BRAZIL BOND LIST UNIVERSE

This list does not constitute a recommendation to buy / sell by Santander, is for illustrative purposes only and provided at your request

Bid Next Call Z-

Mininum CCY Cupon Bonds Maturity Bid Ask Ask YTM Ask YTC Mod Dur Rating Vol MM ISIN Collateral
YTM Date Spread
BRAZIL SOVEREIGN
100,000 USD 4.875 BRAZIL 4 7/8 01/22/21 22.01.2021 100.03 100.26 3.85% -4.44% -462 0.03 BB- 2,713 US105756BS83 Sr Unsecured
200,000 USD 2.625 BRAZIL 2 5/8 01/05/23 05.01.2023 103.38 103.84 0.90% 0.67% 46 1.94 BB- 2,150 US105756BU30 Sr Unsecured
1,000 USD 8.875 BRAZIL 8 7/8 04/15/24 15.04.2024 124.30 125.46 1.24% 0.92% 61 2.88 BB- 1,029 US105756AR10 Sr Unsecured
200,000 USD 4.250 BRAZIL 4 1/4 01/07/25 07.01.2025 109.13 109.63 1.86% 1.74% 135 3.69 BB- 4,300 US105756BV13 Sr Unsecured
1,000 USD 8.750 BRAZIL 8 3/4 02/04/25 04.02.2025 125.55 126.42 2.15% 1.95% 156 3.44 BB- 688 US105756BF62 Sr Unsecured
200,000 USD 6.000 BRAZIL 6 04/07/26 07.04.2026 119.08 119.63 2.13% 2.03% 148 4.53 BB- 2,176 US105756BX78 Sr Unsecured
1,000 USD 10.125 BRAZIL 10 1/8 05/15/27 15.05.2027 142.38 143.31 2.79% 2.66% 201 4.99 BB- 765 US105756AE07 Sr Unsecured
200,000 USD 4.625 BRAZIL 4 5/8 01/13/28 13.01.2028 110.69 111.30 2.93% 2.83% 13.10.2027 2.78% 205 5.73 BB- 3,000 US105756BZ27 Sr Unsecured
200,000 USD 4.500 BRAZIL 4 1/2 05/30/29 30.05.2029 109.87 110.40 3.15% 3.08% 217 6.83 BB- 2,000 US105756CA66 Sr Unsecured
200,000 USD 4.625 BRAZIL 4 5/8 01/13/28 13.01.2028 110.69 111.30 2.93% 2.83% 13.10.2027 2.78% 205 5.73 BB- 3,000 US105756BZ27 Sr Unsecured
200,000 USD 3.875 BRAZIL 3 7/8 06/12/30 12.06.2030 103.53 104.02 3.43% 3.37% 238 7.86 BB- 3,500 US105756CC23 Sr Unsecured
1,000 USD 7.125 BRAZIL 7 1/8 01/20/37 20.01.2037 131.70 132.68 4.36% 4.28% 302 10.19 BB- 1,634 US105756BK57 Sr Unsecured
200,000 USD 5.000 BRAZIL 5 01/27/45 27.01.2045 106.55 107.05 4.55% 4.52% 308 13.97 BB- 3,300 US105756BW95 Sr Unsecured
100,000 USD 5.625 BRAZIL 5 5/8 01/07/41 07.01.2041 113.92 114.79 4.56% 4.50% 312 12.51 BB- 2,221 US105756BR01 Sr Unsecured
200,000 USD 5.625 BRAZIL 5 5/8 02/21/47 21.02.2047 114.75 115.60 4.64% 4.59% 315 14.23 BB- 2,789 US105756BY51 Sr Unsecured
200,000 USD 4.750 BRAZIL 4 3/4 01/14/50 14.01.2050 101.96 102.69 4.63% 4.58% 14.07.2049 4.58% 311 15.36 BB- 3,250 US105756CB40 Sr Unsecured
BNDES
200,000 USD 5.750 BNDES 5 3/4 09/26/23 26.09.2023 111.79 112.47 1.30% 1.06% 80 2.51 BB- 1,094 USP14486AJ63 Sr Unsecured
200,000 USD 4.750 BNDES 4 3/4 05/09/24 09.05.2024 108.89 109.58 1.97% 1.77% 145 3.08 BB- 497 USP14486AM92 Sr Unsecured
BANBRA
