Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A-1 | USD | 8.271 | 2.77 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 32 | 1.37% | 1.351% | 99.99993 |
A-2 | USD | 16.170 | 4.89 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 60 | 2.51% | 1.857% | 102.99988 |
A-3 | USD | 60.314 | 7.06 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 80 | 2.64% | 2.172% | 102.99971 |
A-4 | USD | 115.000 | 9.79 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 78 | 2.37% | 2.255% | 100.99954 |
A-5 | USD | 201.193 | 9.93 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 80 | 2.62% | 2.280% | 102.99973 |
A-AB | USD | 21.996 | 7.40 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 68 | 2.51% | 2.067% | 102.99959 |
A-S | USD | 33.231 | 9.98 | - | - | AA | AAA | - | AAA | 24.50% | - | Fixed | Swaps | - | 105 | 2.87% | 2.532% | 102.99912 |
B | USD | 33.986 | 9.98 | - | - | NR | AA- | - | AA+ | 18.88% | - | Fixed | Swaps | - | 135 | 2.83% | 2.832% | 99.99966 |
C | USD | 30.210 | 9.98 | - | - | NR | A- | - | A | 13.88% | - | Fixed | Swaps | - | 180 | 3.27% | 3.282% | 99.99998 |
D | USD | 18.881 | 9.98 | - | - | NR | BBB | - | BBB+ | 10.75% | - | Fixed | Swaps | - | 290 | 2.25% | 4.382% | 82.99645 |
E | USD | 15.105 | 9.98 | - | - | NR | BBB- | - | BBB | 8.25% | - | Fixed | Swaps | - | 415 | 2.25% | 5.632% | 74.56507 |
XA | USD | 456.175 | - | - | - | AA | AAA | - | AAA | - | - | Variable | Tsy | - | 155 | 1.12% | 2.924% | Int. Only |
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