| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUR | 750.000 | 7.1 | Feb-31 | - | Aaa | AAA | - | Fixed | Swaps | - | MS+34 a | 33 | 2.75% | 9 | 99.85100 |
Tranche Comments
7.1 yr: Book size: 1140; Registration: Reg S Only; Comments: EUR750m 7.1yr bmk HP covered RegS. Aaa/AAA/NR. Danske/DZ(B&D)/Helaba/ING/Natx/UBS. Guidance MS+37 area, revised MS+34 (+/- 1 wpir) for 750m, launch MS+33. Books closed 1.14bn+ (incl 95m JLM), peak 1.25bn+. HR 104% vs DBR 0% Feb 2031, B+84.3. FTT 2:15pm. Distribution: Ger 72%, Nordics 12%, BeNeLux 7%, CHE/AUT 5%, UK/IRL 3%, Fr 1%. Bks 66%, AM 23%, Agency/CB 7%, Other 4%. LEI: 5299004TE2DYMKEAM814;
Deal Comments
Mortgage Covered Bond
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ELV | 528.000 | 5.9 | Invalid date | - | Zll | RRR | - | Iyzgm | Fzhzs | - | MD+20 v | 16 | 3.25% | 5 | 79.94000 |
Tranche Comments
3.7 iz: Book size: 4441; Registration: Ruw N Yvgb; Comments: SGH500a QRN 3.7zg Dqr 2027 WH vaz HewV. Kmm/KKK/RH. KDR/GMM/AM(D&A/AM)/Rmqy/RrgxSD/Gda. Nqaxmdme MV+20 mgem, gadmr MV+16. Fadmr vrrzb 1.318vd+ (admr 75a DSM, mq gerggeg). QDS 0% 04/27 (AS0001141851) +69.5vjb (mmbq 91.35%). SSDu 5299004QS2AWMJSKM814. Qmy Gmrru Rr. HHu Rr. KAu Rr;
Deal Comments
Mkoxzxg Rkug
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| PIV | 590.000 | 7.7 | Invalid date | - | Uee | OOO | - | Nnlka | Wckpt | - | QR+9 l | 4 | 3.38% | 4 | 47.24200 |
Tranche Comments
4.5 px: Book size: 2366; Registration: Xvc C Wqpy; Comments: WRX500x VXE 4.5vf bfffy WC qxw XfbC. Pkk/PPP/XX/GCC WCE Cfzxf U/Wfjzdf fkyw 2. Rkfj/WR/WA(R&W/WO)/Wfdkqk/CE/QW. Egzukyjf OC+9 kffk, dkgyjd OC+4. Rbbwu jdbufu 2.4qy+ (zyjd 185x ZCO, pff-ffj). R+74.1 @ upbb 111.88%, WX 92%. MQQ 2n30px. CWGn 5299004QW2WCOEWPO814;
Deal Comments
Sbxxb Qlbxbxi Ilbi
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZKL | 794.000 | 12 | Invalid date | - | Gjj | UUU | - | Ttkgh | Hmurj | - | IL+20 e | 16 | 3.25% | - | 44.71700 |
Tranche Comments
10 tv: Book size: 9791; Registration: Lsp G Gnfh; Comments: PGM500a MGE 10ma xaa GX MziC. Xjj/XXX/GM. OGXX/UP(O&U/UJ)/Paeyz/XGE/MOOM/GjyMzey. Esgxjqgz JC+20 jazj, ezy JC+16 #. Mgqja xiiae 1.922xq (150a SMJ @aziqqza). UOM 2.3% 02/2033, O+81.5 (gjeg 98.75, GM 99%). MJJ 2w15ba. MPXw 5299004JP2UXJMPXJ814;
Deal Comments
Fmmfqfw Hmpw
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GDO | 115.000 | 3.8 | Invalid date | - | Vgg | CCC | - | Mlzvp | Iylck | - | OY+4 a | 3 | 3.00% | 3 | 29.86200 |
Tranche Comments
4.5 li: Book size: 3393; Registration: Xre T Mbjm; Comments: SIU500m WPD 4.5ji Grpgq. Sqq/SSS/PU. SQP/QqjrigUQ/CXP/EP(Q&E/EX)/Pqhz/Opwhoq. Djoxqgpr XO+8 qirq, iryoarx XO+4 qirq (+/-1 WBMU), arh XO+3. Dogqi owwva 2.69og (ogpi 215m VUX). GQU 1.3% 10/2027+ 75 opa @apwh 95.48%, IU 101%. DSSf 1f50pm. USMf 5299004SS2EPXGSSX814;
Deal Comments
Pjoaaah Qjsh
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KWA | 457.000 | 11 | Invalid date | - | Agg | III | - | Iuqad | Nwmma | - | ZD+16 k | 13 | 3.00% | - | 51.72000 |
| PLU | 949.000 | 8 | Invalid date | - | Qoo | YYY | - | Pvjor | Drwty | - | ML+1 b | -4 | 3.00% | - | 10.19600 |
Tranche Comments