100,000 USD 5.375 BANBRA 5 3/8 01/15/21 15.01.2021 99.89 100.27 18.00% -26.26% -2,486 0.01 N/A 660 USP3772WAB83 Subordinated
200,000 USD 5.875 BANBRA 5 7/8 01/26/22 26.01.2022 104.43 104.89 1.56% 1.12% 93 0.99 N/A 1,490 USG07402DN01 Subordinated
200,000 USD 3.875 BANBRA 3 7/8 10/10/22 10.10.2022 103.92 104.41 1.59% 1.31% 111 1.68 BB- 1,810 US05958AAJ79 Sr Unsecured
200,000 USD 4.875 BANBRA 4 7/8 04/19/23 19.04.2023 106.51 107.06 1.93% 1.69% 146 2.14 BB- 750 USP3772WAJ10 Sr Unsecured
200,000 USD 5.875 BANBRA 5 7/8 01/19/23 19.01.2023 107.24 107.95 2.19% 1.85% 163 1.87 B- 741 USP3772WAE23 Subordinated
200,000 USD 4.750 BANBRA 4 3/4 03/20/24 20.03.2024 107.56 108.13 2.28% 2.10% 179 2.94 BB- 750 USP1R027AA25 Sr Unsecured
200,000 USD 4.625 BANBRA 4 5/8 01/15/25 15.01.2025 108.52 109.17 2.38% 2.22% 183 3.60 BB- 1,000 USP3772WAH53 Sr Unsecured
200,000 USD 6.250 BANBRA 6 1/4 PERP Perpetual 102.14 102.87 5.49% 5.45% 15.04.2024 5.28% 497 2.89 CCC+ 1,950 USG07402DP58 Jr Subordinated
200,000 USD 9.000 BANBRA 9 PERP Perpetual 111.05 111.96 7.00% 6.94% 18.06.2024 5.15% 483 2.96 CCC+ 2,150 USP3772WAF97 Jr Subordinated
200,000 USD 9.250 BANBRA 9 1/4 PERP Perpetual 109.53 110.42 7.80% 7.73% 15.04.2023 4.35% 412 2.02 CCC+ 1,286 USP3772WAC66 Jr Subordinated
BRADESCO
100,000 USD 5.900 BRADES 5.9 01/16/21 16.01.2021 99.92 100.29 12.83% -19.14% -1,850 0.01 Ba3 1,600 USG0732RAF58 Subordinated
200,000 USD 5.750 BRADES 5 3/4 03/01/22 01.03.2022 104.64 105.23 1.61% 1.10% 91 1.09 Ba3 1,100 USG0732RAG32 Subordinated
200,000 USD 2.850 BRADES 2.85 01/27/23 27.01.2023 102.16 102.68 1.77% 1.51% 130 1.96 BB- 800 US05947LAY48 Sr Unsecured
200,000 USD 3.200 BRADES 3.2 01/27/25 27.01.2025 104.24 104.84 2.10% 1.95% 155 3.74 BB- 800 US05947LAZ13 Sr Unsecured
BTG
200,000 USD 5.750 BTGPBZ 5 3/4 09/28/22 28.09.2022 105.69 106.35 2.33% 1.96% 175 1.62 Ba3 450 USP07790AD31 Subordinated
200,000 USD 5.500 BTGPBZ 5 1/2 01/31/23 31.01.2023 106.55 107.47 2.21% 2.21% 155 1.91 Ba2 500 US05971BAD10 Sr Unsecured
200,000 USD 4.500 BTGPBZ 4 1/2 01/10/25 10.01.2025 106.36 107.12 2.81% 2.61% 10.12.2024 2.58% 219 3.59 BB- 500 US05971BAE92 Sr Unsecured
200,000 USD 7.750 BTGPBZ 7 3/4 02/15/29 15.02.2029 108.48 109.34 5.22% 5.18% 15.02.2024 4.52% 423 2.68 B1 600 USP07790AE14 Subordinated
ITAU
100,000 USD 5.750 ITAU 5 3/4 01/22/21 22.01.2021 99.88 100.33 9.67% -5.91% -606 0.03 Ba3 1,250 US46556MAB81 Subordinated
200,000 USD 6.200 ITAU 6.2 12/21/21 21.12.2021 104.21 104.72 1.68% 1.15% 96 0.92 Ba3 1,050 US46556MAE21 Subordinated
200,000 USD 5.650 ITAU 5.65 03/19/22 19.03.2022 104.30 104.93 1.97% 1.44% 124 1.14 Ba3 1,250 US46556MAF95 Subordinated
