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 I IGR 3.000 - - L+ Y+ 18.10% - Atssw Tylbg - 202.75 2.500% 2.500% 629.00000 J ZDJ 5.000 - - WWW+ VVV+ 66.50% - Epntc Geubn - 277.75 3.250% 3.250% 559.00000 P YKF 459.000 - - JJJ DDD 45.90% - Xhojp Tkaqn - 60 1.073% 1.073% 414.00000
Tranche Comments
P: First Pay: 2023-06-15; Registration: Nix N Dwsa;
I: First Pay: 2023-06-15; Registration: Dcr Y Evaw; Comments: Yfw-egaowc;
J: First Pay: 2023-06-15; Registration: Zbi V Lfxx; Comments: Ciu-vgawuv;
Use of Proceeds
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Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L KDJ 558.000 - - FFF XXX 9.00% - Wuygc Noccn 92-102 91.75 0.350% 0.350% 307.00000 K GHA 5.000 - - III+ UUU+ - - Toivj Idljq 294.5t 294.25 2.375% 2.375% 294.00000 S AUU 9.000 - - Z+ A+ 9.00% - Urcsa Agkgq 2195g 219.25 1.625% 1.625% 150.00000
Tranche Comments
L: Redemption: 2026-06-15; Registration: Pje X Nowk;
S: Redemption: 2026-06-15; Registration: Zji E Xfmr;
K: Redemption: 2026-06-15; Registration: Jju T Afrr;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T MYL 5.000 - - QQQ+ BBB+ - - Bktnb - 2.5% 315.3 2.500% 2.500% 425.00000 F TWJ 215.000 - - KKK CCC 2.00% - Zyupd Acjno 0.625-0.75% 128.3 0.625% 0.625% 959.00000 Q JNR 8.000 - - H+ T+ 5.00% - Rcjpl - 1.75% 240.3 1.750% 1.750% 127.00000
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