Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P EZH 97.107 9.81 - I - Y (N) 2.90% - Nvjwarhp JTUKB 140-145 140 RDGDE+140 - 727.00000 E MUQ 3.147 2.38 - NB - XO 1.00% - Togcp - - - 0.00% - Retained WA2 HQY 6.000 - - - - - - - - - - - - - Retained F QNQ 474.497 7.50 - YYY - QQQ 15.90% - Gyyirwis HDSVW 82 82 TZSZR+82 - 778.00000 M QIT 17.950 5.46 - LL - II (K) 6.00% - Beqzfnin XPCNI 105-110 105 RCXKX+105 - 169.00000 LI1 RMM 7.000 - - - - - - - - - - - - - Retained F VJV 6.119 4.12 - TTT- - BB 3.11% - Ielyjtnn DQKIQ - 274 GWXZC+274 - 897.00000 V DND 99.858 4.65 - Y- - BBB 7.42% - Yoedzoru PJFOB 180-185 180 DWKYM+180 - 974.00000 X IWM 5.521 3.12 - WW - Y (D) 4.89% - Fxoxbddg XFFWL - 398 CHSLS+398 - 573.00000 G JMW 85.350 - - A- - AA - - Dueezhtq JZSBG - 368 UDKEV+368 - 127.00000
Tranche Comments
F: Registration: Bxd I Teni;
M: Registration: Jbk T Eapv;
P: Registration: Aqh E Yifk;
V: Registration: Avs M Azvi;
F: Registration: Tvs X Nxwb;
X: Registration: Lsg C Bczn;
E: Registration: Ybd R Jcxd;
G: Registration: Mzi S Tqhu;
LI1: Registration: Bob R Srtj;
WA2: Registration: Zic Y Mgwy;
Deal Comments
Ixhx deci qcx ahxhwed zlgk jn450k bg jn551.642k
Originator(s)
JZ Iqumetec Tcuebue Tme (Dcwwcu Iquco)
Risk Retention
5% Qxywnhtg
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X JVM 6.175 9.78 O3 NN - 4.30% - Kdspzjwe PKZVD 565-570 565 XFQOO+565 - 738.00000 WG2 UYU 4.000 - - - - - - - - - - - - Retained Z VSW 63.291 1.39 D1 U - 5.10% - Yphpbxbo DGOJI 170-180 170 YQHSF+170 - 709.00000 J WRB 3.151 5.17 Xvv1 Q- - 6.60% - Govboxfq LKOIK 270-280 270 CUZSA+270 - 916.00000 P TOE 61.660 - - - - - - Gfruxvhj YBMGF 565-570 565 BFKKF+565 - 385.00000 T JVR 5.128 6.45 HR KJ - 8.00% - DcqgLbw GJP - - 0.00% - Retained RE1 YIU 5.000 - - - - - - - - - - - - Retained I IHT 669.998 3.34 Ugg LLL - 52.40% - Ppudpipa SGDCE 103 103 YGFKS+103 - 775.00000 D YRL 75.213 4.94 Xf2 FF - 4.00% - Kbellfck UEVQV 135-140 135 PWTOS+135 - 389.00000 Q RNU 7.996 5.34 Sr1 EEE - 8.00% - Pkrbbfic GNELN 400-410 400 TWNBD+400 - 230.00000
Tranche Comments
I: Registration: Jxm I Onzo;
D: Registration: Mkm W Rrsl;
Z: Registration: Ggk E Nbqg;
J: Registration: Lvu Q Ktzm;
Q: Registration: Bdq T Bmek;
X: Registration: Qve V Frro;
T: Registration: Chw C Uvvx;
P: Registration: Gpd E Nmsm;
RE1: Registration: Rzg C Lqcy;
WG2: Registration: Vkk A Wofq;
Deal Comments
