Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 229.898 | 4.96 | - | Aaa | - | - | AAA | - | 47.81% | - | Fixed | Swaps | 85a | 85 | 2.82% | 2.176% | 102.99662 |
B | USD | 45.602 | 4.96 | - | Aa3 | - | - | AA | - | 37.77% | - | Fixed | Swaps | 120a | 120 | 3.17% | 2.526% | 102.99604 |
C | USD | 45.600 | 4.96 | - | A3 | - | - | A (H) | - | 28.78% | - | Fixed | Swaps | 140a | 140 | 3.38% | 2.726% | 102.99993 |
D | USD | 52.100 | 4.96 | - | Baa3 | - | - | BBB (H) | - | 18.50% | - | Fixed | Swaps | 200a | 200 | 3.90% | 3.326% | 102.99999 |
E | USD | 56.612 | 4.96 | - | NR | - | - | BBB (L) | - | 7.34% | - | - | - | - | - | - | - | Retained |
F | USD | 13.088 | 4.96 | - | NR | - | - | BB (H) | - | 4.75% | - | - | - | - | - | - | - | Retained |
HRR | USD | 24.100 | 4.96 | - | NR | - | - | BB | - | - | - | - | - | - | - | - | - | Retained |
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