200,000 USD 5.500 ITAU 5 1/2 08/06/22 06.08.2022 105.33 105.93 2.03% 1.65% 145 1.48 Ba3 1,375 US46556MAH51 Subordinated
200,000 USD 5.125 ITAU 5 1/8 05/13/23 13.05.2023 106.64 107.31 2.19% 1.91% 167 2.20 Ba3 1,870 US46556MAJ18 Subordinated
200,000 USD 2.900 ITAU 2.9 01/24/23 24.01.2023 102.23 102.84 1.78% 1.48% 126 1.95 BB- 1,000 US46556KAA43 Sr Unsecured
200,000 USD 3.250 ITAU 3 1/4 01/24/25 24.01.2025 104.39 105.01 2.11% 1.95% 155 3.73 BB- 500 US46556KAB26 Sr Unsecured
200,000 USD 4.500 ITAU 4 1/2 11/21/29 21.11.2029 102.88 103.61 3.48% 3.38% 311 3.51 B1 750 US46556MAM47 Subordinated
200,000 USD 6.125 ITAU 6 1/8 PERP Perpetual 101.75 102.68 4.50% 4.46% 12.12.2022 4.65% 444 1.79 B2 1,250 USP5R6DPAA84 Jr Subordinated
200,000 USD 6.500 ITAU 6 1/2 PERP Perpetual 103.28 104.07 4.38% 4.34% 19.03.2023 4.52% 429 1.99 B2 750 USP5R6DPAB67 Jr Subordinated
200,000 USD 4.625 ITAU 4 5/8 PERP Perpetual 97.80 98.56 3.91% 3.88% 27.02.2025 5.01% 461 3.64 BB- 700 USP59699AB77 Jr Subordinated
BANCO SAFRA
200,000 USD 6.750 BANSAF 6 3/4 01/27/21 27.01.2021 100.18 100.50 2.40% -5.04% -521 0.04 Ba3 500 USP1507FAA32 Subordinated
200,000 USD 4.125 BANSAF 4 1/8 02/08/23 08.02.2023 103.57 104.35 2.35% 1.97% 175 1.96 BB- 500 US05964TAQ22 Sr Unsecured
BANCO VOTORANTIM
200,000 USD 4.000 BANVOR 4 09/24/22 24.09.2022 103.51 104.09 1.89% 1.55% 135 1.63 BB- 400 XS2055651082 Sr Unsecured
200,000 USD 4.500 BANVOR 4 1/2 09/24/24 24.09.2024 105.84 106.59 2.83% 2.62% 226 3.37 BB- 450 XS2055749720 Sr Unsecured
200,000 USD 4.375 BANVOR 4 3/8 07/29/25 29.07.2025 106.33 106.96 2.88% 2.74% 227 4.06 BB- 600 XS2210789934 Sr Unsecured
200,000 USD 8.250 BANVOR 8 1/4 PERP Perpetual 106.12 107.32 6.37% 6.29% 07.12.2022 4.20% 399 1.75 CCC 300 USP1516SFH42 Jr Subordinated
OTHER BANKS
150,000 USD 3.500 CAIXBR 3 1/2 11/07/22 07.11.2022 103.27 103.87 1.67% 1.34% 113 1.76 Ba2 500 US12803X2B68 Sr Unsecured
200,000 USD 7.375 BRSRBZ 7 3/8 02/02/22 02.02.2022 104.93 105.20 2.61% 2.36% 217 0.99 B1 523 USP12445AA33 Subordinated
150,000 USD 4.250 DAYCOV 4 1/4 12/13/24 13.12.2024 103.81 104.64 3.21% 2.99% 260 3.59 Ba2 450 XS2092941330 Sr Unsecured
BRASKEM
200,000 USD 5.375 BRASKM 5 3/8 05/02/22 02.05.2022 104.31 105.11 2.01% 1.41% 121 1.26 BB+ 289 USG1315RAG68 Sr Unsecured
200,000 USD 3.500 BRASKM 3 1/2 01/10/23 10.01.2023 102.21 102.99 2.36% 1.96% 169 1.85 BB+ 207 USN15516AA01 Sr Unsecured
200,000 USD 6.450 BRASKM 6.45 02/03/24 03.02.2024 109.68 110.40 3.11% 2.87% 258 2.73 BB+ 750 US10553YAF25 Sr Unsecured
200,000 USD 4.500 BRASKM 4 1/2 01/10/28 10.01.2028 104.64 105.50 3.74% 3.60% 285 5.81 BB+ 1,250 USN15516AB83 Sr Unsecured
