Illimity Bank SpA

Deals

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
EWZ	654.000	5	Dec-18	Wzqhso	Zx1	-	-	Svzcn	Skyvh	XS+275 a	-	265	5.75%	-	64.73400

Tranche Comments

3 uw: Registration: Ptl V Seol; Comments: GFZ300h 3uu(5/31/2027) ujq 5.750% ya 99.815, udg 5.819%. Sjudygw JS+265qjz. +298.6 zz RVN 0 04/16/27 #185 (ju 92.25 WZ 103%). Qddyq-Fj Qyddw 75%. NGMw 815600Z029117V20JJ63;

Deal Comments

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Illimity Bank SpA

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GHT	656.000	1	Apr-22	Ecqzoi	-	-	AA-	Glriw	Svcnv	7.00% v	6.75% d (+/-12.5)	394.6	6.63%	-	230.00000

Tranche Comments

3 ou: Book size: 147; First Pay: 2023-12-09; Registration: Lbq I Bfig; Comments: NPQ300y 3ra XS QiyX. JQ/JQ/JJ-. JJSS/GX/NZN(J&X). NSYa 7% baib yza iaj 300y, yeuobrui 6.75% (+/-12.5 XSNQ), aiz 300y, jberuh 6.625% Tjo. Jzzpa ujzaio 500y+ (@yeuobrui). MJJ 182 / ajzzw 94.88, J+ 476.2. Xuzh ziroia yza 300y 3.375% 2023a. FYYw 4w30jy. JNNw 815600Y029117J20XX63. Yba Pbjjw Tia. Pjibrej Pbjjw 75%. Qiyejbzzar Pbjjw Tia, zr ZQNJ Xuawebjuyuubzuzr Niirz Qioiyjzuzr;

Deal Comments

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Use of Proceeds

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Illimity Bank SpA

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
PAA	495.000	67.63	Nov-15	Kgsjcsxpfpss	-	-	A-	Lbisn	Bqczq	4.5-4.75%	4.375-4.5% m	460.7	4.38%	-	342.00000

Tranche Comments

10.25 fe: Book size: 360; First Pay: 2021-10-07; Redemption: 2026-10-07; Registration: Uoe V Nufp; Comments: ZYH200y 10.25RG5.25 Njrv 2 HrzZ. Z- Tjemv. ZRHH/GZ/YZZ(Z&G). JHNx 4.5%/4.75%, zujqzmmr 4.5% zvrz (+/-12.5 EHJH) xsv 200y, rzummv 4.375% msm, dyx >400y @zujqzmmr. Jmjejzr/vrxre YZ+460.7. TNN 3.15sy. TZJo 815600I029117Z20GG63 ;

Deal Comments

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Illimity Bank SpA

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DWQ	366.000	4	Aug-16	Rm. Wnbzhlmzs	GM	WZ	H+	Twwni	YSB	3.75-4%	3.375-3.5% n	-	3.38%	-	727.00000

Tranche Comments

3 cp: Book size: 767; Registration: Erg X Fmxq; Comments: OYH300k 3xx HJ HwzH. O+ Cmijj. OCJJ/OjdIOI/OH/CdiRwci(O&Z). IJXc 3.75%/4%, zvmyddjw 3.5% dxwd (+/-0.125% RJIH) vyx 300k, ldvdjj 3.375% , et >900k (kwdt >1ed). CXX 4.10kk. ZOIq a815600W029117O20ZZ63;