Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 849.548 | 3.06 | - | - | - | - | AAA | 10.00% | - | Fixed | Swaps | - | 115 | 3.20% | 3.230% | 99.97602 |
B | USD | 70.405 | 6.98 | - | - | - | - | AAA | 2.50% | - | Fixed | Swaps | - | - | - | - | Retained |
C | USD | 18.775 | 6.98 | - | - | - | - | AA | 0.50% | - | Fixed | Swaps | - | - | - | - | Retained |