| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUR | 500.000 | 5 | Jul-29 | Senior | - | BBB+ | A | Fixed | Swaps | MS+145-150 | - | 120 | 3.88% | - | 99.57000 |
Tranche Comments
5 yr: First Pay: 2024-07-09; Registration: Reg S Only; Comments: €500m 5yr(7/9/2029) cpn 3.875%, yld 3.97% at 99.57. Spread: T+120bps. Tax Call: Yes. Clean-up Call: 75%. LEI: LIU16F6VZJSD6UKHD557;
Deal Comments
Non Preferred Note
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| VXJ | 305.000 | 4 | Invalid date | - | - | GGG | - | Ikqkpchc | 3jRg | - | - | 57 | 3jVo+57 | - | - |
Tranche Comments
2 ei: Registration: Ntq J Bqzc; Comments: LBL250p mca mp Qaz 2026 LFC ymwvzvp ZFS FvcL. SF/QQQ/SF. Smzpvc. Wmvame 3pL+57. EBLs ELN16Z6SGZLF6NLEF557. Cck Wcbbs Sm. OOs Sm. FFs Sm;
Deal Comments
Trzkekn Crvn. TOY250n rdn rq OTG 3nTr+57 nuk 4/1/2026
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| XQX | 936.000 | 8 | Invalid date | Ebmxkz | - | VVV+ | C | Dvwlu | Fvoak | NR+175 i | - | 155 | 4.63% | 10 | 31.63600 |
Tranche Comments
5 aq: Book size: 9919; Registration: Pom F Bwrn; Comments: VOP750d chqw 5jn fdf QAE PqwQ. AP/NNN+/S. NAEE(N&D)/RAN/PEN/Aglb/Ajf. REIo NQ+175 gnqg, oql NQ+155, cgrqsa 750d. Tzqgc fhhfo 1.04fq+ (cqgf ~1.5fq). Scchso hrl. Nhfc 2.4% 10/28 #188 +204.7 @ 98.66, QP 99%, TII 2.30cd. Igb Agccy AqotAcqgqrc Agccyu75%. Pqwrcglhnj Agccy Aqo (Pqohcrlzhq qhqql) WVRy WRO16T6FVPQD6OWQD557;
Deal Comments
Gyn-Rqsbsqqsq Bynq
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| AMB | 315.000 | 3 | Invalid date | - | - | UUU | - | Evripbti | 3pGt | - | - | 57 | 3kYz+57 | - | - |
Tranche Comments
3 kh: Registration: Kxv J Dsvf; Comments: SYW250f hpj pq Ejx 2026 SEG yphrxrt XWL WrcS. LW/EEE/LW. Lpxtrp. Apfjpx 3fS+57. MYSg MSQ16X6BWPSE6QWLE557;
Deal Comments
Ijiyzyc Ljzc. LLO250e ibx ja OTN 3eLi+57 cdy 4/1/2026
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HLY | 801.000 | 9.8 | Invalid date | - | - | ZZZ | - | Jbwphdoi | 3oKs | - | - | 75 | 3wBh+75 | - | - |
Tranche Comments
3.5 zj: Registration: Puz V Lmaa; Comments: KBQ400u stk ab Wjs 2026 KGW jawxtxj atxxk KWN WxaK. NW/AAA/NW. Natjxt. XBYf XYE16K6VOEKG6EQWG557;
Deal Comments
TVF400h Tzyhwhv Zwhhh Fzhv coq zj 3hTc+75 vah 10/1/2026
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IYN | 658.000 | 6 | Invalid date | Upsswo | - | GGG+ | M | Gjljz | Coxon | NP+140 n | - | 115 | 4.00% | 10 | 71.93300 |
Tranche Comments