200,000 USD 4.500 BRASKM 4 1/2 01/31/30 31.01.2030 102.64 103.50 4.15% 4.03% 308 7.27 BB+ 1,500 USN15516AD40 Sr Unsecured
200,000 USD 7.125 BRASKM 7 1/8 07/22/41 22.07.2041 115.56 116.57 5.82% 5.74% 439 10.99 BB+ 750 USU1065PAA94 Sr Unsecured
200,000 USD 5.875 BRASKM 5 7/8 01/31/50 31.01.2050 103.26 104.59 5.65% 5.55% 412 13.83 BB+ 750 USN15516AE23 Sr Unsecured
200,000 USD 8.500 BRASKM 8 1/2 01/23/81 23.01.2081 111.19 112.16 7.75% 7.68% 24.10.2025 5.57% 509 3.83 B+ 600 USN15516AF97 Subordinated
100,000 USD 7.375 BRASKM 7 3/8 PERP 102.55 103.09 7.19% 7.15% 15.01.2021 -351.52% 0.01 BB+ 500 USG1315RAC54 Sr Unsecured
PETROBRAS
2,000 USD 4.375 PETBRA 4 3/8 05/20/23 20.05.2023 106.46 107.07 1.57% 1.32% 108 2.24 BB- 932 US71647NAF69 Sr Unsecured
2,000 USD 6.250 PETBRA 6 1/4 03/17/24 17.03.2024 113.50 114.19 1.86% 1.65% 135 2.88 BB- 795 US71647NAM11 Sr Unsecured
2,000 USD 5.299 PETBRA 5.299 01/27/25 27.01.2025 112.68 113.47 2.02% 1.83% 143 3.61 BB- 1,099 US71647NAV10 Sr Unsecured
2,000 USD 8.750 PETBRA 8 3/4 05/23/26 23.05.2026 129.29 130.09 2.83% 2.69% 214 4.43 BB- 1,072 US71647NAQ25 Sr Unsecured
2,000 USD 7.375 PETBRA 7 3/8 01/17/27 17.01.2027 123.09 123.86 3.13% 3.01% 238 4.87 BB- 1,833 US71647NAS80 Sr Unsecured
2,000 USD 5.999 PETBRA 5.999 01/27/28 27.01.2028 115.90 116.72 3.44% 3.32% 256 5.72 BB- 2,028 US71647NAY58 Sr Unsecured
2,000 USD 5.750 PETBRA 5 3/4 02/01/29 01.02.2029 115.13 116.02 3.57% 3.45% 260 6.43 BB- 1,000 US71647NAZ24 Sr Unsecured
2,000 USD 5.093 PETBRA 5.093 01/15/30 15.01.2030 110.23 111.02 3.75% 3.65% 270 7.14 BB- 3,924 US71647NBE85 Sr Unsecured
2,000 USD 5.600 PETBRA 5.6 01/03/31 03.01.2031 113.00 113.65 4.01% 3.93% 291 7.62 BB- 2,385 US71647NBH17 Sr Unsecured
2,000 USD 6.875 PETBRA 6 7/8 01/20/40 20.01.2040 123.45 124.60 4.96% 4.88% 354 11.19 BB- 1,029 US71645WAQ42 Sr Unsecured
2,000 USD 6.750 PETBRA 6 3/4 01/27/41 27.01.2041 122.10 123.23 4.99% 4.91% 356 11.58 BB- 1,059 US71645WAS08 Sr Unsecured
2,000 USD 7.250 PETBRA 7 1/4 03/17/44 17.03.2044 126.53 127.55 5.26% 5.19% 381 12.30 BB- 1,648 US71647NAK54 Sr Unsecured
2,000 USD 6.900 PETBRA 6.9 03/19/49 19.03.2049 124.13 125.31 5.25% 5.18% 376 13.70 BB- 2,048 US71647NBD03 Sr Unsecured
2,000 USD 6.750 PETBRA 6 3/4 06/03/50 03.06.2050 121.10 122.14 5.33% 5.26% 382 14.00 BB- 1,726 US71647NBG34 Sr Unsecured
2,000 USD 6.850 PETBRA 6.85 06/05/15 05.06.2115 120.96 122.17 5.66% 5.60% 421 17.58 BB- 2,199 US71647NAN93 Sr Unsecured
CSN
200,000 USD 7.625 CSNABZ 7 5/8 02/13/23 13.02.2023 103.56 104.25 5.79% 5.44% 13.02.2021 2.34% 212 0.09 B2 925 USL21779AC45 Sr Unsecured
