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 O ZVJ 2.000 - - V+ E+ 86.90% - Qubnm Iwbyp - 202.75 2.500% 2.500% 828.00000 A TOZ 681.000 - - UUU KKK 16.70% - Aosep Wdalx - 60 1.073% 1.073% 748.00000 R RSC 7.000 - - RRR+ CCC+ 47.40% - Asjjf Xxjtk - 277.75 3.250% 3.250% 636.00000
Tranche Comments
A: First Pay: 2023-06-15; Registration: Wcm F Hxzg;
O: First Pay: 2023-06-15; Registration: Ips Q Gftv; Comments: Vhi-bmrqix;
R: First Pay: 2023-06-15; Registration: Rdq E Rimu; Comments: Zyn-ytyonz;
Use of Proceeds
Cdpfdqdjfdg
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J RWF 8.000 - - GGG+ GGG+ - - Jajfq Syfdt 294.5j 294.25 2.375% 2.375% 530.00000 D TGV 506.000 - - HHH ZZZ 1.00% - Fczsc Xbeai 92-102 91.75 0.350% 0.350% 432.00000 V NUJ 7.000 - - F+ C+ 6.00% - Mingx Fmoqo 2195a 219.25 1.625% 1.625% 667.00000
Tranche Comments
D: Redemption: 2026-06-15; Registration: Zjk X Hpku;
V: Redemption: 2026-06-15; Registration: Vpa Q Nrkg;
J: Redemption: 2026-06-15; Registration: Qhu H Efpi;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O OYN 171.000 - - LLL III 6.00% - Aktpo Zbayo 0.625-0.75% 128.3 0.625% 0.625% 296.00000 W ZUM 9.000 - - EEE+ QQQ+ - - Papsn - 2.5% 315.3 2.500% 2.500% 224.00000 G TOR 7.000 - - T+ D+ 2.00% - Gnmhc - 1.75% 240.3 1.750% 1.750% 776.00000
Missing something? Tell us.