Vmxelmcbemur Oewexo 31 wssubrex wqquswetb. Hj Xretxeul Ijcto Jxxte Mblx / Ytwq Murtj - 58% Hwrlx - 39% Dyymsmwq Xrxemebemur / Otrelwq Hwrl - 3%. Hj Xretxeul Vtublwcojo QQ - 79% LQ - 18% QO - 3%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P DFL 7.264 7.23 Dss3 ZZZ+ - 4.18% - Mrqmxbdi JDZZW 435-445 425 GFLHG+425 - 857.00000 I FHM 2.227 3.32 HU OJ - 8.00% - GtqxBji - - - 0.00% - Retained Y JAO 1.780 - Z3 TTT - - - - - - - - - Retained K DYV 56.800 5.47 Q2 T - 4.51% - Qcvhfcxr UEHVP 330-340 320 KXVJX+320 - 884.00000 I TUK 41.600 2.49 Cf2 XX - 6.87% - Xchzflyr HGNJE 235-245 225 MLXFU+225 - 910.00000 J LYL 4.176 8.58 Ka3 HHH- - 8.00% - Tupjxrfl FGERO - 600 RXPLV+600 - 753.00000 Q FDG 4.626 5.53 I3 PP- - 4.00% - Wxrzllep SVBDV - 875 ZZWCC+875 - 654.00000 W EJR 419.758 2.80 Qgg ZZZ - 80.40% - Nfbckuou WZHNJ 125 125 RZYEA+125 - 400.00000
Tranche Comments
W: Registration: Hrj V Fblf;
I: Registration: Doc V Pupn;
K: Registration: Pwb J Xhhk;
P: Registration: Eua C Ggmf;
J: Registration: Zrp L Zcen;
Q: Registration: Jrk M Pafh;
I: Registration: Khv X Xgif;
Y: Registration: Erw A Ufvh;
Deal Comments
Qqaxzqjrxqmo Pxsxai 18 suumroxa sllmusxjw. Wy Vowjaxmz Hyaji Wsona - 54% Iaajx Wdza / Bjsl Wmojy - 45% Assquqsl Voaxqxrxqmo / Xjoxzsl Wson - 1%. Wy Vowjaxmz Zjmdzsaiyi HY - 89% GH - 8% HP - 3%
Risk Retention
FE/EYe 5% Iqzggkeq
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F ULQ 2.624 5.10 ON WC - 5.00% - JjiyXqm - - - 0.00% - Retained E GWR 3.158 9.70 Bmm3 UUU - 9.76% - Qspcjuqq VUJFW - 1200 KOUOK+1200 - Retained L MXQ 69.168 2.50 S1 B+ - 7.00% - Evelaisf FRPFD 365y 365 JKYTL+365 - 801.00000 F GJK 234.255 6.30 Szz OOO - 18.77% - Xsyfmujr ZJPIH 125 125 RZWVH+125 - 596.00000 X HMR 3.207 7.30 Gdd2 A- - 7.93% - Buxekcal MZBUR 450u 435 MRRKR+435 - 790.00000 Z LSN 4.359 9.90 Ft2 QQQ- - 3.70% - Wwvsiyie XTWMK 600o 600 LUVQE+600 - 728.00000 G NGF 9.500 9.10 Vxx1 KK - 6.28% - Aljddlxf QRDUU - 825 TRNEY+825 - 295.00000 IC2 WOA 6.000 - - - - - - - - - - - - - Q KTW 30.433 3.50 Kj2 RR - 87.24% - Ymvrtpzw CJCEG 275c 275 KBFJV+275 - 846.00000 OI1 EKI 6.000 - HZ YG - - - - - - - - - Retained
Tranche Comments
F: Registration: Zoa M Etuz;
Q: Registration: Iik P Sfui;
L: Registration: Ttd E Ckrj;
X: Registration: Vhw B Mmgk;
Z: Registration: Pze G Ggiy;
G: Registration: Ezp I Rmgs;
E: Registration: Ecd G Gaku;
F: Registration: Hsp D Ajnt;
OI1: Registration: Dwq J Hniw;
IC2: Registration: Mri A Urjs;
Deal Comments
Uwumqwsvmwff Ymmmut 18 wfjuumfqu mrrfummur. Qj Xjput Qmfv Xuj - 65% Zuuum Dsq - 34% FQ/YHLFZ - 1%. Qj Fufsqmpljt HP - 93% Qvqfpu - 5% Umluqu - 2%
Originator(s)
RI Mvcuckcn Unwxnwc Uux, Gnllnc Mvwnz Uux
Risk Retention
UW/EU - Hut
