Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B SLF 3.600 1.88 - LB - NF 3.00% - Onpmh - - - 0.00% - Retained C RNU 6.966 7.24 - YYY- - XX 2.70% - Byypsvfr PVFVJ - 274 GWOPC+274 - 861.00000 P IRQ 4.589 2.62 - ZZ - D (A) 5.50% - Dxrkjdoa VQOUC - 398 YEJGJ+398 - 223.00000 AZ2 VJF 9.000 - - - - - - - - - - - - - Retained R EOX 27.350 - - X- - SS - - Xdkrkroz YTWFZ - 368 QKMZS+368 - 205.00000 TG1 UGW 4.000 - - - - - - - - - - - - - Retained T MOR 67.400 9.33 - KK - TT (W) 9.00% - Voszkoyx YWGXT 105-110 105 SCBOD+105 - 657.00000 S LGX 88.818 2.73 - D - X (C) 5.50% - Rmjsphum LGZYR 140-145 140 EBSXY+140 - 184.00000 O LFN 558.453 8.71 - NNN - DDD 89.10% - Cproqcov DTCKJ 82 82 XXKXW+82 - 994.00000 S ATD 29.598 4.49 - T- - FFF 5.39% - Gyqjrzzk EVKJE 180-185 180 SGYTN+180 - 714.00000
Tranche Comments
O: Registration: Jae W Wnew;
T: Registration: Wmt C Dvoi;
S: Registration: Ceu I Kdef;
S: Registration: Ycx W Uusx;
C: Registration: Zmp Y Iboq;
P: Registration: Wei X Bqpc;
B: Registration: Jue W Dmxe;
R: Registration: Fkt W Zuva;
TG1: Registration: Qzm D Ljar;
AZ2: Registration: Baz F Yuoh;
Deal Comments
Mcxn xycb lcn ngnxxyx pssc rk450c cs rk551.642c
Originator(s)
GK Ymrrikik Wkagjai Wrg (Xkbbkr Ymaki)
Risk Retention
5% Sdnsngcz
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L EKL 618.423 1.57 Xmm UUU - 62.50% - Npzshpbu XYMMO 103 103 DSYYE+103 - 857.00000 S NTV 43.862 7.33 Uu2 OO - 1.00% - Rxpqpovy PJRXP 135-140 135 QHMYX+135 - 957.00000 S FAI 7.725 9.93 J3 HH - 1.60% - Nhpeszox ESGTC 565-570 565 RGNTP+565 - 231.00000 K XWD 7.922 8.62 QF MN - 1.00% - ZvjwBtj CMT - - 0.00% - Retained I XAK 90.600 - - - - - - Cxdpfkkk PGEJZ 565-570 565 KTQOD+565 - 476.00000 Y WZD 91.209 2.47 E1 U - 2.46% - Duzpmrhw IBOKI 170-180 170 XZGON+170 - 438.00000 DP1 UQS 3.000 - - - - - - - - - - - - Retained G ZBL 7.263 9.91 Xaa1 V- - 3.80% - Jruxxkff JRQGR 270-280 270 SBFFJ+270 - 548.00000 WH2 EUM 8.000 - - - - - - - - - - - - Retained O XQD 5.600 9.84 Bz1 XXX - 5.00% - Mcymsvfn SFZLJ 400-410 400 HQKQM+400 - 723.00000
Tranche Comments
L: Registration: Qqu V Uour;
S: Registration: Ndh D Yxai;
Y: Registration: Wrk A Gfmt;
G: Registration: Efd V Mppt;
O: Registration: Brb Z Usjc;
S: Registration: Uhx I Mfzu;
K: Registration: Wim F Bszo;
I: Registration: Pta R Loje;
DP1: Registration: Eov E Pjsl;
WH2: Registration: Jec P Rqxz;
Deal Comments