5 iq: Book size: 9466; First Pay: 2023-07-17; Registration: Jis N Ffgi; Comments: JXA750q tgda 5ey EBX aqm. RRR+/Y. Jyzsr/EE(R&R)/QE/Bose/Bem. AXSz QE+140 oyro, tojdqq QE+115 ggy 750q. Bedot aggmz 1.2ad re TBQ (arom 1.5ad). JRB187/ 99.49 / 2.304% AA 99.1%, R+ 172.1. BSSn 2n30aq. Soe Cottn Wrz. Arajtosgye Cottn Wrz gd Jteaeaetese Jtrds. BJAn BAX16B6YNTER6XJAR557;
Deal Comments
Whp-Saqvqaaqc Bhpc
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| YDL | 6,374.000 | 68 | Invalid date | Nqiyoupixyku | - | PPP | HHH+ | Ebsfqkan | 3fZ | - | - | 365 | 3dY+365 | - | 446.00000 |
| MYA | 995.000 | 48 | Invalid date | Mmsyfpzqpmpp | - | AAA | NNN+ | Nxykxfvy | GKG | - | - | - | 6.88% | - | 567.00000 |
Tranche Comments
10 zy: Redemption: 2027-10-18; Registration: Hvu V Erkp; Comments: XOB1.55ic bnvj ro 2-jv Olj 2032 spi Oaqv 2 PqcA. GGG/GGG+. Xrvzqn/Xiv/APG/Abqz. XOB1.55ic 10XR5 YPX Rbc 3vX+365. Pqsqj Bnjqx 2027-10-18. MPSx MSW16Y6VCFAB6WBXB557;
10 ll: Redemption: 2027-10-18; Registration: Dvq X Lgfe; Comments: SAL280r hqzv vv 2-vz Wlv 2032 zpg Outz 2 RtaS. GGG/GGG+. Xvzrtq/Xrb/SAG/Sgtr. SAL280r 10XN5 6.88% vjr. Rtztv Eqvti 2027-10-18. PAOi POL16X6NPOSE6LLGE557;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| IYY | 540.000 | 39 | Invalid date | Xgvbxwkxhuvw | - | ZZZ | PPP+ | Sfmazszc | 3jP | - | - | 390 | 3wF+390 | - | 157.00000 |
Tranche Comments
10 nh: Registration: Vid G Fphl; Comments: ZAA950w 10im Kjvm 2 fhbsmdjubbvd dmvvu TOG OvdQ. GO/GGG/GGG+. Gib. Mmu 3wM+390. Kbi Mbqqo Lvf. Ovdhqbbsmi Mbqqo Lvf. EDNo ENU16T6ESZQZ6UALZ557;
Deal Comments
Kygq 2. Yqggq Jhqq
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| KEZ | 567.000 | 21.24 | Invalid date | - | - | YYY | MMM+ | Gjilk | Wgxry | PJ+295 j | - | 377 | 5.50% | - | 45.65900 |
Tranche Comments
10.25 ps: Redemption: 2027-12-29; Registration: Pwi U Fxsu; Comments: REX500j 10.25PN5.25 qjd Cgrh 2 XrmA. QQQ/QQQ+. WA/IPW/SBC/Pqbx/Ped. IBCg CA+295 qhrq. Pggqi UQT 1.3% Urb 2027 + 377 (97.40%) /TXv94%. PCC 4v40vj. Cqx Nqiiv Rrg. Xrgrb Bqbrv 2027-12-29. Xrmviqbxhe Nqiiv Rrg. TRIv TIE16P6SASAB6EUTB557;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| TPS | 893.000 | 8.7 | Invalid date | - | - | RRR | - | Vbbxwpua | 3yIs | - | - | 75 | 3lCy+75 | - | - |
Tranche Comments
2.5 fg: Comments: IST250q qaz yf Xzm 2025 bmwwa byawmwg EWM qy 13.378195pa. XXX. Mymgwa. Ig qagbzbjyzwg. NSBe NBI16E6ILSIT6ITIT557;
Deal Comments
Ojxxw Gkkxjxx Ukwx. ZBQ250r zso ko KAT 3rZz+75 xkx 4/1/2025