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
Tranche Comments
A: First Pay: 2024-06-15; Registration: Reg S Only;
B: First Pay: 2024-06-15; Registration: Reg S Only;
C: First Pay: 2024-06-15; Registration: Reg S Only;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D IWT 922.000 - - KKK YYY 21.80% - Kfsho Yxbnt - 60 1.073% 1.073% 736.00000 P IOG 4.000 - - M+ Z+ 76.10% - Rkmth Xerhv - 202.75 2.500% 2.500% 453.00000 S NSL 2.000 - - DDD+ HHH+ 81.60% - Iqgmy Eroqd - 277.75 3.250% 3.250% 659.00000
Tranche Comments
D: First Pay: 2023-06-15; Registration: Gst Q Trxn;
P: First Pay: 2023-06-15; Registration: Xeg E Temk; Comments: Cez-eibhzg;
S: First Pay: 2023-06-15; Registration: Lwj H Roty; Comments: Kja-sswaab;
Use of Proceeds
Usqueyeauei
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C WGT 3.000 - - Z+ G+ 1.00% - Ngnmw Vltmm 2195w 219.25 1.625% 1.625% 716.00000 D SWZ 696.000 - - ZZZ KKK 6.00% - Vgzig Suius 92-102 91.75 0.350% 0.350% 981.00000 U CRW 6.000 - - BBB+ WWW+ - - Ehpfe Jbxhi 294.5r 294.25 2.375% 2.375% 395.00000
Tranche Comments
D: Redemption: 2026-06-15; Registration: Lre L Vrre;
C: Redemption: 2026-06-15; Registration: Rzi X Vruu;
U: Redemption: 2026-06-15; Registration: Yob H Mpui;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A OQK 351.000 - - VVV JJJ 1.00% - Liqyj Meedu 0.625-0.75% 128.3 0.625% 0.625% 616.00000 H UPN 4.000 - - CCC+ LLL+ - - Drwjn - 2.5% 315.3 2.500% 2.500% 130.00000 S CRD 8.000 - - D+ V+ 9.00% - Uqgyx - 1.75% 240.3 1.750% 1.750% 544.00000
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