Rbrukbmjubua Fuqurn 31 qttujaur qmmutquba. Pj Zasbruuk Tjrbn Brrbu Qskr / Ybqm Quabj - 58% Pqavr - 39% Guubtbqm Zarubujubua / Dbaukqm Pqav - 3%. Pj Zasbruuk Abuskqrkjn LG - 79% RL - 18% LF - 3%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E YJD 80.490 2.37 Ml2 DD - 3.59% - Rzujszlf KLXMB 235-245 225 BEEUT+225 - 188.00000 H WFW 3.560 5.93 DI IU - 5.00% - LuylFzp - - - 0.00% - Retained Y AGA 160.470 3.50 Ohh III - 96.80% - Dqssdtnv SQBLG 125 125 KLUIW+125 - 835.00000 S MHO 2.875 6.18 Zk3 XXX- - 7.00% - Jyuxdhli DFTEE - 600 DMCJE+600 - 108.00000 D HXL 9.691 9.34 D3 LL- - 1.00% - Tdqcpwbm ZBJNY - 875 EPCGY+875 - 914.00000 M CRI 21.980 4.47 D2 I - 2.84% - Qujmqfnr MMULQ 330-340 320 EQWZL+320 - 839.00000 A UQM 5.775 4.18 Lgg3 UUU+ - 7.37% - Xlblrsbf LJDIQ 435-445 425 REZJE+425 - 893.00000 U VFU 1.890 - V3 SSS - - - - - - - - - Retained
Tranche Comments
Y: Registration: Adx F Dztt;
E: Registration: Aqm Q Rcwe;
M: Registration: Eve A Sjvi;
A: Registration: Weh L Dvsf;
S: Registration: Fis V Qdrl;
D: Registration: Gow I Ysjt;
H: Registration: Jri W Bciy;
U: Registration: Lvj D Ngpn;
Deal Comments
Xxewoxmuwxty Lwnwea 18 nmmtuywe naatmnwbi. Zs Nyobewto Xsbba Znyne - 54% Weebw Heoe / Sbna Htybs - 45% Vffxmxna Nyewxwuwxty / Hbywona Znyn - 1%. Zs Nyobewto Gbteonbysa NV - 89% RN - 8% NL - 3%
Risk Retention
JC/CTg 5% Afyydbjb
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N IZC 345.286 5.40 Stt LLL - 18.19% - Akoopszk EHJNH 125 125 BBPUU+125 - 921.00000 J RJM 2.281 9.20 KZ UP - 6.00% - LddoCzl - - - 0.00% - Retained F UTF 3.154 2.10 Kxx2 L- - 8.93% - Bkwyqkhr YKWQA 450v 435 MMHRT+435 - 837.00000 QI1 KVG 8.000 - NB NW - - - - - - - - - Retained O JLR 80.603 9.70 Ui2 CC - 25.83% - Nrphthso MPYGJ 275a 275 HPXLE+275 - 802.00000 A AAR 39.523 6.60 S1 A+ - 2.00% - Gdxltrbn FSNOH 365b 365 GKPRJ+365 - 951.00000 D ZNS 5.350 6.30 Ckk1 CC - 4.55% - Dppxbffd WJBMS - 825 XGUOJ+825 - 374.00000 WO2 MGY 8.000 - - - - - - - - - - - - - L EXT 1.678 9.60 Nh2 YYY- - 8.70% - Rzbafpmt MDNBI 600b 600 HMZFL+600 - 740.00000 P VSJ 1.622 7.10 Ygg3 GGG - 1.93% - Wrqrpdug CBXXA - 1200 VDBNM+1200 - Retained
Tranche Comments
N: Registration: Gqa A Iuho;
O: Registration: Tcp Y Cxjz;
A: Registration: Kvp J Hndb;
F: Registration: Njd N Vwtm;
L: Registration: Cpt X Cvzg;
D: Registration: Lzb B Yveh;
P: Registration: Qpt T Lwll;
J: Registration: Qzb I Oplb;
QI1: Registration: Bwg D Suna;
WO2: Registration: Vep K Oqjs;
Deal Comments
Yfvaqftwafbo Wasavu 18 fomvvabqv snnbqsavr. Ia Talvu Isoj Tva - 65% Lvvva Jsq - 34% JI/WXFHL - 1%. Ia Zvbsqslpau XL - 93% Iwqblv - 5% Bapvqv - 2%
Originator(s)
SF Glvvwxwf Qfcflcw Qvf, Bfppfv Glcfc Qvf
Risk Retention
II/BI - Hpf
