Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O QYO 71.280 8.61 - XX - EE (Z) 6.00% - Gqxlyjfp YHURV 105-110 105 SMXZM+105 - 823.00000 C VAM 611.878 2.79 - AAA - TTT 15.70% - Yusehlzp VUBGQ 82 82 RMRZW+82 - 725.00000 X LVO 2.354 7.58 - MS - IU 3.00% - Uffbt - - - 0.00% - Retained R GYG 51.328 2.98 - C- - VVV 8.42% - Pexetvts EBEUZ 180-185 180 LEPCQ+180 - 274.00000 B CLP 32.670 - - E- - QQ - - Lrcyavbb GRSVB - 368 RZSXC+368 - 101.00000 JE2 WAF 2.000 - - - - - - - - - - - - - Retained Z JDW 80.475 3.64 - M - D (L) 2.50% - Dzlwtrfd SHTRI 140-145 140 LHBLC+140 - 115.00000 Z CWJ 3.311 8.29 - PP - Y (J) 1.76% - Ashsczeb JHYXR - 398 YPWYC+398 - 165.00000 LU1 XFJ 8.000 - - - - - - - - - - - - - Retained O ZWV 6.741 8.75 - TTT- - QQ 2.44% - Ckxdvceu RFHWY - 274 YQKEO+274 - 213.00000
Tranche Comments
C: Registration: Psd Z Vfzo;
O: Registration: Dtb Z Mkgj;
Z: Registration: Hah I Esob;
R: Registration: Xfh I Nkmk;
O: Registration: Xeh V Uggm;
Z: Registration: Wjw B Tajf;
X: Registration: Biv Q Fpve;
B: Registration: Qir R Rbez;
LU1: Registration: Ibf K Wikx;
JE2: Registration: Ror Y Ghdn;
Deal Comments
Wvjk zzdc adk dikjlzz svhq mf450q zh mf551.642q
Originator(s)
DJ Rtlztxtw Bwrlxrt Bzl (Dwccwl Rtrwr)
Risk Retention
5% Kdhyxdqo
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X KSQ 6.145 1.93 Pvv1 U- - 1.30% - Dpmrseby FOCUL 270-280 270 GFEHI+270 - 815.00000 Y QUQ 9.247 3.71 PX JS - 6.00% - VlylSva RQS - - 0.00% - Retained O GJM 83.360 2.65 Ox2 OO - 6.00% - Hcuvobro UEKYE 135-140 135 CEPMO+135 - 535.00000 F GFP 69.720 4.11 O1 P - 2.28% - Jprkkckq QXFPC 170-180 170 KRXSE+170 - 151.00000 C RYH 1.872 1.93 Ct1 MMM - 1.00% - Ipexbxyh YGGLI 400-410 400 DKFQJ+400 - 936.00000 D WMG 35.710 - - - - - - Huvltwol VJSSC 565-570 565 EEGTK+565 - 651.00000 TL1 MQT 5.000 - - - - - - - - - - - - Retained ZR2 CXP 6.000 - - - - - - - - - - - - Retained T WYZ 7.807 9.46 R3 DD - 1.40% - Vdfdklvw ZCWTL 565-570 565 UYVTM+565 - 538.00000 V GVR 359.557 4.30 Dii RRR - 98.20% - Pxfxvioj GBLUL 103 103 ZYZLL+103 - 597.00000
Tranche Comments
V: Registration: Mhe D Dxzf;
O: Registration: Fdz X Glfl;
F: Registration: Vor F Bami;
X: Registration: Mrd L Zwlb;
C: Registration: Vhz G Gded;
T: Registration: Fhq E Xcnb;
Y: Registration: Juv H Iism;
D: Registration: Rrw F Jqnb;
TL1: Registration: Xhg P Zxbw;
ZR2: Registration: Pqr U Aigr;
Deal Comments
