Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A-1 | USD | 131.590 | 0.34 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | 4-6 | 1 | 2.00% | 2.003% | 100.00000 |
A-2 | USD | 157.618 | 1.16 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 31-33 | 31 | 1.90% | 1.912% | 99.99489 |
A-3 | USD | 142.842 | 2.24 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 45-47 | 43 | 1.85% | 1.865% | 99.98288 |
A-4 | USD | 60.507 | 3.31 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 56-58 | 53 | 1.88% | 1.895% | 99.97575 |
B | USD | 10.679 | 3.60 | Aa2 | - | AA | - | - | - | - | Fixed | Swaps | 75a | 72 | 2.06% | 2.076% | 99.97540 |
C | USD | 10.679 | 3.60 | A2 | - | A | - | - | - | - | Fixed | Swaps | 90-95 | 85 | 2.19% | 2.206% | 99.97943 |
D | USD | 10.678 | 3.60 | Baa2 | - | BBB | - | - | - | - | Fixed | Swaps | 120-125 | 123 | 2.57% | 2.586% | 99.99245 |
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