200,000 USD 7.625 CSNABZ 7 5/8 04/17/26 17.04.2026 107.15 108.32 6.02% 5.77% 17.04.2022 3.79% 359 1.19 B2 600 USL21779AD28 Sr Unsecured
200,000 USD 6.750 CSNABZ 6 3/4 01/28/28 28.01.2028 108.04 108.97 5.36% 5.21% 28.01.2024 4.60% 432 2.68 B2 1,300 USG2583XAB76 Sr Unsecured
100,000 USD 7.000 CSNABZ 7 PERP 98.22 99.30 7.13% 7.05% 23.03.2021 7.05% 562 13.89 B- 1,000 USG2585XAA75 Sr Unsecured
GERDAU
100,000 USD 5.750 GGBRBZ 5 3/4 01/30/21 30.01.2021 100.15 100.55 2.64% -5.01% -518 0.05 BBB- 366 USG3925DAA84 Sr Unsecured
200,000 USD 4.750 GGBRBZ 4 3/4 04/15/23 15.04.2023 107.41 108.27 1.40% 1.03% 80 2.14 BBB- 518 USG3925DAB67 Sr Unsecured
 Bid Next Call Z-
Mininum CCY Cupon Bonds Maturity Bid Ask Ask YTM Ask YTC Mod Dur Rating Vol MM ISIN Collateral
YTM Date Spread
150,000 USD 5.893 GGBRBZ 5.893 04/29/24 29.04.2024 112.71 113.52 1.90% 1.66% 106 2.80 BBB- 355 USG24422AA83 Sr Unsecured
200,000 USD 4.875 GGBRBZ 4 7/8 10/24/27 24.10.2027 115.39 116.30 2.40% 2.27% 154 5.82 BBB- 650 USG3925DAD24 Sr Unsecured
200,000 USD 4.250 GGBRBZ 4 1/4 01/21/30 21.01.2030 111.59 112.54 2.79% 2.68% 169 7.11 BBB- 500 USU4034GAA14 Sr Unsecured
200,000 USD 7.250 GGBRBZ 7 1/4 04/16/44 16.04.2044 143.94 144.05 4.26% 4.25% 283 12.89 BBB- 500 USG2440JAG07 Sr Unsecured
VALE
2,000 USD 6.250 VALEBZ 6 1/4 08/10/26 10.08.2026 123.97 124.68 1.72% 1.61% 102 4.75 BBB- 1,706 US91911TAP84 Sr Unsecured
2,000 USD 8.250 VALEBZ 8 1/4 01/17/34 17.01.2034 153.07 154.54 3.22% 3.12% 196 8.85 BBB- 681 US91911TAE38 Sr Unsecured
2,000 USD 6.875 VALEBZ 6 7/8 11/21/36 21.11.2036 146.00 147.15 3.16% 3.09% 181 10.78 BBB- 1,619 US91911TAH68 Sr Unsecured
2,000 USD 6.875 VALEBZ 6 7/8 11/10/39 10.11.2039 148.52 149.82 3.37% 3.30% 195 12.06 BBB- 1,331 US91911TAK97 Sr Unsecured
2,000 USD 5.625 VALEBZ 5 5/8 09/11/42 11.09.2042 134.09 135.22 3.39% 3.33% 191 13.67 BBB- 520 US91912EAA38 Sr Unsecured
VOTORANTIM
200,000 USD 4.750 VOTORA 4 3/4 06/17/24 17.06.2024 107.90 108.85 2.34% 2.06% 173 3.18 BBB- 144 USP3059UAA80 Sr Unsecured
200,000 USD 5.750 VOTORA 5 3/4 01/28/27 28.01.2027 116.97 118.02 2.69% 2.52% 179 4.91 BBB- 500 USC86068AA80 Sr Unsecured
200,000 USD 5.375 NEXA 5 3/8 05/04/27 04.05.2027 110.80 111.64 3.46% 3.32% 260 5.17 BB+ 700 USP98118AA38 Sr Unsecured
200,000 USD 7.250 VOTORA 7 1/4 04/05/41 05.04.2041 136.08 137.32 4.51% 4.44% 308 11.86 BBB- 610 USP98088AA83 Sr Unsecured
EMBRAER
2,000 USD 5.150 EMBRBZ 5.15 06/15/22 15.06.2022 102.91 103.71 3.05% 2.49% 229 1.37 BB+ 332 US29082AAA51 Sr Unsecured
2,000 USD 5.696 EMBRBZ 5.696 09/16/23 16.09.2023 106.53 107.30 3.13% 2.84% 258 2.45 BB+ 458 USG30376AB69 Sr Unsecured
