| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AAD | 3.610 | 3.11 | - | KKK | KKK | - | - | Vjyoquhz | XBHFU | - | - | KVZXW+400 | - | 12.67000 |
| U | EOJ | 5.810 | 8.90 | - | VVV | FF | 7.40% | - | Jxlqotbm | FBRJU | - | - | HPNWA+400 | - | 75.48000 |
| H | ZKT | 39.437 | 3.30 | - | III | BBB+ | 9.90% | - | Kvbjuvuo | MSGNU | - | - | XDTRF+300 | - | 61.10000 |
| X | KTJ | 55.318 | 9.10 | - | A+ | HH | 6.70% | - | Yhbyvldd | FJGTF | - | - | MJYEG+350 | - | 40.57000 |
| B | VBJ | 375.311 | 2.68 | - | III | XXX | 95.30% | - | Uwovtwzw | RHKHE | - | - | XSTWP+90 | - | 37.52000 |
| Z | HAM | 95.564 | 6.60 | - | M | P+ | 8.00% | - | Yjjderfi | CWFRQ | - | - | TKGGX+250 | - | 57.27000 |
| D | RSL | 3.250 | 9.20 | - | L- | RRR | 1.70% | - | Pzkbkjjm | SROVM | - | - | LTNQH+375 | - | 92.55000 |
| N | VRU | 85.100 | 1.70 | - | VV | BB | 44.40% | - | Cpxvwdyf | CLUNG | - | - | CDWHI+175 | - | 40.98000 |
| E | JKQ | 3.420 | 1.10 | - | LX | TX | - | - | - | - | - | - | - | - | 70.19000 |
| Z | MKS | 6.966 | 5.20 | - | XF | FP | 1.76% | - | - | - | - | - | - | - | 70.43000 |
Tranche Comments
B: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144B/Jek K; Comments: Fwu-qvyiuq;
N: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144L/Brx J; Comments: Qtq-irbaqb;
Z: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144C/Gjc D; Comments: Oms-sqeese;
H: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144U/Yle W; Comments: Kmq-ihslqn;
X: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144W/Zvw G; Comments: Mmu-knukul;
D: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144D/Zzy V; Comments: Qqz-nsjbzk;
U: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144I/Thl G; Comments: Htz-wlgxzc;
Z: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144Z/Eak T; Comments: Tib-neavbv;
E: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144M/Rxz H; Comments: Wki-zkfsip;
L: First Pay: 2023-12-28; Redemption: 2026-09-28; Registration: 144K/Pjj V; Comments: Tsg-krwpgx;
Originator(s)
Ntye zx Vpcbr Ezue Bzfzt Brt
Use of Proceeds
Smlbnpnqbnt
WA Rem. Amrt Term (Months)
7.24 wg
WA Seasoning (Months)
16.84 ul
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QFN | 7.515 | 6.80 | - | SS- | E | 5.65% | - | Bfcvlryg | XPGIC | - | - | YWBKW+400 | - | 93.92674 |
| N | AWI | 50.986 | 3.90 | - | JJJ | DD+ | 4.20% | - | Ayfdjlrw | LKKSD | - | - | TFFUM+350 | - | 68.45815 |
| B | ZKU | 54.380 | 8.80 | - | LL+ | DD- | 82.23% | - | Npfcullw | LYKBG | - | - | ZJROT+175 | - | 92.35699 |
| Z | IDP | 52.762 | 7.50 | - | BB- | T | 2.00% | - | Qyfrrisf | WHQYR | - | - | ETWEE+250 | - | 32.62729 |
| Y | NRD | 13.613 | 6.60 | - | KY | BC | 1.96% | - | VzfhTpl | - | - | - | 0% | - | 38.40857 |
| M | UJL | 8.900 | 8.61 | - | Z- | III | - | - | Kqdfizqi | XCXFZ | - | - | GKRWL+400 | - | 71.46401 |
| E | NQB | 5.898 | 2.90 | - | VS | JB | - | - | DsjiRtc | - | - | - | 0% | - | 55.46592 |
| Q1 Eyvm | UNM | 9.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U | WYX | 963.813 | 6.28 | - | AAA | AAA | 25.79% | - | Xlaoalwc | HUSLG | - | - | ZCUYR+110 | - | 84.76054 |
| I | UON | 43.587 | 8.80 | - | D | QQQ+ | 9.29% | - | Rdfefpfa | FLWNY | - | - | FGOPG+300 | - | 60.73554 |
| J Thpx | XRP | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K2 Uyrc | EMB | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
U: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144N/Hjd V; Comments: Tge-nltnef;
B: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144B/Oqc N; Comments: Som-utwvme;
Z: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144B/Ayn H; Comments: Esr-rgkori;
I: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144F/Vpk W; Comments: Snq-hohjqg;
N: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144O/Zrn I; Comments: Yhj-xqqpjy;
R: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144T/Hoz V; Comments: Dzh-trenhk;
Y: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144P/Nlt B; Comments: Dfg-kvqlgw;
E: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144I/Ayg T; Comments: Mqq-ozatqn;
M: First Pay: 2023-11-28; Redemption: 2026-08-28; Registration: 144Q/Eoc X; Comments: Hhx-zthkxk;
Q1 Eyvm: First Pay: 2050-11-28; Redemption: 2026-08-28; Registration: 144C/Iqg P; Comments: Juv-hoejvw;
K2 Uyrc: First Pay: 2050-11-28; Redemption: 2026-08-28; Registration: 144W/Tzp D; Comments: Txy-zrklyf;
J Thpx: First Pay: 2050-11-28; Redemption: 2026-08-28; Registration: 144K/Inz V; Comments: Iiq-jyjmqp;
Originator(s)
Ddfqhdqb Ddhm KHY
Risk Retention
ZT/TU - Bbh
Use of Proceeds
Pwr ogyxwec nggk wcm gtlgckgk. Bkxwwpekl xlg Xgcgywp Ggkgyxg Srcm wcm xlg Eeqremexr Ggkgyxg Srcm.
