Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 363.410 | 7.50 | - | - | AAA | - | - | AAA | 34.00% | 35.0% | Fixed | Swaps | - | 130 | 2.89% | - | - |
B | USD | 62.110 | 7.50 | - | - | AA | - | - | AA | 23.00% | 41.0% | Fixed | Swaps | - | 225 | 3.47% | - | - |
C | USD | 59.650 | 7.50 | - | - | A | - | - | A | 12.00% | 47.0% | Fixed | Swaps | - | 300 | 3.47% | - | - |
D | USD | 36.390 | 7.50 | - | - | BBB+ | - | - | BBB | 6.00% | 50.0% | - | - | - | - | 3.47% | - | - |
E | USD | 31.350 | 7.50 | - | - | BBB- | - | - | BBB- | - | 53.0% | - | - | - | - | 3.47% | - | - |
TE | USD | 14.840 | - | - | - | BB | - | - | BB | - | 63.0% | - | - | - | - | 3.559% | - | - |
X-A | USD | 363.410 | - | - | - | AAA | - | - | AAA | - | - | - | - | - | - | 0.576% | - | Int. Only |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | YEB | 33.300 | 58.99 | - | V3 | P- | - | - | NNN+ | 51.30% | 22.0% | Qlkfr | Cegwg | - | 240 | 4.03% | - | - |
B | NFL | 78.900 | 55.91 | - | Ew1 | RR | - | - | RR | 53.20% | 40.0% | Cotwu | Euynq | - | 160 | 3.88% | - | - |
W-C | GKW | 632.900 | - | - | Nee | ZZZ | - | - | BBB | - | - | - | - | - | - | 0.596% | - | Int. Only |
Z | FXL | 10.000 | 62.56 | - | Cbb1 | PPP- | - | - | EEE- | 2.00% | 91.0% | Upkel | Tkglq | - | 285 | 4.03% | - | - |
Q | AMO | 312.600 | 47.89 | - | Bzz | GGG | - | - | III | 15.50% | 17.0% | Qgqxm | Fycaq | - | 115 | 3.43% | - | - |
Z | YPX | 46.400 | 98.17 | - | Yt3 | A | - | - | I | 61.10% | 45.0% | Qbfbz | Gqmfx | - | 195 | 4.03% | - | - |
Z-L | EMA | 62.500 | - | - | Cw1 | YY | - | - | VVV | - | - | - | - | - | - | 0.144% | - | Int. Only |