Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 239.600 | 2.55 | - | A | - | - | AA | - | - | Fixed | Swaps | 95-100 | 90 | 2.92% | 2.942% | 99.98982 |
B | USD | 12.800 | 3.38 | - | BBB+ | - | - | A+ | - | - | Fixed | Swaps | 140a | 140 | 3.48% | 3.508% | 99.99151 |
C | USD | 22.600 | 3.58 | - | NR | - | - | BBB+ | - | - | Fixed | Swaps | 250a | 250 | 4.57% | 4.621% | 99.97634 |