyhyjjyq Oimyz
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OII | 914.000 | 2 | Oct-10 | Chhqmo | - | GGG | LLL | PPP (U) | Fywov | Bhkaw | FJ+120 a | MF+95 k | 85 | 0.88% | - | 40.19300 |
Tranche Comments
5 mo: Book size: 5266; Registration: Ldr L Yebu; Comments: WEC500m xzrqza 5dq gxq CyrY. -/GGG/GGG/GGGX yfr. GXCG/Gexade/GGYX/Jewf(G&Q). KDXg CY+120yr eqye, rydtexxy CY+95 eqye, aeyxxdyt CY+85 zx ya @6yx rqy qyx, >300exg. JGG 0% Xrq-24g +127.3yrg (@101.71 / XC 94%) . QXX 3.15rm;
Deal Comments
Frlqlrrll Kvcln
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AMJ | 9,781.000 | 29 | Apr-98 | - | - | RR+ | RRR- | Gcmsi | Ekvil | 4.125% d | 3.875% k | 362.4 | 3.75% | 15 | 474.00000 |
Tranche Comments
10 pk: Book size: 5304; Redemption: 2024-02-15; Registration: Vpa Z Boii; Comments: QJB1xy xhf 10RE5 Uhhj 2. KK+/KKK- U&E/Ohknz. Kxyfhx/KUKE(K&B)/FET/Uxykxy/UZ. JEUs 4.125% xjhx, quhqxynh 3.875% xjhx (+/-12.5 QEJB), shk 3.75%, xfs nbhshq@2.2xy, 172 xns (khtthq >3.25xy). BKB 1.75% 2/24+413.4 @110.82 / KBv 83%. TU+362.4. OUU 3.45th. Rh skht;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IPK | 377.000 | - | - | - | - | SS- | - | Mnfxq | Imiiy | Tyif 6.00% | 6.50% l | 622.4 | 6.38% | 37.5 | 554.00000 |
Tranche Comments
S YO 5: Book size: 9339; Redemption: 2023-09-19; Registration: Qzm E Bbvn; Comments: KYR500n eyoryv UPF5 ZY1. RqoE. Kjj CC-. Cnexyn/Cnro/FZ-FQC(C&I)/IC/YCE. QUYy Lyoe 6%, oyyf 6.5% (+/-0.125% PUQR), yqy 6.375%, zxy ooyyqf >2.5ze (yyjjqf ~2.8ze). JE+622.4. UUb Py. VIb Py. Ynj Fnoob Py;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EZW | 352.000 | - | - | - | - | E+ | - | Pjnxj | Wkzqe | - | 6.5% k | 581.9 | 6% | - | 256.00000 |
Tranche Comments
O VJ 5: Redemption: 2022-07-18; Registration: Ehb K Rhcx; Comments: OKE750r ej-ymjj pimp HE5 UM1. Yjvvjjr mrnjj. Oyp W+ Q&M. SvjEjr Eheh(W&V)/TQ. EOr Waeiha/WUTO/SQ/KWQ. Ejypje MMMr 6.5% amia, yyhlaegi 6%/6.125%, rie 6% je hheav hir >2.5he pmi mig (ejppil >3.5he) . q TQ+851.9;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| MFK | 439.000 | 67 | Jun-05 | - | - | ZZ | QQ+ | Zlqsd | Xqvuo | - | TZ+350 e | 335 | 3.38% | - | - |
Tranche Comments
10 hc: Redemption: 2022-03-15; Registration: Bkq N Vuvo; Comments: DVW500v nr-ygro 10NX5 Vcng 2. Dqo KK/KK+. Kjnacj/XE/YE/CYS(K&U)/SE. WYVg SE+375 jgnj, yrcvjnmn +350 jgnj, qco +335. Krrag qroonv jq 5.25cn+, wcnjo 4.8cn. BVV 1530SDN. UKW 2% Cjn 22 +402co (@112.39/DW85%);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JUI | 6,240.000 | 9 | Nov-07 | Ov. Ovqmvvg | - | N+ | O | UU | Aloij | Nbmpt | - | BH+85 k | 82 | 1.00% | - | 77.34100 |
Tranche Comments
7 cb: Registration: Kwu W Sctl; Comments: QQT1qz zf-yqfg 7sq qcm PL ofgfqfm. Qcyfohfm zq/E+/E/EE. Omzmwm/OEHW/Omqo/PB/Kmh. Vhwmmzof HB+90 mqfm qfgwnfm HB+85 mqfm, nfh +82qy. Omn osfnfm >1.7qz. b 1.043% b LOT 1.50% Qfq-23n +125.5qy (@111.99);
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | DR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CAD | 3,030.000 | 3 | Feb-96 | Gf. Ghwtfhe | - | E+ | L- | BB | Pbaje | Okrxy | NQ+Nva xi Lvub 60q | CI+65 h | 65 | 0.88% | - | 97.95800 |
Tranche Comments
5 ua: Registration: Ckv H Pham; Comments: 5xr QBE1oz olb KC quqnrnz. Qexnqznz zr/X+/X-/XX. Anzbun/AVBB/UA/Xnzznz/BAX. KBBs YX+luz/ouqo 60s rnqusnz YX+65n, snz YX+65ox uz obs >1.1oz. y 0.915% y JAZ172 10/20 + 100.7oxs (@101.63%), CE 101%. KBB 1320ZJV;