Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 90.000 | - | - | - | AAA | AAA | - | - | - | - | - | - | - | - | - | - | - |
A2A1 | USD | 60.000 | - | - | - | AAA | AAA | - | - | - | - | - | - | - | - | - | - | - |
A2A2 | USD | 436.750 | 4.87 | - | - | AAA | AAA | - | - | 67.40% | - | Fixed | Swaps | - | 95 | - | - | - |
B | USD | 310.850 | 4.87 | - | - | - | AA- | - | - | 50.10% | - | Fixed | Swaps | - | 165 | - | - | - |
C | USD | 140.400 | 4.87 | - | - | - | A- | - | - | 42.30% | - | Fixed | Swaps | - | 200 | - | - | - |
D | USD | 212.000 | 4.87 | - | - | - | BBB- | - | - | 30.60% | - | Fixed | Swaps | - | 290 | - | - | - |
E | USD | 350.000 | 4.87 | - | - | - | BB- | - | - | 11.10% | - | Fixed | Swaps | - | 390 | - | - | - |
F | USD | 200.000 | 4.87 | - | - | - | B | - | - | - | - | Fixed | Swaps | - | 425 | - | - | - |
X-A | USD | 90.000 | - | - | - | AAA | AAA | - | - | - | - | - | - | - | - | - | - | Int. Only |
X-CP | USD | 1,710.000 | - | - | - | - | B | - | - | - | - | - | - | - | - | - | - | Int. Only |
X-NCP | USD | 1,710.000 | - | - | - | - | B | - | - | - | - | - | - | - | - | - | - | Int. Only |