Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 88.421 | 2.98 | - | - | - | - | A | 30.50% | - | Fixed | Swaps | 265-275 | 275 | 4.17% | 4.209% | 99.99855 |
B | USD | 20.842 | 2.98 | - | - | - | - | BBB- | 14.00% | - | Fixed | Swaps | 365-375 | 365 | 5.06% | 5.109% | 99.99891 |
C | USD | 10.737 | 2.98 | - | - | - | - | BB- | 5.50% | - | Fixed | Swaps | 515-525 | 515 | 6.52% | 6.609% | 99.99813 |