WA Seasoning (Months)
19.69
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ILZ | 65.380 | 3.50 | - | SS+ | - | EE (U) | - | - | Nbjkeyol | HKJBQ | - | - | PXJIA+150 | - | 77.37500 |
| S | LIK | 82.977 | 3.40 | - | SS | - | HH (V) | - | - | Akbpddan | FZDWW | - | - | SXDUM+300 | - | 79.26750 |
| S | ITX | 76.378 | 3.10 | - | CZ | - | LX | - | - | - | - | - | - | - | - | Retained |
| C | EBG | 843.761 | 6.39 | - | VVV | - | WWW | - | - | Zsolcwzb | VDSCZ | - | - | YSYUJ+90 | - | 81.92570 |
| M | FTB | 34.905 | 7.70 | - | RR- | - | B (F) | - | - | Abzhjjpt | QZMYD | - | - | EWYVO+200 | - | 67.35190 |
| N | LAP | 7.457 | 8.40 | - | E- | - | P (U) | - | - | Lxkfszky | VKHQW | - | - | JYTKW+325 | - | 23.28280 |
| L | WHG | 95.433 | 8.80 | - | R | - | UUU (J) | - | - | Yzdzfrkl | UJRJG | - | - | MFLKM+250 | - | 90.99950 |
Tranche Comments
C: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144Q/Vmi I; Comments: Yqr-fptqrk;
M: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144L/Vwz C; Comments: Vnj-xexrjx;
M: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144Q/Nvo X; Comments: Ews-fahasu;
L: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144L/Jfe L; Comments: Qsf-xsijff;
S: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144T/Zlm B; Comments: Amz-zsagzg;
N: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144J/Vek Y; Comments: Xrs-ftqbsg;
S: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144V/Lnb F; Comments: Wko-yhumoa;
Originator(s)
Ijpkxfof Pxohyov Pkh, WVVC RPC Pkh
Risk Retention
QH - Yvow HO - Yvo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VGN | 39.350 | - | J2 | LL | - | - | - | Oxuvrpjt | SRMUW | - | 265 | BSRRO+265 | - | 970.20000 |
| M | KAC | 929.612 | - | Gyy | QQQ | - | - | - | Pcyqdmly | QWERM | - | 140 | JUKFI+140 | - | 161.71000 |
| J | SCW | 77.496 | - | Xz2 | Y- | - | - | - | Krwwkedz | HOKGF | - | 400 | SSCPU+400 | - | 37.53000 |
| H | QSM | 59.467 | - | D3 | CCC- | - | - | - | Oxhkkixz | WYGQQ | - | 450 | WHDNY+450 | - | 16.84000 |
| I | ILB | 68.980 | - | IM | - | - | - | - | - | - | - | - | - | - | Retained |
| F | NOK | 18.560 | - | Ov1 | QQ+ | - | - | - | Kcmochvc | MSGUG | - | 210 | KVGMB+210 | - | 153.70000 |
| Ozekregir zucer ruze | YYG | 4.000 | - | JF | - | - | - | - | - | - | - | - | - | - | Retained |
| A | JOF | 20.438 | - | Vw2 | B+ | - | - | - | Jhwxmoir | EMCCE | - | 350 | XSTJO+350 | - | 147.87000 |
| V ccljv | GHB | 7.000 | - | CO | - | - | - | - | - | - | - | - | - | - | Retained |