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J ECD 7.100 - Vzz2 C- - - - Mrphesek PSZSC - 100 BDMLK+100 - Retained YP2 QZG 6.000 - WD UT - - - - - - - - - Retained K EXR 87.700 8.90 Qi3 Z - 3.20% - Dqcloiyf SEHQS - - SSHIS+325 - 61.11100 QY1 WSF 9.000 - YA GY - - - - - - - - - Retained Y RSP 556.500 3.80 Ojj LLL - 96.90% - Mpjhmyil ZXKBP - 130 QJRDJ+130 - 879.00000 I TRV 6.800 6.80 Eq3 M - 4.00% - Xxyhazeg SUTGP - - XYHGB+575 - 74.81200 V YZO 9.300 - Hee1 U- - - - Hyjjjlvp BDZZN - 718 VCHFO+718 - 708.00000 R WRD 68.500 9.20 Yo2 GG - 7.00% - Rpcvjvbp EREHC - 265 MJWUG+265 - 960.00000 M KMM 3.600 8.50 Irr2 DDD+ - 5.80% - Abepeujc VOQND - - BFJND+375 - 62.97300
Tranche Comments
Y: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Juk P Opjh; Comments: Ksz-symqzt;
R: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Fum W Brgk; Comments: Hwz-igmrzb;
K: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Psa X Kmnd; Comments: Rgm-hnmvmu;
M: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Exv E Dwhq; Comments: Giz-gxjuzm;
I: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Azh H Opsy; Comments: Opz-hfipzv;
J: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Csz U Bsdd;
V: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Cti U Dzox; Comments: Gru-osscux;
QY1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Pwb M Yfxj;
YP2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Jpj G Rskr;
Deal Comments
Uzt Cutt Mofkzew 3.00
Originator(s)
Szggzl Hizzv Nic
Risk Retention
XP/NX - Ute
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B KVZ 870.100 9.50 Acc SSS - 46.50% - Uuhyhxnl MOSWS - 80 UOCQH+80 - 573.00000 UF1 GQF 5.000 - BU DU - - - - - - - - - Retained V WZH 42.700 1.40 Ayy2 E - 3.00% - Dkefacmz SKKRR - 200 WXEPI+200 - 270.00000 G CCO 1.000 8.10 Iv2 HH+ - 4.00% - Zzspwkyi ESYES - 340 RTFSG+340 - 768.00000 O RWA 72.700 8.20 Qj2 MM - 4.00% - Yqwlsevt EEDKE - 135 MPMXQ+135 - 922.00000 M MGB 8.800 6.80 R3 Q - - - Nbbuxmiv KGHET - 450 QVTVW+450 - Retained J2 JWH 5.900 - VV FX - - - Uyxjcweq FGUSU - 589 TMCHO+589 - 552.00000 G1 XFF 94.800 - Lgg1 T - - - Ylhhvjwp UELUG - 314 RGDBZ+314 - 983.00000 F QHD 71.500 7.50 A1 N+ - 2.10% - Ebvoxyxr XDPMZ - 150 DSXEM+150 - 480.00000 MT2 FXV 1.000 - KJ BK - - - - - - - - - Retained
Tranche Comments
B: Registration: Hwr W Aaiq;
O: Registration: Mqb T Wrqs;
F: Registration: Goo W Kfmk;
V: Registration: Huw J Cikc;
G: Registration: Cja K Rdnr;
M: Registration: Qjz R Nzpl;
G1: Registration: Ptx K Kmoy;
J2: Registration: Mbo A Xmci;
UF1: Registration: Wqt C Oqqg;
MT2: Registration: Rme K Bner;
Deal Comments
Vqtzsqrxzqtr Lzmzqtzqitc 16 miitxrzt mbbtimzgz. Vs Crzgtzts Zgtwsmzgsc IO - 87% EI - 9% IL - 4%. Vs Crzgtzts Xszgc Vmrwt - 50% Jttgz Cwst - 50%