2,000 USD 5.050 EMBRBZ 5.05 06/15/25 15.06.2025 105.81 106.65 3.62% 3.42% 297 3.95 BB+ 1,000 US29082HAA05 Sr Unsecured
2,000 USD 5.400 EMBRBZ 5.4 02/01/27 01.02.2027 106.17 107.17 4.23% 4.05% 341 5.06 BB+ 750 US29082HAB87 Sr Unsecured
200,000 USD 6.950 EMBRBZ 6.95 01/17/28 17.01.2028 113.09 114.04 4.74% 4.59% 385 5.53 BB+ 750 USN29505AA70 Sr Unsecured
BRF
100,000 EUR 2.750 BRFSBZ 2 3/4 06/03/22 03.06.2022 101.81 102.92 1.42% 0.63% 115 1.35 BB- 206 XS1242327168 Sr Unsecured
200,000 USD 3.950 BRFSBZ 3.95 05/22/23 22.05.2023 103.82 104.77 2.28% 1.88% 164 2.25 BB- 234 USP1905CAD22 Sr Unsecured
200,000 USD 4.750 BRFSBZ 4 3/4 05/22/24 22.05.2024 107.27 108.19 2.48% 2.21% 188 3.10 BB- 295 USP1905CAE05 Sr Unsecured
200,000 USD 4.350 BRFSBZ 4.35 09/29/26 29.09.2026 105.59 106.45 3.27% 3.11% 250 5.01 BB- 499 USA08163AA41 Sr Unsecured
200,000 USD 4.875 BRFSBZ 4 7/8 01/24/30 24.01.2030 108.49 109.31 3.76% 3.66% 270 7.05 Ba2 750 USP1905CJX94 Sr Unsecured
200,000 USD 5.750 BRFSBZ 5 3/4 09/21/50 21.09.2050 110.09 111.01 5.09% 5.03% 358 14.59 Ba2 800 USP1905CAJ91 Sr Unsecured
MARFRIG
200,000 USD 7.000 MRFGBZ 7 03/15/24 15.03.2024 102.51 103.00 6.12% 5.95% 08.02.2021 -0.14% -36 0.18 BB- 750 USG5825AAA00 Sr Unsecured
200,000 USD 6.875 MRFGBZ 6 7/8 01/19/25 19.01.2025 103.45 104.00 5.90% 5.75% 08.02.2021 -0.86% -110 0.07 BB- 1,000 USG5825AAB82 Sr Unsecured
200,000 USD 7.000 MRFGBZ 7 05/14/26 14.05.2026 108.65 109.42 5.13% 4.97% 14.05.2022 2.39% 219 1.28 BB- 1,000 USU63768AA01 Sr Unsecured
200,000 USD 6.625 MRFGBZ 6 5/8 08/06/29 06.08.2029 114.98 115.88 4.50% 4.38% 06.08.2024 2.81% 246 3.14 BB- 500 USU63768AB83 Sr Unsecured
JBS
2,000 USD 5.750 JBSSBZ 5 3/4 06/15/25 15.06.2025 103.00 103.56 4.98% 4.94% 08.02.2021 -3.58% 102 0.07 BB+ 900 USU0901CAJ90 Sr Unsecured
200,000 USD 5.750 JBSSBZ 5 3/4 01/15/28 15.01.2028 107.00 107.75 4.57% 4.45% 15.07.2022 2.37% 217 1.41 BB+ 750 USA29875AC44 Sr Unsecured
2,000 USD 5.500 JBSSBZ 5 1/2 01/15/30 15.01.2030 114.00 115.37 3.66% 3.50% 15.01.2025 2.14% 175 3.56 BB+ 1,250 USL56608AE95 Sr Unsecured
MINERVA
200,000 USD 6.500 BEEFBZ 6 1/2 09/20/26 20.09.2026 105.05 105.57 5.45% 5.35% 20.09.2021 2.97% 278 0.66 BB 1,289 USL6401PAF01 Sr Unsecured
200,000 USD 5.875 BEEFBZ 5 7/8 01/19/28 19.01.2028 107.76 108.58 4.57% 4.44% 19.01.2023 2.89% 268 1.86 BB 476 USL6401PAH66 Sr Unsecured
COSAN
200,000 USD 5.000 CSANBZ 5 03/14/23 14.03.2023 100.81 101.20 4.60% 4.41% 08.02.2021 -1.90% -212 0.17 BB- 121 USL20041AA41 Sr Unsecured
200,000 USD 5.950 CZZ 5.95 09/20/24 20.09.2024 #N/A N/A #N/A N/A ####### #VALUE! 28.01.2021 #VALUE!
