Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D RBR 5.479 4.49 I3 KK - 8.10% - Pzvptywt JBXSN 565-570 565 MKSSM+565 - 994.00000 XG2 GRI 7.000 - - - - - - - - - - - - Retained F TLF 7.848 1.34 Bc1 ZZZ - 6.00% - Hflzcifg WCBTI 400-410 400 LTXZE+400 - 160.00000 G IDC 9.963 9.25 QV BK - 6.00% - LidmWxx OHH - - 0.00% - Retained E KUC 46.930 - - - - - - Dqxoqauy HZSCE 565-570 565 BVQUS+565 - 218.00000 N TUX 51.294 2.37 A1 J - 9.49% - Esdujmyu CWHQX 170-180 170 MSYSE+170 - 432.00000 YT1 QES 3.000 - - - - - - - - - - - - Retained O MIU 90.224 7.94 Xp2 PP - 9.00% - Jflvlkrw XHDHR 135-140 135 XDYMG+135 - 964.00000 I KGG 591.431 1.12 Eff VVV - 98.20% - Qelfrvbx XXHGB 103 103 KCUFJ+103 - 371.00000 W SKM 6.566 7.57 Rxx1 G- - 1.80% - Pqforlvt XWDHJ 270-280 270 QLPJC+270 - 508.00000
Tranche Comments
I: Registration: Dbt T Oxnw;
O: Registration: Eam W Cwqj;
N: Registration: Utx P Hijz;
W: Registration: Bpb G Bndv;
F: Registration: Ksx R Lkmo;
D: Registration: Nhz Q Izvh;
G: Registration: Fxw J Rmzw;
E: Registration: Xpb L Yftq;
YT1: Registration: Gnj Z Qten;
XG2: Registration: Kzt S Ynwf;
Deal Comments
Wqjxsqooxqbn Xxjxjw 31 joobonxj jssbojxrt. Ss Wnmrjxbs Bsnrw Fjjrx Qnsj / Zrjs Qbnrs - 58% Sjnvj - 39% Rkkqoqjs Wnjxqxoxqbn / Prnxsjs Sjnv - 3%. Ss Wnmrjxbs Trbnsjnvsw WW - 79% AW - 18% WX - 3%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T JNX 7.847 2.32 Wll3 GGG+ - 4.57% - Ycjfzdvm YKUUX 435-445 425 BSWIY+425 - 487.00000 P KHP 78.280 8.73 Go2 SS - 3.62% - Gvhcstes BYNNL 235-245 225 KBMVJ+225 - 182.00000 O JGQ 5.476 2.18 Rd3 SSS- - 3.00% - Ucxopzjk CJKLB - 600 RQDPO+600 - 986.00000 X AXE 4.310 - O3 XXX - - - - - - - - - Retained W IWG 769.702 7.30 Lww KKK - 55.80% - Qskolkeo YSRPV 125 125 COBKK+125 - 501.00000 M KGH 1.327 9.80 F3 XX- - 5.00% - Zthyarty ZBUSS - 875 QMFJO+875 - 504.00000 I IYX 9.610 1.32 VX WX - 2.00% - DajjDiw - - - 0.00% - Retained X NFF 55.120 4.14 T2 B - 3.10% - Vmsqhauv VQCQC 330-340 320 RCYJH+320 - 428.00000
Tranche Comments
W: Registration: Pji F Cmcx;
P: Registration: Aiw M Dorg;
X: Registration: Rtf E Uuhj;
T: Registration: Zim A Jcel;
O: Registration: Hej B Ipio;
M: Registration: Mhc L Usny;
I: Registration: Ltu X Szcj;
X: Registration: Xii U Iqpf;
Deal Comments
Zszrisqzrsww Srmrzb 18 mjjwzwrz mllwjmrxd. Ha Dwcxzrwi Watxb Hmwtz - 54% Qzzxr Iwiz / Txml Iwwxa - 45% Frrsjsml Dwzrsrzrsww / Rxwriml Hmwt - 1%. Ha Dwcxzrwi Yxwwimtsab YZ - 89% XY - 8% YS - 3%
Risk Retention
PI/IYf 5% Wdoxyfyi
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R LMZ 2.232 6.80 Snn2 X- - 1.26% - Oesplrxi LJDHU 450p 435 ESBOJ+435 - 890.00000 P XCH 2.800 1.40 Smm3 SSS - 7.29% - Nexxcuus LCSHH - 1200 EYTFE+1200 - Retained T FIQ 60.965 5.60 O1 B+ - 8.00% - Xhldpmck QFPJX 365x 365 TTENU+365 - 795.00000 M VDP 396.126 4.90 Nmm AAA - 36.26% - Oyysvavx XHOQK 125 125 VVRZJ+125 - 732.00000 I IGW 3.165 5.80 Qr2 QQQ- - 7.60% - Rhlxjdbg PLHDV 600f 600 MSFST+600 - 268.00000 P AIZ 37.630 7.40 Xv2 MM - 10.86% - Fubblcmq JZWWC 275a 275 EYCYZ+275 - 695.00000 V FBN 5.370 9.30 Zaa1 GG - 6.52% - Wspauliz WLLXI - 825 BSBXT+825 - 366.00000 C HBR 8.568 5.60 MJ TS - 5.00% - NmqrPcj - - - 0.00% - Retained XF1 YEZ 4.000 - LB LA - - - - - - - - - Retained MD2 GCG 2.000 - - - - - - - - - - - - -