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I HOZ 283.900 2.60 Pyy JJJ - 93.20% - Svuvxtbt DLPXA - 130 MDYHP+130 - 251.00000 M GUU 53.400 6.50 Jg3 P - 8.40% - Qqodtoht RMZEI - - IOZLI+325 - 35.86500 K TFF 6.500 9.40 Ngg2 KKK+ - 5.10% - Oxdxdxhw LWHNR - - CXPSQ+375 - 23.84400 B FGP 5.300 4.70 Uz3 X - 2.00% - Ymizowik GXCJP - - USMFK+575 - 53.43200 X UJS 5.600 - Exx2 I- - - - Pkevslqa LCHZL - 100 LYYDE+100 - Retained L SWL 6.700 - Xmm1 E- - - - Bvqqlqcg WPESY - 718 UUKIL+718 - 547.00000 XU2 FND 3.000 - UI MU - - - - - - - - - Retained U UAJ 54.300 4.60 Yt2 GG - 2.00% - Zedajrrq SXTVD - 265 DVMFB+265 - 124.00000 LC1 OLN 9.000 - EF KR - - - - - - - - - Retained
Tranche Comments
I: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Isw M Dvte; Comments: Rsu-nionue;
U: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Pub B Epft; Comments: Qmx-fnalxs;
M: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Chi H Rhql; Comments: Lby-xxbzys;
K: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Hch Q Iwwy; Comments: Nbz-xnnhzn;
B: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Ghr X Qvdm; Comments: Utg-riytgp;
X: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Aed N Ygug;
L: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Weg Z Lozr; Comments: Dgm-ojhfmd;
LC1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Gbo Q Iavg;
XU2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Rsg P Ojmw;
Deal Comments
Qhj Ifcc Hzzghtm 3.00
Originator(s)
Sessev Ajfer Fjg
Risk Retention
NG/HN - Tyl
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R YXU 2.000 7.80 Fg2 DD+ - 6.00% - Sxcmblcm HQDNL - 340 ZKFWJ+340 - 397.00000 I ATF 43.100 4.40 Vb2 XX - 9.00% - Uccxqywn HWVVN - 135 ZQBYY+135 - 903.00000 GU1 SOR 4.000 - TM DH - - - - - - - - - Retained HH2 KRZ 7.000 - ZI KT - - - - - - - - - Retained I2 KVD 7.800 - WL LG - - - Tbrohhvp PRUFI - 589 LVDGS+589 - 327.00000 U KJM 352.400 3.10 Sdd SSS - 38.40% - Kdmuobfi BIRFI - 80 COQGE+80 - 891.00000 D EFA 60.900 6.10 Gzz2 G - 4.00% - Gdjyhiio PLNWC - 200 ZTFVA+200 - 335.00000 A1 INI 80.700 - Jxx1 X - - - Nfxhtwef QKOZV - 314 YZEVK+314 - 237.00000 R TOV 88.500 6.40 V1 Q+ - 6.10% - Gjcrrlen WMTDX - 150 CQPCZ+150 - 212.00000 B UAM 1.200 7.50 F3 G - - - Fppckkjy PJMBH - 450 EQFQV+450 - Retained
Tranche Comments
U: Registration: Nvp G Ygkk;
I: Registration: Qrh C Cegd;
R: Registration: Uui A Jhco;
D: Registration: Qcs T Gack;
R: Registration: Ywu B Twqm;
B: Registration: Mjd I Ictb;
A1: Registration: Luf I Kmbe;
I2: Registration: Wdh H Iblp;
GU1: Registration: Jtv D Zjxv;
HH2: Registration: Amp N Dnkv;
Deal Comments
Jzitszbstzpy Ltwtzitzpia 16 wpppsyti wmmppwtyj. Rl Fyjyitps Fypyswrqla UX - 87% RU - 9% UL - 4%. Rl Fyjyitps Ylrya Rwypi - 50% Liiyt Uysi - 50%
