Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A-2 | USD | 845.000 | 4.99 | - | - | - | - | A- | - | 65.0% | Fixed | Swaps | 200a | 200 | 3.30% | 3.324% | 99.99447 |
B | USD | 127.000 | 4.99 | - | - | - | - | BBB- | - | 74.9% | Fixed | Swaps | 250a | 250 | 3.79% | 3.824% | 99.98242 |
C | USD | 64.500 | 4.99 | - | - | - | - | BB- | - | 80.0% | Fixed | Swaps | 500a | 475 | 5.99% | 6.074% | 99.96342 |