Swiss Car ABS AG (SWICA) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
3 yrCHF200.000-NRAAAAAA--FixedSwaps-111.50.50%0.500%100.00000
Tranche Comments
3 yr: Comments: CHF200m Class-A ABS. 3yr. IPTs 0.5%/0.625$ WPIR (MS+111.8/123.8) NR/AAA(sf)/AAA(sf). CS(arranger/structurer)/ZKB. Apr 2031 LFM. CE 21.1%. Came 200m @ 0.5% / MS+111.5. Distribution: Switz 100%. AM 60%, Ins 21%, Tsy 11%, PF 4%, Bks 4%;