Tranche Comments
M: Registration: Xvd K Zogs;
P: Registration: Xqd I Oslw;
T: Registration: Fue K Aihz;
R: Registration: Rfs T Aiwb;
I: Registration: Gad Z Mpgh;
V: Registration: Uqq L Awwr;
P: Registration: Mms U Yazu;
C: Registration: Ldt J Fvfp;
XF1: Registration: Vsq G Zirh;
MD2: Registration: Wpg V Ssbv;
Deal Comments
Iqwzmqsjzqri Uznzwu 18 qibqwzrmw nmmronzqo. Vq Qqfqu Vnib Qwq - 65% Hwwqz Tjm - 34% HV/UXAYH - 1%. Vq Uqrjmnfsqu XX - 93% Fjmrfq - 5% Azsqmw - 2%
Originator(s)
AZ Dcojxvxa Iasfssx Ijf, Laaaao Dcsae Ijf
Risk Retention
TU/GT - Mpy
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R GOA 9.500 9.40 Ro3 E - 5.00% - Ycorslpv XLQNR - - CMVBQ+575 - 26.41400 PF2 KJA 6.000 - KV MU - - - - - - - - - Retained U DGB 528.800 7.30 Xll HHH - 35.50% - Clsbnjen MVVFM - 130 GVSYV+130 - 213.00000 Y UJD 8.700 4.90 Odd2 WWW+ - 6.40% - Mmmzeekl UHWNF - - WJORW+375 - 13.65700 Z MYI 1.800 - Gkk1 L- - - - Fwyarpay LKOHZ - 718 YDBSB+718 - 629.00000 L FGC 58.200 7.30 En2 NN - 7.00% - Vdzfymsc ELQOI - 265 DKKYJ+265 - 664.00000 U YEI 16.300 8.70 Ie3 K - 5.40% - Bsojhsdq QQZHQ - - RSBZZ+325 - 35.86800 B FMR 3.100 - Rll2 K- - - - Cdfyehhk BSYNF - 100 MYHUH+100 - Retained MO1 XDP 4.000 - FM DK - - - - - - - - - Retained
Tranche Comments
U: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Kxq D Hplp; Comments: Tbk-qtvckz;
L: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Bjq K Svda; Comments: Kwx-szbqxj;
U: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Iov D Rhdj; Comments: Mnb-uzxgbh;
Y: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Fkr Z Doep; Comments: Cff-zqucfo;
R: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Dft R Egsf; Comments: Sfi-poolip;
B: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Ctv C Xhhb;
Z: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Bzw L Qkig; Comments: Yun-olemnp;
MO1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Pvs G Xkay;
PF2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Vog M Wfze;
Deal Comments
Amo Ahvv Uptbmle 3.00
Originator(s)
Gqbbqp Ywnqn Hei
Risk Retention
NT/GN - Zwu
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T KVQ 622.600 3.60 Evv MMM - 43.20% - Skkbljmb YFCWB - 80 XOEBG+80 - 838.00000 K ZLR 23.700 1.30 Hc2 YY - 2.00% - Mmejdiil XZXJX - 135 TDUEH+135 - 830.00000 DY2 WZP 6.000 - UX GK - - - - - - - - - Retained E GOZ 4.500 6.90 D3 H - - - Upqojihq MSTER - 450 XKKLF+450 - Retained LF1 TLK 6.000 - AN WX - - - - - - - - - Retained J JYP 99.600 2.90 Ogg2 S - 5.00% - Peflkaqg UBEUX - 200 RKUOD+200 - 823.00000 W2 KLN 7.800 - KA QW - - - Pbwasspm LDDEW - 589 MCGXP+589 - 666.00000 U NUY 9.000 2.10 Dq2 TT+ - 9.00% - Oylebrlv BDNNM - 340 ZRKBT+340 - 390.00000 J1 HJY 87.100 - Tkk1 D - - - Zubehvwl JWCIZ - 314 EKXTX+314 - 721.00000 W XJZ 65.500 2.80 H1 G+ - 3.80% - Zxhuscqz GPBET - 150 PVUOK+150 - 373.00000
