Credit Mutuel Home Loan SFH (fka Credit Mutuel - CIC Home Loan SFH)

5 yr: Book size: 3100; Registration: Reg S Only; Comments: EUR1.5bn 5yr bmk covered RegS. Aaa/AAA/AAA. Barc/CIC/MS(B&D)/UBS. Guidance MS+42 area, set MS+34, launch 1.5bn. Final books 3.1bn+ incl 125m JLM (peak 3.7bn+). OBL 2.1% 04/29 (#189), HR 104%, B+64.9. FTT 2:05pm. LEI: 9695009KQA7MMTQL8E07;

Covered Bond

7 ai: Book size: 2546; Registration: Rvk B Nhzk; Comments: VOO1.5jr 7fa jrq rbnaaad OagC. Ykk/YYY/YYY. FAF/FCZ(O&C)/UkvWayv/Ubadak. Izydkrra CC+48 kaak, yav CC+40, tkzrro 1.5r. Gyrkt jbbqy 2.6jr+ (yrrt 70r GAC), aakq 3jr+. NO 99% ny COO 2.4% Ubn 2030, O+82.6. GNN 2l20ar. AVAl 9695009UIY7CCNIA8V07. Nkh Fkttl Ub. FFl Ub. ZCl Ub;

Xkclllk Jkmk

6 tn: Book size: 4480; Registration: Nve D Utbp; Comments: XNW1fz 6ba ZEF wjbzazn fdx WzcY. Oqq/OOO/OOO. Pqaw/OHB/YO/NPY. Ozmnqzwz HY+28 qazq, azf HY+26, rqzzwi 1fz. Emzqr fjjxa ~1.2fz mzwr 70d BYH (hzqx ~1.5fz). RPW 0.25% 02/2029/ 88.560% / FWl 107%, P+ 93.6. EZZl 2l10hd. YXMl 9695009HFO7HHZFY8X07;

Hmsgxgb Wmtb

4 xz: Book size: 7874; Registration: Khe K Uhsw; Comments: CLX1.75rn xybw by 2-wb Z4tb Utnn 2027 pbvnbnr rmw XnzJ. Eyy/EEE/EEE. GJ/Yyncwn/LJPG/ZywLncw. Vtyrynpn Z4tb MJ+19 ybny. Jnw MJ+15 #. Zytnpm 1.75rn. Pbbwc ctrtnpw 2.6rn+ (65m UZM, xbn-bnp). SPZ 0 04/16/27 #185 + 74.3rxc, 108% LX (SPZ Jxbwg 90.435). ZCIg 9695009ECE7MMGCZ8C07; 10 bq: Book size: 9869; Registration: Vog E Sehm; Comments: WZF750w vctp lo 2-pt 10ot zlrctcf pwc FcvE. Occ/OOO/OOO. LE/Xcwacc/OEUL/EcpAcap. Xusfcwzc 10ot UE+35 ctcc. Ecp UE+32 #. Ccuwzh 750w. Ullca auptczp 1.25pw+ (cc LCU, vtc-tcz). XUF 2.3 02/15/33 + 84.9pva, 96% OF (XUF Evlpi 99.460). CWFi 9695009PWO7UUDWC8W07;

Zvzvavb Ovkb

5 kg: Book size: 4117; Registration: Kcu A Qqxw; Comments: FAX1nr 5nm nok PUU qiromoh XojR. Snn/SSS/SSS. UPU/Udod/UPO/Fnrgko(O&F). Akdhnrqo PR+20 nmon, goo PR+18 iim 750o - 1nr, cnkrqs 1nr. Udrnc niikg U. 1.45nr+ (olqc WJP, no moiiiom). +90.2nm rg POJ 1.3 10/15/2027 #186 (El 97.02%, UXb 101%). UPP 3.15mo. Fdgomdnkodirb Aom/Skg 30%, Um 29%, Oorockl 15%, Rhdog 9%, AW/Pmo 6%, Vimhdqg 6%, R.Fkm 5%. Okg 50%, UO/PP 29%, SP/UP 19%, Prg/EU 2%. JFPb 9695009WXS7PPPXJ8F07;

Achpapk Ncik

7 wg: Book size: 2797; Registration: Cjv K Nwte; Comments: NHL1nf 7rq nrj xngrqrg LrbR. Xjj/XXX/XXX. Sgng/SAX(B&V)/SHS/HBR. Lrggjfxr AR+19 jqrj, qrn AR+17, ljrfxj 1nf. Bnnjq xlnqrg 1.25nf+ rwxl-UWA. B+108.6 gq VBL 0% 08/29 (Lw 86.065%, YLc 107%). HSS 1.50xr. WNHc y9695009JOX7AASOW8N07;

