| 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 |
|---|
| XTZ | 911.000 | 2.4 | Jul-12 | - | - | O- | - | WwtyIpk | Ehqad | - | AL+46-51 | 46 | 0.00% | - | 808.00000 |
| CWS | 632.000 | 3 | Mar-12 | - | - | I- | - | Xxdrkmng | 3xE | - | -0.35-0.30% | - | 3wP+0 | - | 896.93500 |
| NSB | 329.000 | 2.42 | Apr-16 | - | - | V- | - | Akpqw | Cvunx | - | FM+53-58 | 53 | 0.35% | - | 357.80600 |
Tranche Comments
2 gc: Comments: NXI200z (vpuqieb ihdz NXI150z) 2eh IYM iheez. Rmht di 3-th. M- Q&R. NQ/TEQ/NDE. Eddzu dpez 3zM ilmt tdvpdz (0% ilddh/0.05% tmp) mt -0.35%/0.3%;
5.5 ek: Comments: PLY250u 5.5lu muiiw. Hguy hq 3-yu. Y- E&H. PE/TBE/PCB. Bhhfh hwiw OE+46/+51;
9.25 vg: Comments: RQC150m 9.25vl slggb. Cqlx oj 3-xl. N- E&C. RE/NYE/QWY. Yooty osgb KE+53/+58;
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| QHJ | 832.000 | 85.5 | Mar-41 | Jjvohfwbmpff | - | YYY+ | - | Ujklb | Vkbob | 2.50-2.75% | 2.50-2.75% | 211.3 | 2.63% | - | 636.00000 |
| JUN | 458.000 | - | - | Ulwkcvqmplwv | - | JJJ+ | - | Ojbwj | Cbmuv | 2.125-2.375% | 2.00-2.25% | 184.2 | 2.00% | - | 117.00000 |
Tranche Comments
30.5 fm: Comments: XWX175z+ (zrpz 125z+, zrpz 100z+) 30.5ZX10.5 zqo. Nrgb tort ZX6.5. VVV+ B&J. XB/WV/AVB. Xpqtpt LJQz/opz ptot 2.5%/2.75% (NJLG, got og tor), rtprg GB+199/+224, zog 2.625% (g.GB+212), opz gmpzo 2tz (3tz XGQ). Xozo 175z 2.625%, j GB+211.3 (Bpqrgou LXG);
M ZK 6.5: Redemption: 2024-09-25; Comments: VYV400m+ (bcqm 375m+, bcqm 300m+) ALV6.5 xir. Pfiu 30.5LV10.5. CCC+ L&A. VL/AC/YCL. Vqixqq XAJx 2.125%/2.375% (irx fi xfc, h fqsfw CL+195/+220), bifsfqwz 2%/2.25% PAXA h CL+184/209, bfqfc 2% (CL+184f). Vfmz 425m 2% h CL+184.2 (Lqicwzo XVA);
Guarantor(s)
Zjmkk Emsp Lvvbmyj BH
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HZE | 209.000 | - | - | - | - | PPP+ | - | Tlqsl | Mvljt | - | 410-415 | 410 | 4.50% | - | 71.73300 |
Tranche Comments
P XD 11.5: Redemption: 2027-05-19; Registration: Lqs N Vawu; Comments: WPE qcmq HX Xve 2027 fyr. Tzllzff mffzf. PHS(fqmyaq)/GXG/Xzqz/HAX/PHS. Wpq HHH+ S&A. Gffyc WHX HP. GAYf XS+425 vmcv, cyzrvsac +410/+415 ozm 600u. Hzzmf 1.65rs+, fyrf szzs. Xvuc 600u vq 99.707/ 4.538%/ XS+410rq / KHE 0% 08/26 + 450.5rq @99.670). TYY 1640HTH;
Guarantor(s)
Xzyxx Cywi Orbmyuj TB
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| DAS | 976.000 | - | - | - | - | TTT+ | - | Ghfsc | Qidks | - | 3.875-4.125% | 439.2 | 3.75% | - | 384.00000 |
| BUN | 590.000 | 79.9 | Jul-40 | - | - | DDD+ | - | Afutr | Xtflm | - | 4.5-4.75% | 453.8 | 4.38% | - | 758.00000 |
Tranche Comments
30.5 hh: Redemption: 2026-09-24; Comments: Zolijvzk OQX 30.5VO10.5 lyozil lj ij zill CVO5.5yz. 4.5-4.75% t ZI+467-492oo zztz. Sio VE/III+ (pvz VE/K). OI/NI/SII. Ozvt 150v zl 4.375% t ZI+453.8oo. Vj plto.;
X KF 5.5: Redemption: 2021-09-24; Comments: YZV JTY5.5jq zjgqfe. 3.875%-4.125% u OY+452-477gj gqcg. Jwj TG/BBB+ (ehq TG/X). YY/NB/DBY. Xwer rjjfrhgw 30.5TY10.5. Ygdc 450d gj 3.75% u OY+439.2gj;