| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | CHF | 189.400 | - | - | AAA | AAA | 27.65% | - | Fixed | Swaps | - | 105 | 2.915% | 2.915% | 100.00000 |
| B | CHF | 6.600 | - | - | A+ | A+ | 24.35% | - | Fixed | Swaps | - | 363.5 | 5.500% | 5.500% | 100.00000 |
| C | CHF | 4.000 | - | - | BBB+ | BBB+ | 22.35% | - | Fixed | Swaps | - | 513.5 | 7.000% | 7.000% | 100.00000 |