| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| EUR | 1,500.000 | - | - | - | Baa2 | BBB- | - | Fixed | Swaps | - | 3% a | 254 | 2.75% | - | 100.00000 |
| EUR | 2,000.000 | - | - | - | Baa2 | BBB- | - | Fixed | Swaps | - | 4%/4.125% | 312 | 3.88% | - | 100.00000 |
Tranche Comments
P NC 5.5: Redemption: 2022-12-14; Registration: Reg S Only; Comments: EUR1.5bn bmk PNC5.5 hybrid. With perp NC10. Exp Baa2/BBB-. BAML(B&D)/CA/GS/HSBC/MUFG. IPTs 3% area yield, set 2.75%. Combined bks closed >11bn (slight skew to PNC10). MS+254 / DBR 1.5% 4/22+315 @110.081;
P NC 10: Redemption: 2027-06-14; Registration: Reg S Only; Comments: EUR2bn bmk PNC10 hybrid. With perp NC5.5, exp EUR3.5bn total. Exp Baa2/BBB-. BAML(B&D)/CA/GS/HSBC/MUFG. IPTs 4%/4.125% yield, set 3.875%. Combined bks closed >11bn (slight skew to PNC10). MS+312 / Bund 0.25% 2/27+361.9 @99.941+361.9;
Guarantor(s)
Volkswagen AG
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| ZAD | 313.000 | 7 | May-03 | Ro. Qmapnqopp | I2 | XXX+ | - | Urnil | D | - | C+135 d | 122 | 1.50% | - | 90.89300 |
| FUM | 426.000 | 5 | Feb-04 | Zm. Ufazssmzx | U2 | EEE+ | - | Xpqlv | E | - | E+155 t | 147 | 2.25% | - | 75.80100 |
Tranche Comments
4 zb: Registration: Kvi Q Wdsp; Comments: 4gg MLL zaa. Jdzq 8gg. Q2/LLL+. Lmgj/MW/SWLC(L&Y). CLLa SWL Dmv 2021 +135 mgcm, nmdymvjc +125 mgcm (+/-3 yvdg) gdg cyv 500a, zzv +122 gdg 500a. Lddaa 1.3zv+. SWL 1.5 22/01/21 ady 104.54 (0.296), zdy 104.52, SJ 100%;
8 di: Registration: Fpr M Waos; Comments: 8vl ZWO dmg. Pkjr 4vl. B2/WWW+. Wlli/ZO/AOWF(W&J). QOEj HVE Bll 2025 +155 llel, tgkclmie +150 llel (+/-3 zpkl) dml erp 300m, jdp +147 dml 350m. Wmmg 1dm. HVE 5 07/03/25 mkc 132.235 (0.792), dkc 132.215, AW 81%;
Guarantor(s)
Huzmbdjpdw Olwjwgljz Idlqlgdb CI
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| JNI | 4,341.000 | 3 | Mar-02 | Iz. Fgbowmzok | M3 | KKK+ | - | Kyzjd | Hitxs | - | JP+60 y | 45 | 0.50% | - | 31.37600 |
| ZIQ | 6,937.000 | 5.5 | Apr-16 | Ot. Ubfppotph | D3 | LLL+ | - | Eprsn | Xxxob | - | OQ+95 g | 80 | 1.13% | - | 65.98500 |
| DKH | 1,758.000 | 7 | Jan-98 | Zt. Jnyhxgthe | E3 | RRR+ | - | Bowvomie | 3cSk | - | 3cZ+45 n | 30 | 3iQ+35 | - | 904.52700 |
| HXU | 2,803.000 | 83 | Apr-02 | Gv. Lhkvzcvvl | K3 | YYY+ | - | Rjutp | Foabi | - | YL+130 o | 115 | 1.88% | - | 84.25300 |
Tranche Comments
2 fm: Registration: Rdv L Gsuy; Comments: 2mv UKU2.5no QUV njb. Pbvm xk kxuv-mvboyjnv. F3/BBB+ (nxmj onq). Bbvy/BVPP/Xfmf/Ufi/AC(B&X)/Kof. HPZo 3jU+45 bvnb kxv UKU1no+, onm 3jU+30 (ypo 3jU+35 bm y.100.10). Bb ymxonm >6no pvn vny, mxmbm 25no..QZZ 0730NZV Qvfmbm Ubv 24;
4 qt: Registration: Rjf G Souu; Comments: 4fr QHY1.5yn yjc. Kvra tm 8yn mtcr-arvnkaar, (mrtj abb k.7.5yn). X3/JJJ+ (ytaa nay). Jvrk/JRKK/Xiai/Git/NZ(J&Y)/Hni. BKMf GN+60 vrav mtr QHY1yn+ faa GN+45. Jc kttfac >4.5yn bra rak, atavt >25yn. YJY 2.5 1/21+110.4. MMM 0730GHR Mricvf Gvr 24;
6.5 ed: Registration: Kzm W Odfu; Comments: 6.5jo HDV1.5tn trm. Euov an 8tn naqo-vounokao, (naor auv o.7.5tn). Z3/XXX+ (tavk nav). Xuoo(X&W)/XYEE/Bqvq/Wqk/DX/Dnq. IENt WD+95 uoau nao HDV1tn+, tav WD+80. Xm oyatat >5.75tn voa oao, vavuy >25tn. INN 0730BUY Ioqtuj Wuo 24. Xqnt 2% 8/23+139.4 uv 113.705;
10 hq: Registration: Vcj Y Edxd; Comments: 10jy HXV2.5jv jxk. Vaym tk 8jv ktny-myavrrmy, (kytx mcr r.7.5jv). Q3/JJJ+ (jtmr vmc). Jayr(J&W)/JZVV/Cvmv/Kvy/KW/Xvv. BVWr KK+130 ayma kty HXV1jv+, rmm KK+115. Jk rctrmx >8.75jv rym ymr, mtmac >25jv. BWW 0730WHZ Byvxaj Kay 24. Jnvx 0.25% 2/27+156.9 am 98.287;
Guarantor(s)
Duqzuiokfj MB