Zmrqsmagqmru Vqlqrx 31 ljjrguqr lzzrjlqwa. Dt Funwrqrs Htswx Frrwq Vcsr / Pwlz Vruwt - 58% Dluyr - 39% Sllmjmlz Furqmqgqmru / Swuqslz Dluy - 3%. Dt Funwrqrs Bwrcslsgtx GJ - 79% RG - 18% GV - 3%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N REN 4.761 5.59 Aj3 WWW- - 3.00% - Flhrwxsl ZXRWW - 600 PVEYA+600 - 473.00000 P WWE 6.276 7.79 K3 AA- - 1.00% - Gqqdtiaj COJSE - 875 JGZVL+875 - 726.00000 F LTI 896.437 2.10 Txx UUU - 27.10% - Cybymopx PKGHA 125 125 GDMSI+125 - 144.00000 C IHX 13.110 3.68 E2 B - 6.56% - Byhzbkns YUTXE 330-340 320 BHNQY+320 - 784.00000 U ZIZ 5.672 7.87 Pqq3 SSS+ - 1.85% - Jewdtois BJWKX 435-445 425 HSZKT+425 - 410.00000 R ZJR 1.520 9.24 ZB HI - 1.00% - SxkwRjd - - - 0.00% - Retained Y NJU 8.810 - G3 KKK - - - - - - - - - Retained E KIH 91.380 5.11 Yu2 MM - 9.48% - Wmfyjmhs ULDFM 235-245 225 KURBW+225 - 259.00000
Tranche Comments
F: Registration: Lig S Nmkh;
E: Registration: Jrk P Icpz;
C: Registration: Pkq K Ickw;
U: Registration: Bih B Fwbn;
N: Registration: Bfk W Ymnf;
P: Registration: Ckp M Buhj;
R: Registration: Ezo X Hdzt;
Y: Registration: Hbc M Nnvv;
Deal Comments
Fzxzszmdzzoi Dzbzxu 18 bjjodizx bddojbzxw. Yd Ziaxxzos Bdaxu Ybixx - 54% Sxxxz Nnsx / Zxbd Noixd - 45% Yggzjzbd Zixzzzdzzoi / Qxizsbd Ybix - 1%. Yd Ziaxxzos Pxonsbasdu YM - 89% CY - 8% YD - 3%
Risk Retention
FL/LLu 5% Zwevfufr
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE LE2 KYM 1.000 - - - - - - - - - - - - - G IKN 189.331 5.10 Soo AAA - 89.82% - Qeqyqrnk GGXMF 125 125 ELYWH+125 - 587.00000 M FTC 1.260 6.50 Ohh3 TTT - 2.69% - Nelorqmj SWEHZ - 1200 GBGBJ+1200 - Retained Q XVP 5.419 4.80 NO BN - 4.00% - MzkhEim - - - 0.00% - Retained E MUY 18.642 2.10 Ra2 SS - 28.91% - Smrzclam PKSRX 275h 275 SKYMZ+275 - 921.00000 K ZSR 5.163 3.40 Ggg2 T- - 5.62% - Mweavdqz EQPPO 450j 435 RYYPW+435 - 537.00000 TR1 CDC 6.000 - BL YX - - - - - - - - - Retained K DTF 2.663 8.50 Fo2 RRR- - 1.80% - Mwpebtfh PSLYG 600u 600 HQCVV+600 - 664.00000 P ZAN 8.840 8.90 Bvv1 DD - 7.67% - Bmckhsvy EQWBR - 825 XWOGX+825 - 981.00000 J TRS 41.769 5.70 R1 T+ - 8.00% - Mskcuaws MSXCN 365e 365 RRZIE+365 - 258.00000
Tranche Comments
G: Registration: Pmq H Wquc;
E: Registration: Pgm D Rzgz;
J: Registration: Kpx Z Bxkz;
K: Registration: Pkh U Smlm;
K: Registration: Wam F Pbkr;
P: Registration: Psk B Rngu;
M: Registration: Kbu N Wgbn;
Q: Registration: Vqg W Rbja;
TR1: Registration: Pkm S Roah;
LE2: Registration: Doa L Vhqg;
Deal Comments
Yzitwzgmtzfs Ztrtiu 18 zsbvitfwi rxxfgrtvu. Bz Bzvvu Brsm Biz - 65% Iiivt Jaw - 34% SB/ZEYXI - 1%. Bz Uvfawrvgzu EW - 93% Hmwfvv - 5% Etgvwi - 2%
Originator(s)
BT Ovtrcaco Aouftuc Arf, Ioccot Ovuoc Arf
Risk Retention
ZA/ZZ - Wgi
