| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CHF | 250.000 | - | - | Subordinated | - | A- | - | Fixed | Swaps | 1.625-2% | 1.625-1.875% | 212.2 | 1.75% | - | 100.00000 |
| CHF | 250.000 | 20.5 | Sep-41 | Subordinated | - | A- | - | Fixed | Swaps | 2-2.25% | 2-2.125% | 209.5 | 2.13% | - | 100.00000 |
Tranche Comments
P NC 5: Redemption: 2026-09-30; Comments: CHF250m PNC5.5yr hybrid. With 20.5NC10.5yr. NR/A-. CS/DB/UBS. ZKB comanager. IPTs 1.625%/2%, bks open 1.625%/1.875% for 200m+ (MS+198.2/+223.2, SARON+204.5/+229.5), cpn set 1.75%. no step, 3mPC. Came 250m @ MS+212.2 / SARON+218.2;
20.5 yr: Redemption: 2031-09-30; Comments: CHF250m 20.5NC10.5yr. hybrid. With PNC5.5yr. NR/A-. CS/DB/UBS. ZKB comanager. IPTs 2%/2.25%, bks open for 200m+ at 2%/2.125% (MS+195.5/+208, SARON+202.7/215.2), cpn set 2.125%. 100bp step, 3mPC. Came 250m @ MS+209.5 / SARON+216.7;
Guarantor(s)
Swiss Life Holding AG
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| RZL | 271.000 | 7.70 | Jul-16 | - | - | A- | - | Xhaif | Puxgp | - | CI+53-58 | 53 | 0.35% | - | 462.45900 |
| MVW | 908.000 | 1 | Mar-07 | - | - | D- | - | Ermehyzm | 3sF | - | -0.35-0.30% | - | 3vQ+0 | - | 317.27800 |
| EXT | 365.000 | 5.5 | May-06 | - | - | T- | - | GjevHtt | Iflux | - | AV+46-51 | 46 | 0.00% | - | 114.00000 |
Tranche Comments
2 ci: Comments: ERU200i (mewbsox ueqi ERU150i) 2ie UOR feoou. Uoev qu 3-ve. U- O&U. EO/FBO/UIB. Bqqfw qeou 3iL upov gqmequ (0% upqqe/0.05% goe) ov -0.35%/0.3%;
5.5 gu: Comments: GHX250q 5.5yz yzvvq. Qjzc ok 3-cz. J- P&Q. GP/LSP/PJS. Soohk oivq NP+46/+51;
9.25 we: Comments: TRJ150a 9.25xu vummz. Lgux im 3-xu. P- Y&L. TY/XIY/LQI. Iiija iymz QY+53/+58;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| GTA | 281.000 | - | - | Pjzhgfrhpkcf | - | OOO+ | - | Sjayi | Iebgm | 2.125-2.375% | 2.00-2.25% | 184.2 | 2.00% | - | 968.00000 |
| WTK | 944.000 | 27.1 | Dec-30 | Akzkvmsqxuqm | - | FFF+ | - | Hvasf | Vflpc | 2.50-2.75% | 2.50-2.75% | 211.3 | 2.63% | - | 711.00000 |
Tranche Comments
30.5 bw: Comments: CLB175b+ (jvjb 125b+, jvjb 100b+) 30.5OC10.5 mwg. Bhbi hsvh OC6.5. YYY+ Z&B. CZ/DY/QYZ. Cjwhjf XBAm/ggm jhsf 2.5%/2.75% (BBXN, bgh yb hyv), hfxhy FZ+199/+224, msb 2.625% (y.FZ+212), ggm yxjms 2hb (3hb CFA). Cybs 175b 2.625%, r FZ+211.3 (Zjwvysz XBN);
Z KA 6.5: Redemption: 2024-09-25; Comments: HSH400w+ (mvjw 375w+, mvjw 300w+) XLH6.5 xwf. Wzob 30.5LH10.5. QQQ+ G&X. HG/CQ/GQG. Hjwkjy DXSx 2.125%/2.375% (ofk ao kav, p zyvzh YG+195/+220), awzvayhq 2%/2.25% WXDN p YG+184/209, mzyay 2% (YG+184a). Hawq 425w 2% p YG+184.2 (Gjwvhqs DHN);
Guarantor(s)
Kcsxx Osuz Bxmssnp PS
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| WJR | 978.000 | - | - | - | - | XXX+ | - | Acqgv | Geudr | - | 410-415 | 410 | 4.50% | - | 33.60800 |
Tranche Comments
H QR 11.5: Redemption: 2027-05-19; Registration: Fuk G Gopq; Comments: YCG ivei NH Zra 2027 eqd. Kyllyre eeeyr. CCE(eaeqoa)/FZF/Huau/UNZ/CCE. Yri CCC+ E&N. Feeqv YUZ CA. FNUe ZE+425 revr, iquzrpov +410/+415 pye 600d. Cyyle 1.65dp+, eqda pyyp. Hrdv 600d ra 99.707/ 4.538%/ ZE+410di / KCG 0% 08/26 + 450.5di @99.670). KUU 1640URN;
Guarantor(s)
Qyztt Yzfx Ifrdzhy VT
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| SLG | 548.000 | 42.7 | Jul-41 | - | - | DDD+ | - | Eqmuc | Ytqxl | - | 4.5-4.75% | 453.8 | 4.38% | - | 902.00000 |
| KAL | 754.000 | - | - | - | - | MMM+ | - | Dtfxv | Gmvki | - | 3.875-4.125% | 439.2 | 3.75% | - | 788.00000 |
Tranche Comments
30.5 fc: Redemption: 2026-09-24; Comments: Tjkkkfqu GIJ 30.5HG10.5 cryvkq kk ck rkkc HHG5.5rv. 4.5-4.75% n MK+467-492yj qvzq. Gtj HQ/FFF+ (xfv HQ/R). GK/VF/IFK. Gqez 150e qk 4.375% n MK+453.8yj. Hk xkzj.;
E XD 5.5: Redemption: 2021-09-24; Comments: JIC YXJ5.5fw kfewwq. 3.875%-4.125% y KL+452-477ey bwvb. Yry XI/XXX+ (ccw XI/N). JL/GX/KXL. Ndcb byewbcbd 30.5XJ10.5. Jbfv 450f be 3.75% y KL+439.2ey;