EUR - Selection Auto and Telecom Sorted by Workout Date SCHATZ FUT 2 YR -0.23 BOBL FUT 5 YR 0.08 BUND FUT 10 YR 0.69 BUND FUT 30 YR 1.38 Auto 3 to 5 years XS0729046218 EUR 3.250 BMW FINANCE NV 14.01.2019 1.3 B 109.67 0.43 21 3.27 DE / Auto XS0731681556 EUR 3.250 VOLKSWAGEN INTL FIN NV 21.01.2019 1.3 B 109.72 0.43 21 3.29 DE / Auto 1k / 1k A2 / A DE000A1MLXN3 EUR 2.625 DAIMLER AG 02.04.2019 750 MM 107.96 0.44 19 3.51 DE / Auto XS1035001921 EUR 1.875 FCE BANK PLC 18.04.2019 650 MM 103.28 0.97 73 3.57 GB / Auto 100k / 1k Baa3 / BBB XS0967299016 EUR 1.875 AMERICAN HONDA FINANCE 04.09.2019 750 MM 105.48 0.52 23 3.90 JP / Auto 100k / 1k A1 / A+ FR0012173144 EUR 1.125 RCI BANQUE SA 30.09.2019 600 MM 101.32 0.80 51 4.03 FR / Auto MWC (15 bp) XS0858089740 EUR 2.375 VOLVO TREASURY AB 26.11.2019 600 MM 106.53 0.83 52 4.07 SE / Auto 100k / 1k Baa2 / BBB DE000A1R0TN7 EUR 1.750 DAIMLER AG 21.01.2020 750 MM 105.26 0.56 22 4.29 DE / Auto XS0954684972 EUR 1.800 TOYOTA MOTOR CREDIT CORP 23.07.2020 1 B 105.52 0.67 27 4.78 JP / Auto 5 to 7 years XS0969344083 EUR 3.125 CONTINENTAL AG 09.09.2020 750 MM 110.74 0.96 54 4.66 DE / Auto MWC (75 bp) XS0909788290 EUR 2.000 VOLKSWAGEN INTL FIN NV 26.03.2021 1 B 106.33 0.85 36 5.33 DE / Auto 1k / 1k A2 / A XS1048519596 EUR 2.250 RCI BANQUE SA 29.03.2021 500 MM 105.61 1.22 73 5.28 FR / Auto DE000A1TNJ97 EUR 2.000 DAIMLER AG 25.06.2021 750 MM 106.89 0.80 28 5.58 DE / Auto XS1107890763 EUR 1.000 TOYOTA MOTOR CREDIT CORP 10.09.2021 1 B 100.62 0.89 35 5.86 JP / Auto DE000A1R04X6 EUR 2.250 DAIMLER AG 24.01.2022 750 MM 108.41 0.91 31 6.01 DE / Auto XS1186131717 EUR 1.134 FCE BANK PLC 10.02.2022 650 MM 97.54 1.53 93 6.20 GB / Auto 100k / 1k Baa3 / BBB FR0012759744 EUR 1.250 RCI BANQUE SA 08.06.2022 750 MM 98.62 1.46 82 6.50 FR / Auto XS1171489393 EUR 0.750 TOYOTA MOTOR CREDIT CORP 21.07.2022 1 B 98.19 1.02 36 6.75 JP / Auto MWC (18 bp) 1/5
Auto 7 to 10 years XS1105276759 EUR 1.250 BMW FINANCE NV 05.09.2022 750 MM 101.37 1.05 37 6.69 DE / Auto XS0823975585 EUR 2.375 VOLKSWAGEN LEASING GMBH 06.09.2022 1 B 108.70 1.09 41 6.44 DE / Auto 100k / 100k Aa3 / A XS0877622034 EUR 2.375 BMW FINANCE NV 24.01.2023 750 MM 109.02 1.11 38 6.82 DE / Auto XS1014610254 EUR 2.625 VOLKSWAGEN LEASING GMBH 15.01.2024 1.3 B 110.27 1.33 49 7.54 DE / Auto 1k / 1k Aa3 / A FR0011689033 EUR 3.250 VALEO SA 22.01.2024 700 MM 112.28 1.68 84 7.37 FR / Auto 100k / 100k Baa2 / BBB XS1084563615 EUR 1.750 ROBERT BOSCH GMBH 08.07.2024 750 MM 104.10 1.26 37 8.25 DE / Auto 100k / 100k NR / AA- MWC (10 bp) DE000A11QSB8 EUR 1.875 DAIMLER AG 08.07.2024 500 MM 104.69 1.32 43 8.21 DE / Auto XS1168962063 EUR 1.000 BMW FINANCE NV 21.01.2025 750 MM 96.54 1.39 45 8.91 DE / Auto 2/5