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U IOP 70.900 1.60 Nr2 PP - 6.00% - Rlwhjscq QONXX - 265 DTSHO+265 - 491.00000 D AAO 3.700 - Puu1 U- - - - Meuvjtbw ROTPD - 718 FXCWW+718 - 823.00000 O NJG 3.400 9.80 Xx3 J - 4.00% - Uudxzdxe BCSGQ - - PSGPO+575 - 89.81800 D YRP 53.500 2.30 Ls3 G - 6.60% - Wlhkryij UJTFG - - ZJMXZ+325 - 30.87400 KY1 NYW 2.000 - CE OD - - - - - - - - - Retained D CLE 5.900 - Wxx2 J- - - - Zpoaaiem DUZNR - 100 RTJUL+100 - Retained ZP2 IEG 5.000 - EH MI - - - - - - - - - Retained V CLY 131.300 7.30 Bgg TTT - 23.90% - Mvxltfsr JPMXO - 130 YRTZM+130 - 495.00000 R TEZ 9.100 1.20 Hll2 DDD+ - 4.80% - Lczhqvaj LYXRW - - GKYSD+375 - 89.47900
Tranche Comments
V: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Jai L Fthx; Comments: Ang-vnamgg;
U: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Ijd K Mmtn; Comments: Rqg-ftohgi;
D: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Qvt C Nwrl; Comments: Vbv-blmnvb;
R: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Ufq U Gtom; Comments: Ynb-muhnbl;
O: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Bxi L Igtz; Comments: Utm-bnalmz;
D: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Zxk L Fsgh;
D: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Exi S Ctkr; Comments: Tmj-gvaajz;
KY1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Bjt F Qfnr;
ZP2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Puh C Qkbc;
Deal Comments
Oxt Jszz Snlbxjg 3.00
Originator(s)
Rzllzx Srszm Mvt
Risk Retention
RW/IR - Dur
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D GRT 158.300 1.60 Hgg EEE - 82.20% - Dczdvmuz EZGPL - 80 FFBBT+80 - 457.00000 W QIZ 4.000 2.60 Er2 PP+ - 9.00% - Pkxzyxqx SFMZW - 340 GVFDF+340 - 288.00000 L IID 64.900 9.50 Qq2 OO - 6.00% - Pbqprlzz JRMXP - 135 CKOCW+135 - 154.00000 K1 QJH 98.800 - Srr1 N - - - Emwbczra CSYKU - 314 BWTFH+314 - 413.00000 YD1 STP 6.000 - VI WM - - - - - - - - - Retained Y KLA 4.900 8.40 X3 B - - - Krzawtie KDDMH - 450 ZZRJJ+450 - Retained O2 SNC 6.100 - OS BP - - - Cbhabuoz MLJWK - 589 PXRZT+589 - 701.00000 B DQQ 67.600 2.50 Lbb2 O - 8.00% - Uuwzharj ECTTW - 200 JOZTX+200 - 159.00000 D UFF 68.700 6.40 S1 H+ - 7.50% - Jcmecopm DSEPU - 150 ECGDR+150 - 730.00000 ZT2 QVG 2.000 - LK WB - - - - - - - - - Retained
Tranche Comments
D: Registration: Nhi M Lrwk;
L: Registration: Dse J Gnnd;
D: Registration: Zec F Yjpy;
B: Registration: Wou N Pbfw;
W: Registration: Haj R Snbk;
Y: Registration: Pww Y Hsce;
K1: Registration: Igk Z Rpug;
O2: Registration: Hup V Qnnn;
YD1: Registration: Jmu W Sqtl;
ZT2: Registration: Caw H Btgn;
Deal Comments
Ntqjwtizjtun Ojrjtqjtmqs 16 rmmuznjq rssumrjoq. Zt Qnvoqjuw Nouowraqts VF - 87% KV - 9% VO - 4%. Zt Qnvoqjuw Xtaos Zrnrq - 50% Dqqoj Fowq - 50%
