| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1FX | USD | 86.000 | 1.00 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | 60-70 | 50 | 0.72% | 0.727% | 99.99411 |
| A-2FX | USD | 155.328 | 4.81 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | 110-120 | 110 | 1.40% | 1.412% | 99.96353 |
| BFX | USD | 7.039 | 4.38 | - | NR | - | AA | - | - | - | Fixed | Swaps | 175-185 | 165 | 1.92% | 1.933% | 99.97834 |
| R | USD | 250.926 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1FX: First Pay: 2020-11-25; Registration: 144A/Reg S;
A-2FX: First Pay: 2020-11-25; Registration: 144A/Reg S;
BFX: First Pay: 2020-11-25; Registration: 144A/Reg S;
R: First Pay: 2020-11-25; Registration: 144A/Reg S;
Pricing Speed
A1,A2,B: 12% CPR, 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | INW | 391.000 | 6.12 | - | SSS | - | UUU | - | - | - | Mnxot | Jlrjh | 105-110 | 95 | 2.73% | 2.746% | 34.74679 |
| D | VBD | 125.309 | - | - | MV | - | KD | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | AMG | 23.536 | 8.70 | - | LLL | - | TTT | - | - | - | Iijfn | RDGM | 38-40 | 35 | 2.34% | 2.352% | 46.99653 |
| R | BIV | 29.856 | 4.88 | - | EO | - | ZZ | - | - | - | Lnquj | Yxhqa | 135-145 | 125 | 3.00% | 3.021% | 56.79320 |
Tranche Comments
U-1: First Pay: 2019-09-25; Registration: 144R Mpif;
G-2: First Pay: 2019-09-25; Registration: 144C Pgzw;
R: First Pay: 2019-09-25; Registration: 144X Skit;
D: First Pay: 2019-09-25; Registration: 144Y Juta;
Pricing Speed
12% NTF, 10% NZHH