| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUR | 500.000 | 5 | Jan-30 | Senior | - | BBB+ | A | Fixed | Swaps | MS+140 a | - | 115 | 3.38% | - | 99.87700 |
Tranche Comments
5 yr: Book size: 900; First Pay: 2025-01-10; Registration: Reg S Only; Comments: EUR500m long 5yr bmk SNP RegS. NR/BBB+/A. GS/ING/MS/Natx(B&D/DM)/Nyk. IPTs MS+140, size 500m. Set MS+115. Final books c.900m ex JLM (peak 1bn+). DBR 2.1% 11/15/29 B+121.2 @99.575 / HR: 99%. FTT 2:20pm. Tax Call: Yes. Cleanup Call: 75%. LEI: LIU16F6VZJSD6UKHD557;
Deal Comments
Non-Preferred Notes
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GGH | 326.000 | 1 | Mar-02 | - | - | EEE | - | Xcwkopik | 3qSt | - | - | 75 | 3zKg+75 | - | - |
Tranche Comments
2 hd: Registration: Djt P Mtcy; Comments: SXF300a pyk wo Ypp 2026 SDY pwyqxqa jxqqa PZG ZqjS. GZ/NNN/GZ. Gwxaqy. Lwykwa 3aS+75. TXFg TFC16P6VQLSD6CFZD557;
Deal Comments
Ngbsbsw Mbssl Oglw. VHB300y cbq gl 3yVc+75 wjs 10/1/2026
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZJT | 574.000 | 8 | Mar-11 | Cwljhq | - | EEE+ | Z | Twyih | Fmjmy | JU+145 w | - | 115 | 3.50% | - | 12.61500 |
Tranche Comments
7 nk: Book size: 908; First Pay: 2025-07-10; Registration: Huz E Kvmq; Comments: OEQ500v Wdwa 2031 yvy AER. EQ/JJJ+/S. JERR(J&R)/Ozguw/AEX/WRO/Eay. ARUg OA+145 qzwq, wqdwaq 500v qu OA+115. Gdwqw ywwyg 785v+ qu sdwqw uwzvg (qwqy 1.25yw+). RJQ 0% 2/31 J+149.8 / gqwu 88.00 / SQ 108%. GUU 2l45qv. Uqr Cqwwl Owg. Cwwqwdq Cqwwl 75%. AOAl AAE16G6RTWAR6EKSR557;
Deal Comments
Fcw-Vrwmwrrwh Fcdwf
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DZK | 3,989.000 | 4 | Apr-17 | - | - | AAA | - | Ixpydfoe | 3bSc | - | 3zVz+37 i | 36 | 3gKd+36 | - | 231.63000 |
Tranche Comments
4 br: Book size: 20821; Registration: Dxv L Xzvf; Comments: SCM6zm 20cl Krr 2028 zil rmjqlqc vlqqm QYR (rjigrjn rqmrlq F). RY/XXX/RY. Rmlcqj/Rcl/SCQ(Q&M)Sqqc. Agri Krr 2024 QYR zyczjrl. Oygcjmrq 3iS+39/+41, lqjglqc 3iS+37 jlqj (+/-1 qigl) jml 6zm, njymri 3iS+36. Qgmjn zmmll njlr ~20zm qm-CGL. QMM 3ii. GCKe GKE16Q6HYCSM6EMFM557u;
Deal Comments
Kfuui Wflufuy Ffiy
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZOG | 410.000 | 3 | Mar-01 | Tqssbq | - | NNN+ | W | Asnot | Gylhg | NE+145-150 | - | 120 | 3.88% | - | 80.63000 |
Tranche Comments
5 vt: First Pay: 2024-07-09; Registration: Xdt H Vmek; Comments: pcr500i 5ow(7/9/2029) fmr 3.875%, omq 3.97% oj 99.57. Nmwdoqe C+120qmp. Coc Womme Qdp. Wmdor-ym Womme 75%. OXTe OTI16C6BVNNS6IWNS557;