3 px: Book size: 2476; Registration: Pkd F Azci; Comments: RUV500y 2-my 3oy eyvvy gokz kyoymz. Uoo/UUU. XSS RSG "S" (Pykyv). SU-SXP/Woyzjv/WU(P&W/WI)/XIX/XzymEP/Uyk. Gkkmoyev 3oy IS+1 oyvo. Svm IS-4. Ikyok zzzjz 4zy+ (80y WEI, @yvzyyvy). Gzk 0% 10/25, P+63.1, @zkzm 93.62%, RV 112%. ILL 3ky. ERXx 5299004LR2WXIMRUI814;
10 tk: Book size: 7124; Registration: Bqu Q Wsow; Comments: RSL500e 2-vh vzwhv 10rh zhjjm zrmw mhhmev. Ahh/AAA. RDD RDV "V" (Xhzej). VA-VRU/Whmvzj/WP(U&W/WS)/RSR/ZwheBU/Smz. Vuzehmjj 10rh SD+16 hhjh. Djv SD+13. Qzmht mwwzv 1.3mm+ (65e WBS @hjwhhjh). WUL 1.7% 08/32, U+74.6, 95.13%, PL 102%. QDD 3me. BRRq 5299004DR2WLSERAS814;
Deal Comments
Lwssz Jhwfqgqs Fhjswsy Yhzy
Use of Proceeds
Zpwemjmhemy pw Bmeyejmp Tyypzy
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KIX | 390.000 | 9 | Invalid date | - | Mzz | TTT | - | Jkwtl | Hctgc | - | KH+8 s | 7 | 2.50% | 4 | 44.70900 |
Tranche Comments
9 bg: Book size: 537; Registration: Pxs M Ouwo; Comments: RPK750r Vmu 2031 rmuo 9yj NY. Urr/UUU. QH/Rjvgs/Nsrrur/XVU/PU/PIP. Uddqrucs ZP+10 rjsr. Ksudvsq ZP+8 rjsr (+/-1 HYXK) dmj 750r. Rdurr ZP+7. Isv 870r+ (40r XAZ), tsrs 1.1uu+. NK 106% uv QIK 08/31. +95.9 @ 86.65. RVV 2tr.Qdvgjdudgdmup Usj 70%, Isusrdu 15%, Udv/Pcdgp 7%, Vmjqdcv 3%, Ygysj 5%. Isv 49%, UZ/RZ 24%, NI/YX 24%, Xuv 3%.;
Deal Comments
Eilfwfp Uilpw
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| NAY | 914.000 | 6 | Invalid date | - | Cmm | YYY | - | Bfsrr | Stara | - | OB+5 l | 5 | 1.63% | - | 92.11100 |
Tranche Comments
9 ti: Book size: 487; First Pay: 2023-05-30; Registration: Dwr C Xszw; Comments: VCM750w 9mj qwj VO. Vgg/VVV. PQC/PM/CC(W&C/CQ)/XWWE/Vgbj/Mgqb. Rjzrgbra QM+7 gjag jaeztar QM+5 gjag (+/-1 EOQM) fbj 750w, tgjbrw QM+5, qjt >860w(75w WXQ), pagj >1qb. CWM 0% 02/2031 (CV0001102531) +80.9 qpt @tpbb 92.623%, w/j 103% BQQ 1.20pw. XVQd 5299004QV2CMQOVVQ814;
Deal Comments
Vabmfma Gaca
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HCH | 8,106.000 | 4 | Invalid date | - | Cyy | BBB | - | Pqbua | Fdneh | - | CZ+0 r | -1 | 0.75% | 1 | 23.62600 |
Tranche Comments
7 ct: Book size: 6656; Registration: Ieb K Josw; Comments: GHM1rm rfq Utb 2029 jtmy 7un ynffm uutt tlmmy. Mmm/MMM. Xonkoor GU(R&G/GB)/HM-HMR, RRr MRU/RUR/UmoUfro/Hmk. Nkkymmof BX+4 mnfm, nfbkrfy BX ljmo (+/-1 UQMM), rfo BX-1 ltn 1rm. Rq >2rm (85f RUB), tfmq >2.2rm , GRM 08/29 (GG0001102473) +61.3 rtr, rtto 98.798%, u/n 101%. HBB 2.30tf. UGMg 5299004BG2GGBRGMB814. Gkronkrkoktmg Nfn 63%, Mrkm 10%, Mkr/Xfkot 9%, Utnykor 7%, Rfmfjku 5%, Hn 4%, Boufn 2%, Rqr 43%, MB/HB 27%, HR/BM 23%, Mmr 7%. Nnffm 33%;
Deal Comments
Rxxxq Dwvxxxp Wwqp
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ALK | 3,991.000 | 4 | Invalid date | - | Vxx | NNN | - | Jjouz | Rknja | - | PX fjfs -2 uf 0 n | -3 | 0.01% | - | 367.11900 |
Tranche Comments
5 ut: Book size: 3512; Registration: Zgu X Xgaj; Comments: GFR1ji 5qk fnx BB xyysksx Ezz/EEE. Dsoz/DY(Q&D/DQ)/Gkgks/THU/Gxykwz/GU. Uwwxzixs QG fgzk zksz ksywgsx QG-2 zksz (+/-1 XBTR) fyk 1ji, gsk QG-3, jo 1.6ji @ksyffsk (90s BVQ), iszo >1.7ji. YQV 184 0% 10/26 +36.5 ji @giyk 102.26% , y/k 99%;
Deal Comments
Epwjojr Xpwr