#N/A Field Not Applicable
#N/A N/A BB- 204 USG25343AA52 Sr Unsecured
200,000 USD 7.000 CSANBZ 7 01/20/27 20.01.2027 107.45 108.36 5.53% 5.36% 20.01.2022 2.09% 190 0.97 BB- 650 USL20041AD89 Sr Unsecured
200,000 USD 5.500 CZZ 5 1/2 09/20/29 20.09.2029 109.84 110.57 4.14% 4.04% 20.09.2024 3.15% 279 3.31 BB- 750 USG25343AB36 Sr Unsecured
100,000 USD 8.250 CSANBZ 8 1/4 PERP 102.51 103.10 8.05% 8.00% 05.05.2021 -1.58% -179 0.31 BB- 500 XS0556373347 Sr Unsecured
200,000 USD 7.375 RAILBZ 7 3/8 02/09/24 09.02.2024 103.95 104.37 5.95% 5.80% 09.02.2021 -1.59% -181 0.08 BB- 750 USL79090AA13 Sr Unsecured
200,000 USD 5.875 RAILBZ 5 7/8 01/18/25 18.01.2025 105.73 106.40 4.31% 4.13% 18.01.2022 2.34% 215 0.97 BB- 500 USL79090AB95 Sr Unsecured
200,000 USD 5.300 RAIZBZ 5.3 01/20/27 20.01.2027 114.64 115.49 2.65% 2.51% 187 5.12 BBB- 725 USL7909CAA55 Sr Unsecured
SUZANO
200,000 USD 5.750 SUZANO 5 3/4 07/14/26 14.07.2026 117.17 118.03 2.34% 2.25% 167 4.70 BBB- 517 USA9890AAA81 Sr Unsecured
200,000 USD 6.000 SUZANO 6 01/15/29 15.01.2029 120.11 120.86 3.14% 3.04% 215 6.22 BBB- 1,748 US86964WAF95 Sr Unsecured
200,000 USD 5.000 SUZANO 5 01/15/30 15.01.2030 112.97 113.73 3.32% 3.23% 227 7.05 BBB- 1,000 US86964WAH51 Sr Unsecured
1,000 USD 3.750 SUZANO 3 3/4 01/15/31 15.01.2031 106.04 106.57 3.05% 2.99% 195 8.10 BBB- 1,250 US86964WAJ18 Sr Unsecured
200,000 USD 7.000 SUZANO 7 03/16/47 16.03.2047 133.61 134.65 4.75% 4.69% 325 13.49 BBB- 1,250 USA8372TAC20 Sr Unsecured
KLABIN
200,000 USD 5.250 KLAB 5 1/4 07/16/24 16.07.2024 111.06 111.92 1.98% 1.74% 140 3.17 BB+ 271 USL5828LAA72 Sr Unsecured
200,000 USD 4.875 KLAB 4 7/8 09/19/27 19.09.2027 111.25 112.24 3.00% 2.85% 213 5.69 BB+ 500 USL5828LAB55 Sr Unsecured
200,000 USD 5.750 KLAB 5 3/4 04/03/29 03.04.2029 116.08 116.90 3.49% 3.38% 247 6.44 BB+ 750 USA35155AA77 Sr Unsecured
200,000 USD 3.200 KLAB 3.2 01/12/31 12.01.2031 99.95 100.20 3.21% 3.18% 215 8.32 BB+ 500 USA35155AE99 Sr Unsecured
200,000 USD 7.000 KLAB 7 04/03/49 03.04.2049 126.36 127.45 5.21% 5.14% 371 13.64 BB+ 700 USA35155AB50 Sr Unsecured
FIBRIA
2,000 USD 5.250 FIBRBZ 5 1/4 05/12/24 12.05.2024 110.02 110.81 2.12% 1.89% 157 3.06 BBB- 353 US31572UAE64 Sr Unsecured
2,000 USD 4.000 FIBRBZ 4 01/14/25 14.01.2025 107.06 107.92 2.15% 1.94% 14.11.2024 1.85% 148 3.51 BBB- 340 US31572UAG13 Sr Unsecured
2,000 USD 5.500 FIBRBZ 5 1/2 01/17/27 17.01.2027 114.17 114.97 2.91% 2.78% 214 5.08 BBB- 700 US31572UAF30 Sr Unsecured
GOL
10,000 USD 7.000 GOLLBZ 7 01/31/25 31.01.2025 88.66 89.82 10.51% 10.12% 31.01.2022 10.12% 973 3.28 CCC+ 650 USL4441RAA43 Sr Unsecured
100,000 USD 8.750 GOLLBZ 8 3/4 PERP #N/A Field Not Applicable
83.72 86.12 10.40% 10.24% 05.04.2021 10.24% 897 9.50 Caa1 154 USG3980PAA33 Sr Unsecured
GLOBO
