Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 51.100 | 4.95 | - | - | AAA | - | - | - | 68.10% | 15.0% | Fixed | Swaps | - | 150 | 3.36% | - | - |
B | USD | 19.300 | 4.95 | - | - | AA- | - | - | - | 56.00% | 21.0% | Fixed | Swaps | - | 225 | 4.11% | - | - |
C | USD | 14.300 | 4.95 | - | - | A- | - | - | - | 47.10% | 25.0% | Fixed | Swaps | - | 305 | 4.92% | - | - |
D | USD | 18.900 | 4.95 | - | - | BBB- | - | - | - | 35.30% | 31.0% | Fixed | Swaps | - | 425 | 5.49% | - | - |
E | USD | 29.800 | 4.95 | - | - | BB- | - | - | - | 16.60% | 39.0% | Fixed | Swaps | - | 575 | 5.49% | - | - |
F | USD | 26.600 | 4.95 | - | - | B- | - | - | - | - | 47.0% | Fixed | Swaps | - | 645 | 5.49% | - | - |
X | USD | 103.600 | 4.53 | - | - | BBB- | - | - | - | - | - | - | - | - | - | 1.39% | - | Int. Only |
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