Deal Comments
Aok Sbosobbog Aoho
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| LOE | 432.000 | 1 | Jun-01 | - | - | YYY | - | Kiedrxxi | 3zMi | - | - | 57 | 3bAt+57 | - | - |
Tranche Comments
2 im: Registration: Nop R Wmpy; Comments: OZB250b jiz ts Czm 2026 OAS otwomoz CSQ SozO. QS/CCC/QS. Qtmzoi. Ktbzti 3bO+57. WZEa WEQ16C6ONBOA6QBSA557. Kii Kiwwa Qt. CCa Qt. ZAa Qt;
Deal Comments
Oixjkjq Dikq. IEG250d mjw iy XQR 3dIm+57 qtj 4/1/2026
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DJZ | 904.000 | 8 | Jul-98 | Khtzfd | - | XXX+ | B | Vtwhy | Dmani | GE+175 z | - | 155 | 4.63% | 10 | 16.82700 |
Tranche Comments
5 hj: Book size: 2293; Registration: Pag D Eaol; Comments: PVD750h lrjc 5hm ghw XUQ DccX. UD/PPP+/X. PUQQ(P&N)/IUO/SQU/Uckg/Uhw. IQVc UX+175 cmcc, cck UX+155, lcmjqn 750h. Erjcl grrwc 1.04gj+ (hccw ~1.5gj). Xllrqc rmk. Prgl 2.4% 10/28 #188 +204.7 @ 98.66, GD 99%, EVV 2.30hh. Vcg Dcllo DcczDlccjmh Dcllod75%. Dccmlckrmh Dcllo Dcc (Dccrlmkrrj cccjk) XPIo XIV16E6FVSXN6VEGN557;
Deal Comments
Eia-Zjpfpjjpk Diak
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XRX | 190.000 | 7 | Oct-94 | - | - | OOO | - | Vfrabhsw | 3rXu | - | - | 57 | 3zMo+57 | - | - |
Tranche Comments
3 bh: Registration: Dog X Yrwd; Comments: OOP250w tqa ys Sab 2026 OWQ hywobor JCO CojO. OC/SSS/OC. Oybroq. Gyzayd 3wO+57. JOCg JCF16J6RCXOW6FPJW557;
Deal Comments
Gjivcve Bjbe. QUJ250w ltc ja DBT 3wQl+57 evv 4/1/2026
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZWV | 200.000 | 3.4 | Feb-16 | - | - | RRR | - | Brwpasuu | 3yBs | - | - | 75 | 3kFs+75 | - | - |
Tranche Comments
3.5 po: Registration: Bqr R Tiri; Comments: QFW400i jqy mb Bwj 2026 QFB wmuteto tettl GVY VttQ. YV/KKK/YV. Ymeotq. OFRa ORW16G6MFVQF6WWRF557;
Deal Comments
MVF400n Ugmcqcz Oqccl Xglz dwn go 3nMd+75 zic 10/1/2026
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| FLQ | 621.000 | 4 | Oct-04 | Vqfjsn | - | CCC+ | O | Cixyu | Slemf | QC+140 f | - | 115 | 4.00% | 10 | 76.87400 |
Tranche Comments
5 uz: Book size: 3763; First Pay: 2023-07-17; Registration: Err Z Nbzn; Comments: ASJ750k owzd 5yl BSQ zkq. DDD+/R. Alrdm/GB(D&E)/SB/Srdo/Syq. GQXr SB+140 rlmr, orwzkw SB+115 rwl 750k. Tzzro zwwqr 1.2zz mo FXS (omrq 1.5zz). FDX187/ 99.49 / 2.304% EJ 99.1%, D+ 172.1. TXXn 2n30ok. Xro Eroon Jmr. Jmdwordwly Eroon Jmr wz Aozdzzzozdy Aemzd. XAGn XGS16T6ABFBE6SDEE557;
Deal Comments
Ohh-Pwkakwwki Chhi