SCHATZ FUT 2 YR -0.23 BOBL FUT 5 YR 0.08 BUND FUT 10 YR 0.69 BUND FUT 30 YR 1.38 Telecom 3 to 5 years FR0011164664 EUR 5.000 EUTELSAT SA 14.01.2019 800 MM 114.15 0.83 61 3.18 FR / Telecom 100k / 100k Baa3 / BBB XS1075430741 EUR 1.125 BRITISH TELECOM PLC 10.06.2019 1 B 101.93 0.62 36 3.77 GB / Telecom 100k / 1k Baa2 / BBB MWC (12 bp) FR0011660596 EUR 2.625 EUTELSAT SA 13.01.2020 930 MM 106.47 1.05 c 74 3.94 FR / Telecom 100k / 100k Baa3 / BBB C 2019@100 XS0699618863 EUR 4.125 AMERICA MOVIL SAB DE CV 25.10.2019 1 B 113.66 0.83 53 3.85 MX / Telecom 100k / 1k A2 / A- XS0462999573 EUR 4.693 TELEFONICA EMISIONES SAU 11.11.2019 1.8 B 116.19 0.83 52 3.86 ES / Telecom 50k / 50k Baa2 / BBB, MWC (50 bp) FR0010830034 EUR 4.875 VIVENDI SA 02.12.2019 700 MM 116.88 0.89 58 3.90 FR / Telecom 50k / 50k Baa2 / BBB XS0842214818 EUR 4.710 TELEFONICA EMISIONES SAU 20.01.2020 1.2 B 116.76 0.88 54 4.05 ES / Telecom 100k / 100k Baa2 / BBB XS0592627003 EUR 4.250 TELIASONERA AB 18.02.2020 750 MM 116.35 0.60 26 4.17 SE / Telecom 100k / 1k A3 / A- XS0493098486 EUR 4.625 SES 09.03.2020 650 MM 116.49 0.95 60 4.18 LU / Telecom 50k / 1k Baa2 / BBB XS0496546853 EUR 4.250 TELSTRA CORP LTD 23.03.2020 1 B 116.60 0.62 26 4.26 AU / Telecom 50k / 1k A2 / A XS0498175503 EUR 4.125 TELENOR ASA 26.03.2020 750 MM 115.64 0.70 34 4.28 NO / Telecom 50k / 1k A3 / A XS0500397905 EUR 3.875 ORANGE SA 09.04.2020 1 B 113.81 0.86 50 4.32 FR / Telecom 50k / 1k Baa1 / BBB+ 5 to 7 years XS1109802303 EUR 1.000 VODAFONE GROUP PLC 11.09.2020 1.8 B 99.73 1.06 64 4.92 GB / Telecom 100k / 1k Baa1 / BBB+ C 2020@100 XS0543354236 EUR 3.750 KONINKLIJKE KPN NV 21.09.2020 722.7 MM 112.05 1.31 89 4.60 NL / Telecom 50k / 1k Baa3 / BBB- XS0972165848 EUR 2.000 SWISSCOM AG (LUNAR FUNDI 30.09.2020 500 MM 105.80 0.85 42 4.85 CH / Telecom 100k / 1k A2 / A XS0563306314 EUR 3.875 ORANGE SA 14.01.2021 1.3 B 115.36 0.97 51 4.92 FR / Telecom 50k / 50k Baa1 / BBB+ XS0600056641 EUR 4.750 SES 11.03.2021 650 MM 119.22 1.19 71 4.98 LU / Telecom 100k / 1k Baa2 / BBB XS1077882121 EUR 1.750 EMIRATES TELECOM CORP 18.06.2021 1.2 B 102.63 1.28 77 5.56 AE / Telecom 100k / 1k Aa3 / AA- XS0802174044 EUR 3.000 AMERICA MOVIL SAB DE CV 12.07.2021 1 B 109.66 1.30 78 5.47 MX / Telecom 100k / 1k A2 / A- MWC (34 bp) 3/5
Telecom XS1051076922 EUR 1.875 SWISSCOM AG (LUNAR FUNDI 08.09.2021 500 MM 104.96 1.03 48 5.69 CH / Telecom 100k / 1k A2 / A XS0993145084 EUR 2.650 AT&T INC 17.12.2021 1 B 108.55 1.20 c 64 5.60 US / Telecom 100k / 1k Baa1 / BBB+, C 2021@100, MWC (25 bp) XS0465576030 EUR 4.750 TELIASONERA AB 16.11.2021 850 MM 123.19 0.94 37 5.47 SE / Telecom 50k / 1k A3 / A- XS0999667263 EUR 3.125 TELEKOM FINANZMANAGEMENT 03.12.2021 750 MM 110.86 1.33 