Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 132.600 | 9.97 | - | - | AAA | - | - | AAA | 49.80% | 28.7% | Fixed | Swaps | - | 91 | 3.40% | - | - |
B | USD | 82.000 | 9.97 | - | - | AA- | - | - | AA- | 38.00% | 35.5% | Fixed | Swaps | - | 120 | 3.69% | - | - |
C | USD | 61.500 | 9.97 | - | - | A- | - | - | A- | 29.10% | 40.5% | Fixed | Swaps | - | 140 | 3.87% | - | - |
D | USD | 75.300 | 9.97 | - | - | BBB- | - | - | BBB- | 18.20% | 46.7% | Fixed | Swaps | - | 185 | 3.87% | - | - |
E | USD | 98.690 | 9.97 | - | - | BB- | - | - | BB- | 4.00% | 54.9% | - | - | - | - | 3.87% | - | - |
HRR | USD | 27.710 | 9.97 | - | - | NR | - | - | NR | - | 57.2% | - | - | - | - | 3.87% | - | - |
X-A | USD | 132.600 | - | - | - | AAA | - | - | AAA | - | - | - | - | - | - | 0.343% | - | Int. Only |
X-B | USD | 82.000 | - | - | - | AA- | - | - | AAA | - | - | - | - | - | - | 0.050% | - | Int. Only |