Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 72.200 | 5.02 | - | - | AAA | - | - | - | 69.70% | 20.2% | Fixed | Swaps | - | 100 | 3.06% | - | - |
B | USD | 23.300 | 5.02 | - | - | AA- | - | - | - | 58.20% | 26.8% | - | - | - | - | 3.34% | - | - |
C | USD | 17.400 | 5.02 | - | - | A- | - | - | - | 49.70% | 31.7% | - | - | - | - | 3.79% | - | - |
D | USD | 22.900 | 5.02 | - | - | BBB- | - | - | - | 38.50% | 38.1% | - | - | - | - | 4.72% | - | - |
E | USD | 36.100 | 5.02 | - | - | BB- | - | - | - | 20.80% | 48.2% | - | - | - | - | 6.29% | - | - |
F | USD | 32.100 | 5.02 | - | - | B- | - | - | - | 5.00% | 57.2% | - | - | - | - | 8.48% | - | - |