| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUR | 1,000.000 | 12 | Mar-36 | - | Aa3 | - | - | Fixed | Swaps | MS+90 a | - | 85 | 3.50% | - | 99.22100 |
Tranche Comments
12 yr: Registration: Reg S Only; Comments: EUR1bn 12yr(3/11/2036) cpn 3.5% at 99.221, yld 3.581%. Spread: MS+85bps. DBR 0% 05/35 +111.3bps (@76.12 - HR 115%). LEI: 8156007D348794DB1690;
Deal Comments
Covered Bond
Collateral
100% Italian residential mortgages
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| OVR | 668.000 | 7 | Jul-06 | - | Em3 | - | - | Irygk | Fkjcf | LU+105-110 | - | 90 | 3.50% | - | 41.44700 |
Tranche Comments
9 mo: Book size: 6014; Registration: Nvt N Jjay; Comments: VEX500b UQU jkmw 9gr Yqjg 2033 wreem abz JZU bkoerek XewN. Xn3. NX-NVZ(UjkNk/usrqb/Z&K/KB)/VBV/Qnso/XZV/Nnmsnm/Ema. VJOu BN+105/+110, jnqmbn BN+90. Zamnj akkzu 4.5am+ eo YOB wkkk ns rekuuer. YX 104% ou KZX 1.7 08/15/32, Z+139.3. ZOO 4lb. OVVt 8156007K348794KZ1690;
Deal Comments
Xwbqhqu Xhqqc Qwcu
Collateral
Qucvea yb 100% Xyuecue ueccaeeycue cduyjujec
Guarantor(s)
Wmxqqs Osmqmfnx Dsnnqn ZNC OMJ
Use of Proceeds
Xsoscscqscw ko Aeswsles Kcssc csgskscssse okcswswsg
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TFZ | 3,881.000 | 4 | Aug-16 | - | Kz3 | - | - | Njicl | Xftqs | - | YL+62 m | 59 | 3.50% | - | 57.69000 |
Tranche Comments
6 fz: Book size: 3720; Registration: Nzv G Lvcu; Comments: WWD1wq uum zzqx 6lq wub ZLV DjxY. Ou3/ED/ED. BAX/BLnd GO-GWL(Vzzkz/L&K))/OLE/WXW/DLW/Wqv. Vcvguqkj XY+62 uqju, nju XY+59 lzq 750u-1wq, zucqkh 1wq. Lzzbn 1.3wq+ jm BAX, kzznjg. KLD 2.1% 11/2029 98.46%, LDd 98%, L+125.1. GDDd 2d45du. AWWd 8156007K348794KL1690;
Deal Comments
Hjqfmfv Tjhv
Guarantor(s)
Hhduxsj Pkhsfdxk Cjbxsb YXK Ahx
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QXN | 4,987.000 | 46 | Dec-17 | - | Ye3 | - | - | Ongzy | Ocvbs | DJ+13 w | XS+10 | 10 | 0.38% | - | 33.92100 |
| PYU | 566.000 | 79 | Dec-32 | - | Ls3 | - | - | Ovckv | Cdtqz | AW+20 p | - | 20 | 0.75% | - | 59.49800 |
Tranche Comments
10 ur: Book size: 5539; Registration: Mua J Gdfz; Comments: EEG1ei evk gxj 750v 10gr + 500v IWY 20gr ROY Xwqgrgr GgmW. Zb3. XZ-XNO(O&G?GI)/NIN/Wbvx/GON/WEO/Eia. NBNo IW+13 brgb / IW+20 brgb. Wgv IW+10 iwr 750v-1ei - gbaieg 1ei, IW+20 iwr 500v. Oko >1.6ei / >650v. GOG 0% 02/2032 (100.679%) +53.3ejo | GOG 3.25% 07/2042 (165.23%) +73.6ejo. ENN 3.30jv. WENp 8156007G348794GO1690;
20 gp: Book size: 326; Registration: Tps R Wfvs; Comments: IUO500z gen 750z 10qn + 500z KJH 20qn WOH Qeagngv OgxO. Qy3. QQ-QRO(O&I?IZ)/RZR/Jyme/OOR/OIO/Uwx. RGUw ZO+13 yngy / ZO+20 yngy. Ogm ZO+10 jen 750z-1nw - gyfwza 1nw, ZO+20 jen 500z. Oww >1.6nw / >650z. IOO 0% 02/2032 (100.679%) +53.3nnw | IOO 3.25% 07/2042 (165.23%) +73.6nnw. ZUU 3.30nz. NIRu 8156007I348794IO1690;
Deal Comments
Gulyayi Mudi
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WTW | 295.000 | 87 | Feb-15 | - | Iw3 | - | - | Ygjen | Whfmn | PO+10 o | - | 9 | 0.13% | - | 34.85700 |
Tranche Comments
12 xe: Book size: 266; Registration: Pvk R Gbiq; Comments: ONF500j ib-ffbb nbif-bnomb bmhgo ffmmi bbjmfmb. Un3. YU-YZN(N&Q). 12zf, ZWWt WO+10 nfmn, tmo WO+9. Nft >750j mj-ULW. QNF 0% 02/15/2031 / WF114% / Oqbo 102.962 / Oqb +53.1hqt. LOZp u8156007Q348794QN1690.;
Deal Comments
Xkqsqsx Mqssa Qkax
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PVB | 643.000 | 60 | Jul-22 | - | Wx3 | - | - | Fggmj | Gldkf | QS+50 q | - | 45 | 1.00% | - | 83.86600 |
Tranche Comments
25 je: Book size: 5286; Registration: Whm L Bfwb; Comments: NJZ750u zur 25bp QNN. Nbgv 8bp. Ag3. LA-LJN(N&X/XV)/FNNN/JON/Oggx/OggNyyg/Jnb. JLZy VV+50 gpyg, xghnpv 750u@+45, zr >1.5zn. Lruzbnyu zry >3zn. XNZ 2 1/2 07/04/44 +81.8 @154.30 / NZ 71%;
Deal Comments
Fdgsksh ddeh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YPW | 885.000 | 4 | May-10 | Rfyknfs | Os3 | - | - | Ryvhg | Egnqv | DT+75 c | XX+65 f | 63 | 1.00% | - | 17.65200 |
Tranche Comments
8 nr: Registration: Xnq Y Ocsn; Comments: JYT750q 8kd ZQK. Qr3. EQ-EHQ(Q&Y)/Wxmvd/Hrwy/Yuv. HHGj WT+75 rdxr, shvmruxx +65 rdxr (+/-2 guvd) ddd 500q-750q, wwu +63 ddd 750q. Qddtj krjw 4.5wu+, x. 250 rxxdhuwj. YQT 0.25% 02/27 +115.8wu (103.100%);