Pfandbriefbank Schweizerischer Hypothekarinstitute AG (PS Hypo) (PSHYPO) 2022-2

4.28 yr: Comments: CHF200m exp 1.169bn 4-tranche Covered. Aaa. CS/Raiff/UBS. New 4.28yr CHF200m Saron MS+4/+6 , max increases Ser 617/707/668 9.26yr 0.625% 525m Saron MS+7 area, 14.11yr 0.25% 200m Saron MS+4 area, 21.35yr 0.875% 244m Saron MS flat. Came MS+4 / MS+7 / MS+4 / MS flat, 268/129/235 days AI. Distribution Stats: Switz 100%. Ins 33%, Tsy 30%, AM 23%, Bks/PB 13%. LEI: 506700W794IX46Z13F75; 9.26 yr: Comments: CHF525m exp 1.169bn 4-tranche Covered. Aaa. CS/Raiff/UBS. New 4.28yr CHF200m Saron MS+4/+6 , max increases Ser 617/707/668 9.26yr 0.625% 525m Saron MS+7 area, 14.11yr 0.25% 200m Saron MS+4 area, 21.35yr 0.875% 244m Saron MS flat. Came MS+4 / MS+7 / MS+4 / MS flat, 268/129/235 days AI. Distribution Stats: Switz 100%. AM 78%, Tsy 17%, PF 3%, Ins 2%. LEI: 506700W794IX46Z13F75; 14.11 yr: Comments: CHF200m exp 1.169bn 4-tranche Covered. Aaa. CS/Raiff/UBS. New 4.28yr CHF200m Saron MS+4/+6 , max increases Ser 617/707/668 9.26yr 0.625% 525m Saron MS+7 area, 14.11yr 0.25% 200m Saron MS+4 area, 21.35yr 0.875% 244m Saron MS flat. Came MS+4 / MS+7 / MS+4 / MS flat, 268/129/235 days AI. Distribution Stats: Switz 100%. Ins 44%, Bks/PB 33%, AM 15%, PF 7%. LEI: 506700W794IX46Z13F75; 21.35 yr: Comments: CHF244m exp 1.169bn 4-tranche Covered. Aaa. CS/Raiff/UBS. New 4.28yr CHF200m Saron MS+4/+6 , max increases Ser 617/707/668 9.26yr 0.625% 525m Saron MS+7 area, 14.11yr 0.25% 200m Saron MS+4 area, 21.35yr 0.875% 244m Saron MS flat. Came MS+4 / MS+7 / MS+4 / MS flat, 268/129/235 days AI. Distribution Stats: Switz 100%. Ins 57%, AM 19%, Bks/PB 19%, Tsy 5%. LEI: 506700W794IX46Z13F75;

Covered Bond. CHF525m tap of 0.625% due 5/16/2031. CHF200m tap of 0.25% due 3/25/2036. CHF244m tap of 0% due 6/19/2043