Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A-1 | USD | 343.000 | 0.30 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | -3 to -1 | -5 | 0.14% | 0.141% | 100.00000 |
A-2a | USD | 463.060 | 1.14 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 11-13 | 7 | 0.27% | 0.276% | 99.99334 |
A-2b | USD | 50.000 | 1.14 | - | AAA | AAA | - | - | - | - | Floating | 1mL | 11-13 | 7 | 1mL+7 | - | 100.00000 |
A-3 | USD | 468.060 | 2.58 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 18-20 | 14 | 0.52% | 0.529% | 99.97845 |
A-4 | USD | 126.430 | 3.77 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 20-22 | 15 | 0.81% | 0.813% | 99.99397 |
B | USD | 43.650 | 3.90 | - | AA | AA | - | - | - | - | Fixed | Swaps | 40-45 | 34 | 1.03% | 1.035% | 99.98940 |
C | USD | 38.980 | 3.90 | - | A | A | - | - | - | - | Fixed | Swaps | 70-75 | 65 | 1.34% | 1.345% | 99.99528 |
D | USD | 21.820 | 3.90 | - | BBB | BBB | - | - | - | - | Fixed | Swaps | 95-100 | 87 | 1.55% | 1.565% | 99.96250 |
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