Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 112.000 | 9.96 | - | - | AAA | - | - | AAA | 41.30% | 29.0% | Fixed | Swaps | - | 135 | 3.13% | - | - |
B | USD | 20.700 | 9.96 | - | - | AA- | - | - | AA- | 30.40% | 35.0% | - | - | - | - | 3.53% | - | - |
C | USD | 50.700 | 9.96 | - | - | A- | - | - | A- | 21.20% | 39.0% | Fixed | Swaps | - | 220 | 3.73% | - | - |
D | USD | 63.800 | 9.96 | - | - | BBB- | - | - | BBB- | 9.60% | 45.0% | - | - | - | - | 3.73% | - | - |
E | USD | 52.800 | 9.96 | - | - | BB | - | - | BB | - | 50.0% | - | - | - | - | 3.73% | - | - |
X-A | USD | 112.000 | 9.96 | - | - | AAA | - | - | AAA | - | - | - | - | - | - | 0.61% | - | Int. Only |
X-B | USD | 20.700 | 9.96 | - | - | AA- | - | - | AAA | - | - | - | - | - | - | 0.20% | - | Int. Only |