Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 385.000 | 2.70 | 4.56 | Aaa | - | - | AAA | - | 45.00% | - | Floating | 1mL | 145a | 140 | 1mL+140 | - | 100.00000 |
A-S | USD | 30.625 | 2.90 | 4.80 | NR | - | - | AAA | - | 40.63% | - | Floating | 1mL | 180a | 175 | 1mL+175 | - | 100.00000 |
B | USD | 38.500 | 2.98 | 4.84 | NR | - | - | AA (L) | - | 35.13% | - | Floating | 1mL | 225a | 225 | 1mL+225 | - | 100.00000 |
C | USD | 47.250 | 3.31 | 4.90 | NR | - | - | A (L) | - | 28.38% | - | Floating | 1mL | 265a | 265 | 1mL+265 | - | 100.00000 |
D | USD | 51.625 | 3.75 | 4.98 | NR | - | - | BBB | - | 21.00% | - | Floating | 1mL | 310a | 310 | 1mL+310 | - | 100.00000 |
E | USD | 14.000 | 3.91 | 4.98 | NR | - | - | BBB (L) | - | 19.00% | - | Floating | 1mL | 365a | 400 | 1mL+400 | - | 100.00000 |
F | USD | 42.875 | 3.98 | 4.98 | NR | - | - | BB (L) | - | 12.88% | - | - | - | - | - | - | - | Retained |
G | USD | 27.125 | 3.98 | 4.98 | NR | - | - | B (L) | - | 9.00% | - | - | - | - | - | - | - | Retained |
PS | USD | 63.000 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
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