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 Z AYF 972.000 - - SSS GGG 52.80% - Pbcqf Xdefn - 60 1.073% 1.073% 890.00000 V EKT 3.000 - - I+ T+ 49.40% - Uckza Qqukt - 202.75 2.500% 2.500% 424.00000 I YBC 7.000 - - UUU+ HHH+ 11.20% - Jiuqi Pfrdu - 277.75 3.250% 3.250% 591.00000
Tranche Comments
Z: First Pay: 2023-06-15; Registration: Bor I Aanh;
V: First Pay: 2023-06-15; Registration: Jhx A Aqwa; Comments: Uyu-xynpuh;
I: First Pay: 2023-06-15; Registration: Xaj C Wrsi; Comments: Xxb-juhlbe;
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 W YGE 9.000 - - HHH+ NNN+ - - Xorpl Ferbm 294.5v 294.25 2.375% 2.375% 555.00000 V YTL 473.000 - - JJJ JJJ 9.00% - Egizj Oztcb 92-102 91.75 0.350% 0.350% 817.00000 O YWI 9.000 - - D+ G+ 4.00% - Tshhp Qlmja 2195a 219.25 1.625% 1.625% 448.00000
Tranche Comments
V: Redemption: 2026-06-15; Registration: Pmg F Tdxi;
O: Redemption: 2026-06-15; Registration: Gim B Cqfc;
W: Redemption: 2026-06-15; Registration: Ixu Z Daom;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O GIN 390.000 - - AAA TTT 6.00% - Iftjp Rgrah 0.625-0.75% 128.3 0.625% 0.625% 880.00000 Q VKX 1.000 - - EEE+ WWW+ - - Gqwih - 2.5% 315.3 2.500% 2.500% 988.00000 N SZV 2.000 - - X+ V+ 3.00% - Cfxzr - 1.75% 240.3 1.750% 1.750% 492.00000
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