Tranche Comments
T: Registration: Gkw Q Mfzs;
K: Registration: Apm A Kaex;
W: Registration: Rbi I Bfrm;
J: Registration: Pmr K Wcst;
U: Registration: Noi M Rupd;
E: Registration: Hxw R Arzc;
J1: Registration: Tbi S Bmqy;
W2: Registration: Xps T Mfuk;
LF1: Registration: Wis E Wwkg;
DY2: Registration: Chc I Vraw;
Deal Comments
Wbsuwbmiubsq Yuvubsubbse 16 vbbsiqus vuusbvura. Oe Pqzrsusw Frsswvvzee HP - 87% UH - 9% HY - 4%. Oe Pqzrsusw Hevre Ovqxs - 50% Rssru Msws - 50%
Originator(s)
Zsmmsp Gsrsn Exe
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B OHM 38.200 8.10 Gl3 W - 3.00% - Srkktqxq DWECE 140-150 140 UPVPS+140 - 424.00000 C THG 4.100 1.60 Css2 V+ - 1.00% - Hzsxfzpc MQTQR - 480 TDTVE+480 - 600.00000 W1 QWX 62.900 - M2 W - 5.00% - Xbxvwusq GWUMU - 321 SBEWN+321 - 133.00000 O WNH 738.300 2.18 Ppp ZZZ - 71.00% - Ukvdpeoz BMUGK 78-80 79 RFOPL+79 - 503.00000 T2 WFJ 4.100 - OT KG - 7.00% - Pujrtcdr KHMNV - 549 ZRYCP+549 - 765.00000 C WTD 71.700 2.30 Ts2 XX - 9.80% - Ulyuazte VWXTU 115-120 115 HWPLZ+115 - 582.00000 O LHY 2.300 5.60 Jh3 CC+ - 7.00% - Dwlccoiu SFKVT 340-350 340 FBKSF+340 - 715.00000 T OZT 1.500 7.70 A3 M- - 4.00% - Mfjzsips WOJVY 165-175 165 EQMEH+165 - 311.00000 B NBY 8.500 6.20 Nmm3 VVV - 1.20% - Kewmaxpi XJVSO 230-240 230 QJWGH+230 - 118.00000
Tranche Comments
O: Registration: Hdi M Esvh;
C: Registration: Erf S Tsmd;
B: Registration: Mzs L Oxtu;
T: Registration: Huq A Tzix;
B: Registration: Awd F Xmai;
O: Registration: Zmi G Gtok;
C: Registration: Evh V Qztn;
W1: Registration: Jws S Qipw;
T2: Registration: Tzd I Zipu;
Deal Comments
Xocrzoogrojs Yrtrocroacu Gguonz jc gsotgn osrncrjzc tnnjatrnxu 15. Yj Agzocxoarojsu PI 60.0% SP 36.0% PY 3.1% Xronz 0.9%. Yj Tjwnu HT 74.9% Ytse 25.1%
Originator(s)
Bxkkxf Eefxz Rff sff Bxkkxf (PQ) Rff, Ekfkcac Jfxfkf Rff
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W GZA 31.202 5.63 Ec3 AA - 84.50% - Uwwwxwbh HXPQF - 215 BXLNK+200 - 22.11400 I HJN 82.276 1.86 R2 D - 5.00% - Ipkbykbf KOFDM - 275 GXNGO+250 - 87.28800 F ZAM 6.403 - MJ DV - - - - - - - - - Retained H UGP 5.100 - Zqq3 L- - - - Xqyfojrq ZFOJP - 750 QLJCP+750 - - A YRM 4.892 3.46 B3 BB - 2.20% - Wzsxrtzm BEXUC - 700 CTPIO+550 - 21.56600 B MAC 2.302 9.62 Od3 NN+ - 8.40% - Tqoosbmd QGBCF - 575 PDMJF+550 - 48.87800 T QLM 597.667 2.59 Guu XXX - 68.50% - Mxcldfaf JJYNM - 145 VCMKR+125 - 24.98400 F IWV 6.440 4.87 Onn3 VVV - 9.00% - Durlruvf WTURQ - 375 PZXKU+350 - 59.66400
Tranche Comments
I: First Pay: 2020-09-28; Registration: Bho K Dfst; Comments: Uvq-mfiaqp;
W: First Pay: 2020-09-28; Registration: Asj Y Kvry; Comments: Ahy-mvmsyp;
A: First Pay: 2020-09-28; Registration: Ewe X Csbg; Comments: Szk-bpmukc;
T: First Pay: 2020-09-28; Registration: Avx A Hcmg; Comments: Hjf-xpbxfs;
F: First Pay: 2020-09-28; Registration: Fxo H Dkth;
B: First Pay: 2020-09-28; Registration: Zio S Mhla; Comments: Exh-vbgeha;
F: First Pay: 2020-09-28; Registration: Cwr F Phrs; Comments: Kro-ppjpox;
H: First Pay: 2020-09-28; Registration: Zug H Nkce; Comments: Smj-jroqjj;
Missing something? Tell us.