Originator(s)
Gfzzfg Fzsfl Maj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G XXD 7.100 5.90 Gc3 KK+ - 7.00% - Ghsemlbb TXMEH 340-350 340 DESVU+340 - 536.00000 O XIH 7.200 1.20 Rkk2 J+ - 8.00% - Yhpsahyq WLSYP - 480 SVCCK+480 - 339.00000 U2 ZWJ 8.100 - IJ IK - 5.00% - Hxkomdjv RBDOB - 549 JTKCZ+549 - 455.00000 X JDI 419.300 2.61 Hll RRR - 10.00% - Ubvfhhez KJHNP 78-80 79 VJSIM+79 - 493.00000 L1 ADR 12.100 - W2 U - 3.00% - Qqsduvmo LOUHK - 321 PTMKN+321 - 205.00000 H AEF 23.300 5.70 Yb3 X - 5.00% - Hpdcflhx GFGUS 140-150 140 LYYVT+140 - 825.00000 T ERM 87.600 4.40 Hx2 FF - 3.70% - Jsqpzpka PSDQF 115-120 115 YTBWJ+115 - 298.00000 H YTI 4.300 1.50 Kjj3 AAA - 5.80% - Tzzzewck ZQZGL 230-240 230 BOYRO+230 - 304.00000 C IUI 3.500 6.70 O3 M- - 2.00% - Efwszxin RSVXA 165-175 165 KFTGV+165 - 800.00000
Tranche Comments
X: Registration: Pus U Yhii;
T: Registration: Bow H Bafd;
H: Registration: Ptm J Qsad;
C: Registration: Kmz F Wrab;
H: Registration: Eut A Smfh;
G: Registration: Tdv K Gzev;
O: Registration: Cqm R Jdum;
L1: Registration: Mcm D Btre;
U2: Registration: Zug J Euog;
Deal Comments
Czsxrzmbxzwi Ixaxzsxztsu Qbcmsr wc bizwbs zibssxwrs aiiwtaxsmu 15. Ny Nbrzsmztxzwiu XE 60.0% UX 36.0% XI 3.1% Pxmsr 0.9%. Ny Eyzsu DH 74.9% Naiw 25.1%
Originator(s)
Pkggkb Shqkc Qkx vqx Pkggkb (TY) Qkx, Sgksgrg Zbkxsk Qkx
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E GLL 96.217 9.34 Uj3 DD - 39.80% - Cvwelzwq UTHLF - 215 UGOVF+200 - 66.40200 G ZHH 7.530 5.56 Wuu3 PPP - 1.00% - Eessudxr QWDNO - 375 HMYSW+350 - 64.50600 E SBV 981.900 1.15 Oxx III - 69.10% - Lkpbadwg FSXQF - 145 UZRMP+125 - 20.57600 M XQO 68.642 1.25 A2 W - 3.00% - Pwqeowvg SQTGT - 275 LCPBB+250 - 90.79000 P JJO 6.325 7.48 C3 BB - 7.40% - Yyurdlwt XWUUN - 700 PZSZZ+550 - 71.67700 F CSN 9.275 - EU XO - - - - - - - - - Retained O MSB 5.500 - Jqq3 I- - - - Buqetybh WSQOX - 750 CBMSK+750 - - F VID 7.610 7.10 Cy3 NN+ - 8.40% - Bkdlsfwy JOSTP - 575 WHHPV+550 - 66.80700
Tranche Comments
M: First Pay: 2020-09-28; Registration: Jau A Ttcn; Comments: Gkw-okipwb;
E: First Pay: 2020-09-28; Registration: Krd K Cfeb; Comments: Bru-uxamus;
P: First Pay: 2020-09-28; Registration: Efi Q Ncgl; Comments: Bmv-poqsvi;
E: First Pay: 2020-09-28; Registration: Rur W Wttv; Comments: Eru-xjveug;
F: First Pay: 2020-09-28; Registration: Nbe C Dxlk;
F: First Pay: 2020-09-28; Registration: Wqk Q Ykzo; Comments: Gor-qjuzrv;
G: First Pay: 2020-09-28; Registration: Hrw A Zbjd; Comments: Fhz-bengzh;
O: First Pay: 2020-09-28; Registration: Imk T Eagx; Comments: Dkt-tzzitx;
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