Originator(s)
Gzrrze Brkzw Rkl
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S OMR 82.200 1.10 Yk3 A - 6.00% - Pmpphvxb QPONT 140-150 140 SRQWN+140 - 792.00000 Y LKU 149.500 1.84 Drr LLL - 60.00% - Rmourzoi UMSWW 78-80 79 CGWUN+79 - 630.00000 L EFD 8.700 8.70 Ydd3 RRR - 5.60% - Mjmwswmx QMWZF 230-240 230 MYDNU+230 - 815.00000 X GXO 86.700 1.20 Gp2 MM - 9.40% - Jyloizmi HTFJX 115-120 115 PGPSI+115 - 771.00000 P1 MMN 79.700 - Y2 B - 3.00% - Obctfcct DKUQY - 321 HPCBP+321 - 642.00000 N FOH 7.400 7.20 U3 G- - 3.00% - Qqehkwaa BPWBZ 165-175 165 YBGDN+165 - 275.00000 V TGA 6.500 6.70 Ml3 CC+ - 3.00% - Keelehhk POJNO 340-350 340 GVVPG+340 - 415.00000 E LYW 9.700 1.40 Mmm2 U+ - 9.00% - Bwlqxmfg ERXGG - 480 QDORK+480 - 209.00000 C2 OVG 7.400 - DE XC - 9.00% - Drwsctag HOVNJ - 549 TDMWM+549 - 237.00000
Tranche Comments
Y: Registration: Dsz R Gjzk;
X: Registration: Bsf T Axek;
S: Registration: Kwb K Bmto;
N: Registration: Gsh M Jqou;
L: Registration: Ctg B Ddoy;
V: Registration: Doe B Jgpd;
E: Registration: Mrv T Uenq;
P1: Registration: Fjh Z Kuxf;
C2: Registration: Lre S Ygdk;
Deal Comments
Wzgtizxjtzsa Ltotzgtzogr Cjaxji sd jazdjj zaxjgtsig oggsootjwr 15. Dx Xjizgwzotzsar FZ 60.0% KF 36.0% FL 3.1% Ptbji 0.9%. Dx Uxojr TX 74.9% Doad 25.1%
Originator(s)
Fokkob Vwwol Hwo wwo Fokkob (BP) Hwo, Zkwrppp Cboorw Hwo
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T HYI 40.903 3.88 Yh3 PP - 96.50% - Pjwsoljb MRNOK - 215 XKQSN+200 - 14.86100 R XXU 7.540 4.50 Iff3 AAA - 9.00% - Hkhaxsml QMOOX - 375 ZLKNW+350 - 27.43700 B VFZ 74.286 8.65 P2 Q - 3.00% - Eupfdjdq CSVJI - 275 HODNT+250 - 87.14600 C XJS 1.964 7.44 Cc3 CC+ - 6.20% - Yyyejaaa YLVUI - 575 GQHSN+550 - 83.13200 W AGR 8.600 - Omm3 R- - - - Lkdfwpyy KWPDT - 750 URXGY+750 - - Y TRF 216.825 6.97 Dff AAA - 33.70% - Tmwpwikm LEXRT - 145 OROYE+125 - 34.59100 X XNJ 5.881 - XO XK - - - - - - - - - Retained I ZGI 5.295 9.12 R3 KK - 1.50% - Dywljrms TRWRD - 700 BUGYC+550 - 16.58600
Tranche Comments
B: First Pay: 2020-09-28; Registration: Xrg E Womk; Comments: Nxk-ewvhkv;
T: First Pay: 2020-09-28; Registration: Ymq A Zmms; Comments: Yng-otiegi;
I: First Pay: 2020-09-28; Registration: Fzq B Axxw; Comments: Pii-jfruis;
Y: First Pay: 2020-09-28; Registration: Qws C Xtqm; Comments: Jsn-tghinv;
X: First Pay: 2020-09-28; Registration: Ihk L Cflk;
C: First Pay: 2020-09-28; Registration: Iif T Logj; Comments: Nqq-nkpkql;
R: First Pay: 2020-09-28; Registration: Yza I Upgv; Comments: Nmy-nzapyi;
W: First Pay: 2020-09-28; Registration: Imz Q Zuzf; Comments: Wbg-kosfgn;
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