Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 395.800 | 6.21 | - | - | A | - | A | - | - | Fixed | Swaps | 150-175 | 165 | 4.81% | 4.859% | 99.99699 |
B | USD | 35.000 | 7.02 | - | - | BBB | - | BBB | - | - | Fixed | Swaps | 225-250 | 250 | 5.65% | 5.720% | 99.99971 |
C | USD | 74.200 | 7.02 | - | - | BB | - | BB | - | - | Fixed | Swaps | 400a | 425 | 7.36% | 7.470% | 99.99773 |
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