| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BNM | 31.000 | 9.30 | Fu2 | - | OO | - | - | 68.65% | - | Oxceczdq | PABN | - | 285 | MZZJ+285 | - | - |
| H-2 | IIJ | 19.000 | 3.60 | HY | - | A | - | - | 12.70% | - | Ispbt | - | - | - | 7.50% | - | - |
| U-1 | KZJ | 81.000 | 6.90 | NP | - | C | - | - | 98.55% | - | Tlxeafeh | CQGZ | - | 360 | YVIX+360 | - | - |
| Y | YZF | 31.000 | 65.90 | XB | - | VV- | - | - | 54.00% | - | Vsvujhqd | YKAF | - | 850 | UUYY+762 | - | - |
| R | EQO | 4.100 | 26.10 | C3 | - | QZ | - | - | 2.21% | - | Yjakbaku | QKMZ | - | 1100 | UOSS+985 | - | - |
| O | PAB | 873.000 | 3.40 | Nww | - | ZZ | - | - | 59.00% | - | Prpcmqlt | HNBI | - | 190 | BLWT+190 | - | - |
| Q-2 | LKS | 2.000 | 6.50 | WL | - | YYY- | - | - | 85.26% | - | Ytjeh | - | - | - | 9.00% | - | - |
| Tll | LIM | 15.700 | - | MT | - | IC | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | KTH | 55.000 | 9.40 | MV | - | VVV- | - | - | 40.37% | - | Tbbrmjxz | WLAP | - | 516 | EUAY+500 | - | - |
Tranche Comments
O: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144P/Icj M; Comments: Ngp-Nlirpq;
C: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144Z/Kfy K; Comments: Sqq-Sgpkqj;
U-1: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144G/Jrh N;
H-2: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144V/Bec L;
U-1: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144A/Upt Z;
Q-2: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144Y/Ynq X;
Y: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144N/Ctu K;
R: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144H/Bci U;
Tll: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144C/Wnn E;
Deal Comments
Lvs Vaxx Pbppvbm 2.00
Risk Retention
EQ/QR - Vhd
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 5, 2000