Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A-1 | USD | 8.800 | 2.95 | - | Aaa | - | AAA | AAA | - | 30.00% | - | Fixed | Swaps | 20 | 20 | 0.63% | 0.626% | 99.99874 |
A-2 | USD | 28.200 | 4.98 | - | Aaa | - | AAA | AAA | - | 30.00% | - | Fixed | Swaps | 45 | 45 | 1.99% | 1.349% | 102.99824 |
A-SB | USD | 18.728 | 7.46 | - | Aaa | - | AAA | AAA | - | 30.00% | - | Fixed | Swaps | 55 | 55 | 2.33% | 1.894% | 102.99812 |
A-3 | USD | 16.673 | 7.62 | - | Aaa | - | AAA | AAA | - | 30.00% | - | Fixed | Swaps | - | 69 | 2.06% | 2.057% | 99.99883 |
A-4 | USD | 161.500 | 9.50 | - | Aaa | - | AAA | AAA | - | 30.00% | - | Fixed | Swaps | LCF-2 | 67 | 2.35% | 2.231% | 100.99218 |
A-5 | USD | 367.780 | 9.93 | - | Aaa | - | AAA | AAA | - | 30.00% | - | Fixed | Swaps | 67 | 69 | 2.64% | 2.304% | 102.99620 |
A-S | USD | 68.764 | 9.98 | - | Aa1 | - | AAA | AAA | - | 22.00% | - | Fixed | Swaps | 87 | 90 | 2.86% | 2.520% | 102.99448 |
B | USD | 42.977 | 9.98 | - | NR | - | AA- | AAA | - | 17.00% | - | Fixed | Swaps | 100 | 100 | 2.96% | 2.620% | 102.99388 |
C | USD | 40.828 | 9.98 | - | NR | - | A- | AA (H) | - | 12.25% | - | Fixed | Swaps | 160 | 160 | 3.37% | 3.220% | 100.64788 |
D | USD | 25.787 | 9.98 | - | NR | - | BBB | A (H) | - | 9.25% | - | Fixed | Swaps | 250 | 250 | 2.50% | 4.120% | 86.93516 |
E | USD | 19.339 | 9.98 | - | NR | - | BBB- | A (L) | - | 7.00% | - | Fixed | Swaps | 305 | 305 | 2.50% | 4.670% | 82.94762 |
X-A | USD | 601.680 | - | - | Aaa | - | AAA | AAA | - | - | - | Fixed | Tsy | 125a | 115 | 0.89% | 2.680% | Int. Only |
Explore all other research.