Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 60.400 | 4.93 | - | - | - | AAA | - | - | - | 23.3% | Fixed | Swaps | - | 95 | 2.39% | 1.740% | 102.99970 |
B | USD | 11.100 | 4.93 | - | - | - | AA- | - | - | - | 27.6% | Fixed | Swaps | - | 135 | 2.80% | 2.140% | 102.99960 |
C | USD | 10.000 | 4.93 | - | - | - | A- | - | - | - | 30.4% | Fixed | Swaps | - | 175 | 3.20% | 2.540% | 102.99990 |
D | USD | 16.000 | 4.93 | - | - | - | BBB- | - | - | - | 35.0% | Fixed | Swaps | - | 275 | 3.65% | 3.540% | 100.17890 |
E | USD | 24.600 | 4.93 | - | - | - | BB- | - | - | - | 42.0% | Fixed | Swaps | - | 370 | 3.65% | 4.490% | 96.04180 |
F | USD | 24.700 | 4.93 | - | - | - | B- | - | - | - | 49.1% | Fixed | Swaps | - | 475 | 3.65% | 5.540% | 91.69940 |
G | USD | 14.950 | 4.93 | - | - | - | NR | - | - | - | 53.4% | Fixed | Swaps | - | 625 | 3.65% | 7.040% | 85.88820 |
HRR | USD | 10.850 | 4.93 | - | - | - | NR | - | - | - | 56.5% | - | - | - | - | - | - | Retained |
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