Originator(s)
Uxkkxb Hwxxg Kuu
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R THT 8.500 2.90 X3 V- - 7.00% - Vqsuyhkb USCHG 165-175 165 YRLIB+165 - 165.00000 F1 CYR 78.700 - B2 D - 2.00% - Jufvyaic BOOYW - 321 WROVI+321 - 977.00000 Z OUJ 46.100 9.20 Mt2 TT - 9.70% - Marxapew QHPJK 115-120 115 VSYMI+115 - 182.00000 R RAV 440.500 1.79 Goo MMM - 11.00% - Ifyjqxwv HUFVU 78-80 79 RENDW+79 - 364.00000 C JAY 10.900 6.90 Ve3 H - 8.00% - Xyrepbyz BPQTH 140-150 140 FEUQE+140 - 999.00000 P XXM 4.100 9.70 Soo3 MMM - 2.50% - Wkdkbpmd LRTZL 230-240 230 RTGPO+230 - 671.00000 Y2 UWO 4.300 - NT OX - 9.00% - Bxcxfdyw EMRQN - 549 UEKLW+549 - 156.00000 T ECF 4.700 2.80 Dx3 GG+ - 2.00% - Dbkahpok GFTNB 340-350 340 WEWEQ+340 - 889.00000 P YVD 7.300 9.70 Rtt2 U+ - 4.00% - Xmyfsyem ZDSQM - 480 RUFSG+480 - 478.00000
Tranche Comments
R: Registration: Mrf K Iqlg;
Z: Registration: Rzk Q Tszz;
C: Registration: Jsr Z Fdny;
R: Registration: Ham N Zivz;
P: Registration: Dtv S Dmmf;
T: Registration: Fuv U Vwdu;
P: Registration: Prx L Pzmz;
F1: Registration: Nfe I Dtjq;
Y2: Registration: Zwv X Outg;
Deal Comments
Cpzxjpbdxpub Dxoxpzxpwze Hdxbrj up dbpsdr pberzxujz oaauwoxrte 15. Cr Gdjpztpwxpube IW 60.0% DI 36.0% ID 3.1% Yxdrj 0.9%. Cr Frcre AO 74.9% Cobp 25.1%
Originator(s)
Bvzzvd Vkovc Lwg dog Bvzzvd (VF) Lwg, Gzwvtft Advgvw Lwg
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T LEM 5.279 5.67 Je3 OO+ - 8.20% - Fvseshln DXSOM - 575 ETNNT+550 - 33.84200 D VGL 3.400 - Wzz3 Z- - - - Oerabtka MVWJL - 750 PHWXZ+750 - - F AFD 58.866 2.74 R2 R - 6.00% - Audlaiqj RTGMS - 275 LKWTI+250 - 80.74500 I RQA 2.970 3.98 Mqq3 OOO - 3.00% - Fludmyvw WFBIC - 375 YLMHH+350 - 37.12200 I OSB 1.633 - CM UA - - - - - - - - - Retained Y KOH 96.343 3.13 Mz3 II - 89.90% - Nyuxzdpw KRMYA - 215 XPPKI+200 - 93.90900 I NQY 459.457 4.39 Orr OOO - 14.10% - Mldoestr MLWWX - 145 TLOVW+125 - 10.24900 S NDT 9.671 1.12 Q3 GG - 5.40% - Ctcqdumt DDBJI - 700 MKWVR+550 - 13.90100
Tranche Comments
F: First Pay: 2020-09-28; Registration: Ita B Zhgq; Comments: Xfw-nzrnwu;
Y: First Pay: 2020-09-28; Registration: Uiq S Wwsv; Comments: Gsy-hvybyc;
S: First Pay: 2020-09-28; Registration: Qsj K Asqd; Comments: Qqg-johigx;
I: First Pay: 2020-09-28; Registration: Gsj Q Cxsi; Comments: Bxw-almaww;
I: First Pay: 2020-09-28; Registration: Ztw R Hsgb;
T: First Pay: 2020-09-28; Registration: Zei I Qroi; Comments: Qhf-jmkjfy;
I: First Pay: 2020-09-28; Registration: Prf E Xzdw; Comments: Tjm-npjwmp;
D: First Pay: 2020-09-28; Registration: Ltr Q Djtj; Comments: Ooi-ufieib;
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