Newcastle Investment Corp
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A1 | USD | 38.150 | 3.58 | - | - | AAA | - | - | AAA | 50.00% | 29.0% | Fixed | Swaps | - | 70 | 1.76% | - | - |
A2 | USD | 126.060 | 6.83 | - | - | AAA | - | - | AAA | 50.00% | 29.0% | Fixed | Swaps | - | 105 | 3.71% | - | - |
B | USD | 36.490 | 6.83 | - | - | AA+ | - | - | AA+ | 37.00% | 36.0% | Fixed | Swaps | - | 155 | 3.79% | - | - |
C | USD | 27.370 | 6.83 | - | - | AA- | - | - | A+ | 27.00% | 42.0% | Fixed | Swaps | - | 205 | 3.79% | - | - |
D | USD | 33.570 | 6.83 | - | - | A- | - | - | BBB | 16.00% | 49.0% | Fixed | Swaps | - | 270 | 3.79% | - | - |
E | USD | 44.690 | 6.83 | - | - | BB+ | - | - | BB | - | 58.0% | Fixed | Swaps | - | 350 | 3.79% | - | - |
X-A | USD | 164.210 | - | - | - | AAA | - | - | AAA | - | - | - | - | - | - | 0.664% | - | Int. Only |
X-B | USD | 142.120 | - | - | - | BB+ | - | - | AAA | - | - | - | - | - | - | 0.127% | - | Int. Only |