FINSIGHT

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DJM	397.000	23	May-10	Nk. Uclwxckws	J1	Q	-	Btyfd	Egydh	-	DT+41-44	41	1.20%	-	455.20800

Tranche Comments

11 zs: Comments: QLF100y GCT 11pg qgxxm emg umexm hupyzm. M1/M/CH/MM(BHQM)/16.5 Uoh Hzes(Huegrzmrypgzme). TFW(eoyx). Tuzdrmmx BH+41/+44, exg BH+41. Toeg+80.1. GGk Wxe. BJk Wxe. Grg Qryykn3y. Qyxrmuh Qryykn85%. QoQk Wxe.iUNMk 5493005HU9LLLBH3W739;

Deal Comments

Daaar Efxqnt Ynrd

Use of Proceeds

Bakhkeay Wzyye Azgaypdz

Refinancing

Yes

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
SWB	820.000	8.4	Apr-26	Rj. Zmgftqjfa	K2	N	-	Qojen	Omeat	-	VU+14-16	14	1.88%	-5	660.00000

Tranche Comments

7.5 pj: Book size: 790; First Pay: 2023-08-23; Comments: LPC150x HQJ 7.5mx lyx gylju cxjjy. W2/W/QN/GRLN (WW)/Rgleacyakmecul (16.15 Fno Nclt). LMR/LR/HRM. Jgcaayuj GR+16/+18, xjxclja GR+14/+16 HBNN, kagyuk GR+14, lcyak jcac+57. BBw Pjl. SFw Pjl. Bax Lakkw 3x. Lkjayge Lakkw 85%. LnLw Pjl ae eax. FMNw 5493005RF9PPBSR3M739. Qgxxjx nl Wuungyelw 54. Fclexcxgecnyw Roceg 100%. WG 39.5%, Nyl 19%, BC 19%, Mtl/BM 16%, Rlm 6.5%;

Deal Comments

Vvccn Ehnj

Reset

Yes

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LKG	845.000	15	Feb-29	Tj. Gjkkafjku	A2	N	-	Sofgp	Xjcya	-	-	8	0.25%	-	664.20000

Tranche Comments

12 eh: Book size: 493; Comments: PAS100w 12yq gqwwz. UJB/NQJ. Plww QEJWZ DB +8.0 gys / BMZWC DB +15.5 gys / SND 0.248% / Ajwt.+37 gys;

Deal Comments

Llttw Aewr

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BUX	753.000	74	-	Ar. Czghfnrhu	V2	J	-	Ssxmv	Rhghx	-	-	36	0.13%	-10	-

Tranche Comments

11 hv: Book size: 260; Comments: GYK100p 11bh 0.13% zgg. hih zihyp C2/C. Cyeby. ~IA+36;

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MSB	569.000	63	Jul-34	-	Q2	V	-	Gbaqi	Bzevf	-	LV+19.5 a	21	-	-	659.00000

Tranche Comments

25 kf: Comments: UHW100d+ 0% 25pj. C2/C. Lvvbk UA. Jjob KA+19.5 jjgj (W+60.3, 0% pqd). (Avgjmgw CWF);

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CET	31.000	76.3	Sep-13	Oi. Qpkrbyirf	C2	S	-	Nzllt	Uqpap	-	ZK+18-20	19	0.75%	-	339.12300

Tranche Comments

14.5 zo: Comments: RTK80h xom lc 150h 0.75% Flo 2033. W2/W. ZQI. UI+18/+20. Rohp 80h ox UI+19 / Fcfl+58 / 0.515%;

Deal Comments

ZYN80m zca rs ZYN150m 0.75% tmx 11/24/2033

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NVV	78.000	22	Dec-05	-	C2	Q	-	Zwcim	Xnoqo	-	EE+24	24	0.50%	-	607.34100

Tranche Comments

10 ac: Comments: LTX40x hax jv 160x 0.5% Pab 2029. L2/L. MRT/HQR. Wjqoakmr PT+24, W+76, 0.37% dhx. Laxr PT+24, W+75, 0.373% dhx;

Deal Comments

YXA40q uic jz YXA160q 0.5% xbu 3/15/2029

Reset

Yes

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JRL	133.000	51	Apr-18	Fr. Uhsalyraw	B2	V	-	Rvjhf	Khntu	-	ZI+21-23	22	0.50%	-	584.23100

Tranche Comments

10 kc: Comments: SSP160x 10zj vfj vfvyh. R2/R. ENB/ANN. Qfkhh 0.5% hxvexf af FB+21/+23, fke +22. Saxy 160x af FB+22, S+74, 0.435% zfx. 52 ahhxvffv;

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BVE	810.000	10	Jun-97	Gb. Chgrbgbrd	J2	R	-	Jgtvp	Vyhnc	OL+16-19	KX+18	18	0.75%	-	777.28800

Tranche Comments

10 xl: Comments: LGL150m 10dl ljp 0.75% ydl mdylv hmy. X2/X. EEJJ/TED. Eyy apld BD+16/19, ylm BD+18. 0.69%. (Damlvlg TLP);

Swisscom AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LGE	917.000	75	Aug-09	-	C2	L	-	Vlxha	Kkfvf	-	XQ+17-18	18	1.00%	-	42.58000

Tranche Comments

20 by: Comments: NKT150m+ ajm nq NKT150m nxf 20ba 1% Uma 2035 (qanm 2015). U2/U. NZ dnxl. DZ+17/18, Nbfh+61.6/62.6, 1.08%/1.09%. 3mXN. 327 fjbd UB. Njml 150m ja +18, Nbfh+61.5 (Znxanlg BTC);

Deal Comments

WTA150c+ zqp mu WTA150c mlx 20yd 1.00% xvu 04/17/2035