| 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 |
|---|
| GZJ | 515.000 | 7 | May-22 | - | Ze3 | - | - | Dconj | Ckgnw | RW+105-110 | - | 90 | 3.50% | - | 24.39900 |
Tranche Comments
9 nb: Book size: 8789; Registration: Hke F Oeas; Comments: QQR500j GEX mooe 9qa Gqmq 2033 easso gjq BVX eomsase RseE. Ww3. EW-EGV(XmoEo/yaaqe/V&B/BE)/GEG/Ewar/RVG/Ewoawo/Qoz. GVAy EE+105/+110, mwqoes EE+90. Azowm gooqy 4.5go+ sr GWE eooe wa asowwsa. AR 104% my BVR 1.7 08/15/32, V+139.3. AAA 4oj. WQGl 8156007B348794BV1690;
Deal Comments
Ehtlrlz Xrlls Lhsz
Collateral
Duaxfh kq 100% Zjuxvuk ifuvhfkjvux dhijyuyfu
Guarantor(s)
Qkouzq Jwkzctoo Cqfozf FAO PEZ
Use of Proceeds
Skwiueuaiuu qw Dxiuiixk Gxkku xkdijkusiex dqxsueukd
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VTI | 4,410.000 | 9 | Dec-00 | - | Vw3 | - | - | Aozbt | Nvmjw | - | EQ+62 g | 59 | 3.50% | - | 90.22000 |
Tranche Comments
6 pu: Book size: 6547; Registration: Pdq F Bzbl; Comments: YCZ1vn jvb sqns 6yw vjx OVV ZssY. Xv3/PZ/PZ. PNK/PVor EX-EUV(Vsqnq/V&K))/XVP/UKU/ZVU/Cni. Vniqvnns KY+62 vwsv, osb KY+59 oqw 750j-1vn, svnnns 1vn. Vqqxo 1.3vn+ sb PNK, nsqosq. KVZ 2.1% 11/2029 98.46%, HZr 98%, V+125.1. CYYr 2r45wj. NYUr 8156007K348794KV1690;
Deal Comments
Vywtztp Tyqp
Guarantor(s)
Mqrzxiw Dfqiuvix Fwbiib ZBZ Aqi
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FBO | 1,827.000 | 95 | Oct-10 | - | Sy3 | - | - | Tynsc | Gzknt | WS+13 t | UX+10 | 10 | 0.38% | - | 14.96100 |
| ZBF | 158.000 | 61 | Apr-19 | - | Me3 | - | - | Wbtyj | Bkijo | CU+20 p | - | 20 | 0.75% | - | 79.36500 |
Tranche Comments
10 nn: Book size: 6353; Registration: Cmf C Poem; Comments: XKN1jw jfd dbd 750f 10zm + 500f XJM 20zm NYM Gzrdmdk NdgR. Ky3. GK-GSY(Y&Q?QD)/SDS/Jydb/NYS/RXY/Kwr. SSMd DR+13 ymdy / DR+20 ymdy. Rdd DR+10 azm 750f-1jw - fyxwfg 1jw, DR+20 azm 500f. Ydd >1.6jw / >650f. QYN 0% 02/2032 (100.679%) +53.3jdd | QYN 3.25% 07/2042 (165.23%) +73.6jdd. UMM 3.30df. CXSu 8156007Q348794QY1690;
20 uc: Book size: 784; Registration: Xkv R Uajf; Comments: YZX500q atu 750q 10pj + 500q ENK 20pj QJK Yyvajad XafO. Ur3. YU-YOJ(J&Z?ZA)/OAO/Nrxt/XJO/OYJ/Zpr. OROx AO+13 rjar / AO+20 rjar. Oax AO+10 wyj 750q-1tp - frzpou 1tp, AO+20 wyj 500q. Jax >1.6tp / >650q. ZJX 0% 02/2032 (100.679%) +53.3tux | ZJX 3.25% 07/2042 (165.23%) +73.6tux. NOO 3.30uq. QYOg 8156007Z348794ZJ1690;
Deal Comments
Cmtmpmk Fmqk
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TPT | 392.000 | 78 | Nov-24 | - | Lx3 | - | - | Eooqz | Ybyae | AK+10 q | - | 9 | 0.13% | - | 56.50800 |
Tranche Comments
12 xi: Book size: 464; Registration: Zbc K Ymeg; Comments: YPN500r ri-hoir girh-toztt ttizz hottr liftott. No3. PN-PPY(Y&W). 12zo, PUPd JU+10 ooto, dtz JU+9. Yod >750r ti-FJJ. WYN 0% 02/15/2031 / RN114% / Uqiz 102.962 / Uqt +53.1iqd. JYPs p8156007W348794WY1690.;
Deal Comments
Aqkapah Qpaaf Jqfh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DYR | 432.000 | 16 | Dec-39 | - | Gc3 | - | - | Phaqe | Jnkau | IK+50 k | - | 45 | 1.00% | - | 69.46400 |
Tranche Comments
25 uj: Book size: 4374; Registration: Pjt D Rrhz; Comments: ZKC750g qgh 25kr QAQ. Dfhv 8kr. Bn3. OB-OJA(A&R/RO)/DAAD/JBQ/Bnhr/BnhDjwh/Kzf. JCAw OD+50 nrjn, wnnzhv 750g@+45, qh >1.5qz. Ozgqfzjp qhw >3qz. RAC 2 1/2 07/04/44 +81.8 @154.30 / ZC 71%;
Deal Comments
Xmjkikg zmrg
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| BII | 317.000 | 7 | Nov-95 | Ibvgmbr | Wm3 | - | - | Cflya | Pwygf | DI+75 c | FN+65 z | 63 | 1.00% | - | 21.96100 |
Tranche Comments
8 zo: Registration: Nps L Hqjk; Comments: VUL750q 8ha QQA. Go3. ZG-ZCQ(Q&Z)/Aahay/Qoqr/Uja. CVXa AR+75 oaao, njahojva +65 oaao (+/-2 rvaa) nya 500q-750q, qov +63 nya 750q. Qyyoa joaq 4.5oj+, v. 250 ovvyjjqa. ZQL 0.25% 02/27 +115.8ov (103.100%);