| 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 |
|---|
| K-1 | YKZ | 93.807 | 5.70 | - | III | - | MMM | - | - | - | Dvjuf | ZZKI | 38-40 | 35 | 2.34% | 2.352% | 58.63447 |
| H-2 | XGE | 407.000 | 6.15 | - | LLL | - | TTT | - | - | - | Jmbqp | Avhcj | 105-110 | 95 | 2.73% | 2.746% | 88.58093 |
| X | RJP | 15.447 | 6.97 | - | FM | - | PP | - | - | - | Sosuw | Twbhj | 135-145 | 125 | 3.00% | 3.021% | 51.93080 |
| J | VHZ | 247.806 | - | - | VT | - | QJ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2019-09-25; Registration: 144J Jdfu;
H-2: First Pay: 2019-09-25; Registration: 144M Mngf;
X: First Pay: 2019-09-25; Registration: 144C Gwvo;
J: First Pay: 2019-09-25; Registration: 144T Fpby;
Pricing Speed
12% HUF, 10% HZHH