200,000 USD 4.843 GLOPAR 4.843 06/08/25 08.06.2025 106.10 107.03 3.34% 3.12% 08.03.2025 3.03% 262 3.75 BB+ 325 USP47773AN93 Sr Unsecured
200,000 USD 5.125 GLOPAR 5 1/8 03/31/27 31.03.2027 106.95 108.08 3.86% 3.66% 31.12.2026 3.61% 297 5.09 BB+ 200 USP47777AA86 Sr Unsecured
200,000 USD 4.875 GLOPAR 4 7/8 01/22/30 22.01.2030 106.85 107.65 3.96% 3.86% 292 7.18 BB+ 500 USP47777AB69 Sr Unsecured
OTHERS
200,000 USD 4.950 RDEDOR 4.95 01/17/28 17.01.2028 107.30 108.17 3.76% 3.62% 17.10.2027 3.58% 285 5.64 BB 500 USL7915RAA43 Sr Unsecured
200,000 USD 4.500 RDEDOR 4 1/2 01/22/30 22.01.2030 104.34 105.08 3.92% 3.83% 22.10.2029 3.81% 288 7.11 BB 1,200 USL7915TAA09 Sr Unsecured
200,000 USD 5.875 AZULBZ 5 7/8 10/26/24 26.10.2024 92.92 94.30 8.08% 7.63% 26.10.2021 7.63% 726 3.27 CCC+ 400 USU0551UAA17 Sr Unsecured
200,000 USD 9.250 CMIGBZ 9 1/4 12/05/24 05.12.2024 115.95 116.77 4.72% 4.51% 05.12.2023 3.15% 287 2.57 B 1,500 USP2205LAC92 Sr Unsecured
200,000 USD 3.625 ELEBRA 3 5/8 02/04/25 04.02.2025 103.67 104.41 2.67% 2.48% 207 3.72 BB- 500 USP22835AA30 Sr Unsecured
200,000 USD 4.625 ELEBRA 4 5/8 02/04/30 04.02.2030 106.80 107.55 3.73% 3.64% 269 7.30 BB- 750 USP22835AB13 Sr Unsecured
200,000 USD 5.950 HIDRVS 5.95 01/24/25 24.01.2025 105.03 105.86 4.57% 4.35% 24.01.2022 3.01% 281 0.98 Ba3 600 USL48008AA19 Sr Unsecured
90,000 USD 3.750 CIELBZ 3 3/4 11/16/22 16.11.2022 102.47 103.08 2.37% 2.04% 183 1.77 405 USU1714UAA35 Sr Unsecured
200,000 USD 5.950 HIDRVS 5.95 01/24/25 24.01.2025 105.03 105.86 4.57% 4.35% 24.01.2022 3.01% 281 0.98 Ba3 600 USL48008AA19 Sr Unsecured
200,000 USD 7.750 JSLGBZ 7 3/4 07/26/24 26.07.2024 105.46 106.19 6.01% 5.79% 26.07.2021 3.37% 317 0.51 BB- 625 USL5800PAB87 Sr Unsecured
200,000 USD 7.250 LIGTBZ 7 1/4 05/03/23 03.05.2023 104.54 105.37 5.13% 4.76% 03.05.2021 1.49% 127 0.31 Ba3 390 USP62763AA81 Sr Unsecured
200,000 USD 5.375 NATURA 5 3/8 02/01/23 01.02.2023 102.63 103.24 4.03% 3.72% 08.02.2021 -2.18% -241 0.07 BB 750 USP7088CTF33 Sr Unsecured
200,000 USD 4.750 LAMEBZ 4 3/4 10/20/30 20.10.2030 107.25 108.09 3.85% 3.75% 274 7.62 BB 500 USL5788AAA99 Sr Unsecured
200,000 USD 5.250 UGPABZ 5 1/4 10/06/26 06.10.2026 111.57 112.51 3.04% 2.87% 226 4.94 BB+ 550 USL9412AAA53 Sr Unsecured
200,000 USD 5.250 UGPABZ 5 1/4 06/06/29 06.06.2029 111.61 112.49 3.63% 3.52% 263 6.85 BB+ 850 USL9412AAB37 Sr Unsecured
200,000 USD 5.875 USIM 5 7/8 07/18/26 18.07.2026 108.49 109.40 4.14% 3.96% 18.07.2023 3.10% 285 2.29 Ba3 750 USL95806AA06 Sr Unsecured
200,000 USD 6.875 LTMCI 6 7/8 04/11/24 11.04.2024 51.18 53.04 31.00% 30.70% 11.04.2021 29.59% 2.39 NR 700 USG53770AB22 Sr Unsecured
200,000 USD 7.000 LTMCI 7 03/01/26 01.03.2026 52.35 53.18 22.97% 22.98% 01.03.2023 22.54% 3.48 NR 800 USG53770AC05 Sr Unsecured
Prices are indicative only. Source: Bloomberg. Only bonds with minimum outstanding US$ 150MM
08.01.2021