National Government Properties (NGP)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 330.000 | 9.97 | - | - | AAA | AAA | - | - | 50.00% | 32.0% | Fixed | Swaps | - | 135 | 3.97% | - | - |
| B | USD | 62.000 | 9.97 | - | - | AA- | AA- | - | - | 40.60% | 38.0% | Fixed | Swaps | - | 160 | 4.22% | - | - |
| C | USD | 41.000 | 9.97 | - | - | A | A- | - | - | 34.40% | 42.0% | Fixed | Swaps | - | 200 | 4.55% | - | - |
| D | USD | 98.500 | 9.97 | - | - | BBB- | NR | - | - | 19.50% | 52.0% | Fixed | Swaps | - | 235 | 4.56% | - | - |
| E | USD | 91.400 | 9.97 | - | - | BB- | NR | - | - | 5.60% | 61.0% | Fixed | Swaps | - | 325 | 4.56% | - | - |
| F | USD | 37.100 | 9.97 | - | - | B | NR | - | - | - | 65.0% | Fixed | Swaps | - | 425 | 4.56% | - | - |
| X-A | USD | 330.000 | 9.97 | - | - | AAA | AAA | - | - | - | - | - | - | - | - | 0.60% | - | Int. Only |
| X-B | USD | 103.000 | 9.97 | - | - | A | A- | - | - | - | - | - | - | - | - | 0.22% | - | Int. Only |