75 5.70 AT / Telecom 1k / 1k Baa2 / BBB XS0479869744 EUR 4.650 VODAFONE GROUP PLC 20.01.2022 1.3 B 119.91 1.41 81 5.62 GB / Telecom 50k / 1k Baa1 / BBB+ XS1030900168 EUR 2.375 VERIZON COMMUNICATIONS 17.02.2022 1.8 B 107.08 1.24 64 6.02 US / Telecom 100k / 1k Baa1 / BBB+, MWC (20 bp) XS0752092311 EUR 4.250 KONINKLIJKE KPN NV 01.03.2022 614.9 MM 115.55 1.73 112 5.75 NL / Telecom 100k / 1k Baa3 / BBB- XS1144086110 EUR 1.450 AT&T INC 01.06.2022 1.5 B 100.53 1.37 c 75 6.23 US / Telecom 100k / 1k Baa1 / BBB+ C 2022@100, MWC (20 bp) XS0680904827 EUR 4.000 TELIASONERA AB 22.03.2022 630 MM 118.73 1.06 44 5.89 SE / Telecom 100k / 1k A3 / A- XS0767278301 EUR 4.000 TELEKOM FINANZMANAGEMENT 04.04.2022 750 MM 116.59 1.38 76 5.90 AT / Telecom 1k / 1k Baa2 / BBB XS0706229555 EUR 3.750 TELSTRA CORP LTD 16.05.2022 750 MM 117.56 1.06 42 6.08 AU / Telecom 100k / 1k A2 / A XS1069430368 EUR 2.242 TELEFONICA EMISIONES SAU 27.05.2022 1.3 B 105.56 1.38 74 6.30 ES / Telecom 100k / 100k Baa2 / BBB XS0519902851 EUR 4.750 AMERICA MOVIL SAB DE CV 28.06.2022 750 MM 122.00 1.39 73 6.03 MX / Telecom 50k / 1k A2 / A- MWC (40 bp) XS0525787874 EUR 4.250 DEUTSCHE TELEKOM INT FIN 13.07.2022 1.3 B 120.49 1.17 50 6.16 DE / Telecom + 7 to 10 years XS0903136736 EUR 2.500 TELSTRA CORP LTD 15.09.2023 1 B 108.72 1.36 55 7.24 AU / Telecom 100k / 1k A2 / A XS1076018131 EUR 2.400 AT&T INC 15.03.2024 1.6 B 105.18 1.73 c 90 7.51 US / Telecom 100k / 1k Baa1 / BBB+ FR0011560077 EUR 3.125 ORANGE SA 09.01.2024 650 MM 111.92 1.60 77 7.37 FR / Telecom 100k / 100k Baa1 / BBB+ XS1146282634 EUR 1.625 VERIZON COMMUNICATIONS 01.03.2024 1.4 B 99.90 1.64 78 7.90 US / Telecom 100k / 1k Baa1 / BBB+ BE6265262327 EUR 2.375 BELGACOM SA 04.04.2024 600 MM 107.25 1.48 62 7.80 BE / Telecom 100k / 100k A1 / A, C 2023@100, MWC (15 bp) MWC (10 bp), MWC (15 bp) Step Rtg XS0847580353 EUR 2.750 DEUTSCHE TELEKOM INT FIN 24.10.2024 650 MM 110.99 1.47 55 8.06 DE / Telecom + XS0933241456 EUR 2.500 TELENOR ASA 22.05.2025 650 MM 109.16 1.49 51 8.70 NO / Telecom 100k / 1k A3 / A 4/5
Abbreviations used in Lists: Yield Calculations c: The yield is calculated on the next call date p: The yield is calculated on the next put date w: The yield is calculated on a call date, but not the next one Call Features Call 6m mm.yyyy @... Call mm.yyyy @... Call mm.yyyy @... * Callable Anytime Called / dd.mm.yyyy The debt may be called on mm.yyyy and then every 6 months The debt has only one call option on mm.yyyy The debt has several call options with irregular frequency A call may be announced anytime The call option has been exercised Coupon Types FRN: Floating Rate Note - The coupon is reset every quarter FTF: Fix-To-Float or Float-To-Fix - A