| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Xde | ZTQ | 58.370 | - | BO | - | BX | - | - | - | - | - | - | - | - | - | - | - |
| X | VKK | 629.000 | 1.80 | Vyy | - | TTT | - | - | 77.00% | - | Akqbmldw | - | - | 143 | 3vR+143 | - | 448.00000 |
| X | WLR | 70.900 | 1.90 | Njj3 | - | YR | - | - | 50.10% | - | Ohbrxtel | - | - | 390 | 3uL+390 | - | 723.00000 |
| T | XWA | 2.870 | 7.70 | Hnn | - | BBB | - | - | - | - | Wzvbbkdo | - | - | 65 | 3gS+65 | - | 972.00000 |
| G-1 | BIT | 52.000 | 6.10 | Uw2 | - | ZN | - | - | 23.00% | - | Wcoarwhb | - | - | 200 | 3gC+200 | - | 458.00000 |
| U-2 | BND | 50.000 | 7.90 | Bj2 | - | ZR | - | - | 20.00% | - | Nluwc | - | - | - | 4.30% | - | 126.00000 |
| E | KEF | 33.600 | 2.40 | N2 | - | QY | - | - | 50.10% | - | Hployzbd | - | - | 290 | 3bK+290 | - | 368.00000 |
| G | ZMP | 10.600 | 9.70 | Ub3 | - | WN | - | - | 5.00% | - | Xfeqjteb | - | - | 725 | 3rQ+694 | - | 99.00000 |
Tranche Comments
X: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144P Mrdr;
G-1: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144X Oamc;
U-2: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144W Owcc;
E: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144R Fxhq;
X: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144E Xhzw;
G: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144J Itqo;
Xde: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144W Kclb;
T: First Pay: 2020-01-20; Redemption: 7/20/2021; Registration: 144S Afij;
Reinvestment Period End Date
Jan 3, 2000