Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A2 | USD | 155.920 | 4.98 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | 1-02->1-08 BK Apr UMBS 2.5 | - | 2.50% | - | 101.25000 |
A2A | USD | 223.920 | 4.98 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | 0-12->0-18 BK Apr UMBS 2.0 | - | 2.00% | - | 98.81250 |
A3 | USD | 51.000 | 2.79 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | 1-04->1-10 BK Apr DW 2.5 | - | 2.50% | - | 102.62500 |
A4 | USD | 17.000 | 11.55 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | 90a | - | 2.50% | 2.760% | 97.25781 |
A5 | USD | 30.425 | 4.98 | Aa1 | - | - | - | AAA | 3.45% | - | Fixed | - | 2.50 0-20->0-24 vs A2 | - | 2.50% | - | 100.31250 |
A5A | USD | 30.425 | 4.98 | Aa1 | - | - | - | AAA | 3.45% | - | Fixed | - | 2.00 0-20->0-24 vs A2A | - | 2.00% | - | 98.06250 |
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