specific case of variable coupon ILB: Inflation Linked Bond - The coupon is linked to a inflation indicator PIK: Pay in Kind - The coupon is paid with additional debt or stock instead of cash VAR: Variable Coupon - The coupon changes during the life of the bond Various Cpn: Currency of coupon - used for dual currencies bonds Dom.: Domestic bonds - Bonds issued on a domestic market Into...: Convertible into... LT2: Lower Tier 2 - A specific rank of subordinated debt LTM: Life to Maturity MWC: Make Whole Call - A specific type of call provision Rdp: Currency of redemption - used for dual currencies bonds Rdpt: Price of redemption - indicated when it is different than 100% Sub: Subordinated - In case of default, the debt is reimbursed after the senior debts UT2: Upper Tier 2 - A specific rank of subordinated debt Price Options a: Adjusted price d: Dirty price u : Unit traded Taxes and Restrictions Disclaimer Coupon Frequency S-A: Qtrly: Mthly: Semi-annual Quarterly Monthly Amount k: Thousand This document has been issued by bridport & co. It has been prepared solely for informational purposes and should not be construed as an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any transaction or trading activity. The contents are based on sources believed to be reliable, accurate and complete. No representations or guarantees are hereby made as regards the accuracy or completeness of the information contained herein and such information does not replace the advice or recommendations of a qualified professional, which prospective investors (whether individual or institutional) are strongly encouraged to seek. No responsibility whatsoever is hereby accepted for any damage arising out of or in connection with the use of the information contained in this document, whether direct or indirect and whether arising in contract, tort or otherwise. For the avoidance of doubt, this document is neither an offer, a contractual document or any form of recommendation. Any information (including prices, availability and expressions) in this document is purely indicative and is subject to change without notice. This document may not be copied, distributed, reproduced or transmitted for any purpose without bridport & co s prior consent in writing. MM: Million B: Billion GU: Gross Up - All bonds are subject to EU tax for European residents (35%), : RegS: unless written GU (Gross-Up) Subject to a Withholding Tax A bond issued for non-us investors only 144A: A placement designed for US investors only CoCos: Contingent convertibles - Please, note that this class of asset is subject to sales restrictions to retail investors in some jurisdictions (UK for instance) - - 5/5