Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 109.364 | 0.78 | - | - | - | - | A- | - | - | Fixed | EDSF | 90-100 | 90 | 3.420% | 3.448% | 99.99667 |
B | USD | 25.916 | 2.12 | - | - | - | - | BBB- | - | - | Fixed | Swaps | 150a | 150 | 4.28% | 4.321% | 99.99370 |
C | USD | 25.165 | 3.06 | - | - | - | - | BB- | - | - | Fixed | Swaps | 250a | 235 | 5.17% | 5.234% | 99.97645 |
D | USD | 10.754 | 3.49 | - | - | - | - | B+ | - | - | Fixed | Swaps | 375a | 350 | 6.30% | 6.392% | 99.97122 |