10-23-13 Sandisk (SNDK)

$1bn (+150m) sen unsec cb coming tonight from GS. Terms: 7y, ¾- 1¼% up 30-35%, full pctns. UOP=note hedge, poss debt/stk buy back.

CREDIT:

PFcash=3bn

Debt=2bn

LTMebitda=1.9bn

fcf=1.2bn,gross lev=1.05x

ESTebitda 4 ’13=2.06bn, 14=2.25bn.

 

Existing 3.8y pari 1% CB ~144⅝vs 68=L+170 ICS/29iv (L+75), using 50bp thru funding =L+42/31iv. We’d assume L+150 for 7y.ADV=4.2bn, 01/16 same delta listed ~32iv, we’d use 30vol. Theo=98.6/100.9/103.1. 1% slack from O/R switches + Index exclusion (>140) will be taken up by inevitable H/F demand (Don’t expect much weakness). This should however, be a warning for holders of LRCX, NUAN 31, XLNX 2.625% etc. Repeat Issuing can & will hurt u. We really do not need to say much more here, I think we all know this play.

 

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