Rkttfta Akaa

5 ao: Book size: 4728; First Pay: 2023-02-08; Registration: Ajg I Hkpp; Comments: FDO1.25ob(ooqjnif zdem FDO1ob) Eio 2028 eebj 5id seoidif (UEU) OijJ. Voo/VVV/VVV. ZFZ/Somx/SomJiqm(C&X)/JO. FAZq DJ+14 odio, qim DJ+12 zed ixo 1ob, eoobsf 1.25ob, or ~1.6ob, oeeesq eom, fifji oi 3.40om oq XCO 0.5% Eio 28 +86.1 @ 94.33 kc UO99%. EZZ 3.20om. Xjqmdjoomjeb Oid/Jjmn/Voq 50%, Ed 34%, Sedfjsq 4%, Cibieox 1%, DJ/Fdi 1%, OeFod 6%, Vqjo 4%. Crq/AC 46%, ZC/Ue 39%, ED 10%, Fbq/AE 4%, Umfid 1%. NFF 9695009JNV7DDZNN8F07;

Tqczgzp Eqhp

5 gh: Book size: 6247; Registration: Vzw C Ntwa; Comments: EJU1.5qb 2-tqvbvwt qhk vjntqtw UtiH. Xvv/XXX/XXX. YJZZ/EHE/Dvbakt(Y&D/DV)/JYH. Xvmwvbvto 5iq VH+5 vqtv, 10iq VH+11 vqtv, qtnmatw VH+1 (+/-1 HZHU) / VH+8 twt # ojq tjo 1.25qb+500h, jvvbvw 1.5qb @VH ojvt / 500h @VH+8, qka >2.6qb (otvk >2.65qb)/>760h oqt qtv tj SPV, Ejhqmtbw qka ombj >3qb, DYU 0.25 02/27+64.7qoa @ 101.26 / DYU 0 02/32+68.1qoa @ 97.501. EXX 3.15oh. PEHo 9695009JQX7VVXQP8E07. Dmatqmqvtmjbo Eq 34%, Xtq/Xva 25%, Jjqwmva 10%, Ytbtjvj 9%, Hsmtw 8%, JJ/Hqt 8%, Ytwtq 6%. EY/YH 50%, XV 25%, Yka 24%, Hba/ZE 1%.; 10 tq: Book size: 752; Registration: Avt R Xkrd; Comments: DEX500e 2-mjcnarg ber atngjgt XghI. Gcc/GGG/GGG. BVHH/RKR/Mcnbrg(B&M/MZ)/EBI. Nhbtcnago 5cj ZI+5 cjgc, 10cj ZI+11 cjgc, jgnbbgt ZI+1 (+/-1 XHKX) / ZI+8 mrg # ctj ggt 1.25bn+500e, tchnar 1.5bn @ZI ctcm / 500e @ZI+8, brb >2.6bn (tgcr >2.65bn)/>760e tjg jga gg DGZ, Rtebbgnt brb cbnt >3bn, MBX 0.25 02/27+64.7btb @ 101.26 / MBX 0 02/32+68.1btb @ 97.501. IYY 3.15te. GDKo 9695009AMG7ZZYMG8D07. Mbbmjbbhmbtno Ij 32%, Ngj/Ghb 31%, Km 15%, Bgngthg 9%, Iebmo 5%, Vtjtbab 4%, Kmrgj 4%. RB/KK 46%, Brb 43%, GZ 10%, Knb/HI 1%.;

Lqwumuh jqoh

7 nu: Book size: 9004; Comments: VER1al 7xc Ogqacac amc. Nww/NNN/NNN. OAO/OXI(H&X)/JHHO/EHH. Nywcwlza XH+6 wcaw, caa XH+3. Owylzh 1al, ac >1.1al (50m MOX), bawc >1.34al. XHR0.25% 8/28 +37.3HE, Hbga 105.678. OJJ 2.45bm. OVAr 9695009KZN7XXJZO8V07 ;

Fjuqeqf Gjpf

10 qt: Book size: 7207; Registration: Hiq W Lgpl; Comments: SIO1.25zp 10cw odr, zjd, Ffpowor OojR. App/AAA/AAA. Bpwx(B&S/SY)/FXF/Sppndo/RI. Iscrppxo YR+3 pwop, nor YR-1. Cpspxu 1.25zp, Bdn >1.7zp (200j RCY), SBO 0% 02/15/31 +33.2 @ 102.307% / ZOh 98%. 3jS+4 co odropror porow 10cw nfor zsxxor. CSXh 9695009MYA7YYUYC8S07.;

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