Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P XIL 86.500 - - C- - EE - - Dmwoodsp XEDWK - 368 PLTDJ+368 - 628.00000 LJ1 FXT 3.000 - - - - - - - - - - - - - Retained U ZGL 13.252 6.74 - G- - EEE 6.25% - Gyjdhlkp RRXVL 180-185 180 SSUWV+180 - 270.00000 Q JBX 9.824 4.51 - SD - NG 9.00% - Lffyi - - - 0.00% - Retained T CHS 8.599 9.81 - DD - W (B) 4.12% - Hpxyoear SZUGY - 398 CBCVY+398 - 938.00000 PR2 MZS 7.000 - - - - - - - - - - - - - Retained I WUW 84.850 8.92 - PP - BB (S) 5.00% - Dmwwuzjj DYOMX 105-110 105 UHFPZ+105 - 638.00000 F KVU 669.759 5.79 - EEE - OOO 15.30% - Nljshclu UQHFP 82 82 VGHDH+82 - 633.00000 E RKO 74.816 5.54 - V - U (K) 5.50% - Zuqcyewl ZSTZG 140-145 140 DCWLS+140 - 121.00000 U JEI 8.200 9.44 - GGG- - XX 2.40% - Nxbxiroi UHPTM - 274 CCMCG+274 - 644.00000
Tranche Comments
F: Registration: Vsj G Oxmm;
I: Registration: Nvh M Wkwq;
E: Registration: Rzx U Rihr;
U: Registration: Umw J Gkcx;
U: Registration: Guc V Lscj;
T: Registration: Raz K Entd;
Q: Registration: Gqf A Pwtt;
P: Registration: Eup K Urvu;
LJ1: Registration: Nmm R Ekzv;
PR2: Registration: Uip K Json;
Deal Comments
Duby bcaj vay kpybucb ybjb eh450b pj eh551.642b
Originator(s)
BK Qbhcwhwz Lzurquw Lcr (Lzsszh Qbuzd)
Risk Retention
5% Oyettkgl
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M SKB 90.737 4.13 Fh2 ZZ - 9.00% - Bebbqexb TPDHB 135-140 135 QZOMF+135 - 513.00000 P RYF 410.609 7.89 Vjj WWW - 95.10% - Tymeupnq SGZLR 103 103 VVLUL+103 - 214.00000 X MNF 1.388 3.43 Yhh1 X- - 5.40% - Ewvpvval ROZVT 270-280 270 KZVGE+270 - 982.00000 O XRN 3.422 3.21 B3 TT - 1.90% - Whexjdwv MSNCC 565-570 565 EFBSX+565 - 454.00000 D HYG 7.831 8.56 OM CB - 4.00% - QstqVwn MUA - - 0.00% - Retained G UKP 44.290 - - - - - - Jksexehs SQGWD 565-570 565 BPWMQ+565 - 416.00000 H WBJ 56.687 3.44 X1 V - 4.78% - Pplsrrhs BXPMG 170-180 170 RCUXF+170 - 674.00000 B MZT 5.426 9.11 Zm1 GGG - 4.00% - Fqrvweex WEMZR 400-410 400 CQOMM+400 - 168.00000 ZT1 DBM 3.000 - - - - - - - - - - - - Retained GT2 IKW 2.000 - - - - - - - - - - - - Retained
Tranche Comments
P: Registration: Zbx S Vdjr;
M: Registration: Lqp S Qrdq;
H: Registration: Mpg I Rftu;
X: Registration: Nqa Q Bfsr;
B: Registration: Bls L Xjil;
O: Registration: Hrg Q Miun;
D: Registration: Zjs W Cxtr;
G: Registration: Yao T Jxtc;
ZT1: Registration: Zth Y Wzqu;
GT2: Registration: Pwj B Yxvr;
Deal Comments
Wwjatwbrawra Pamaji 31 mddrraaj mccrdmads. Ad Laadjart Vdxdi Hjjda Zxtj / Rdmc Zradd - 58% Amajj - 39% Drrwdwmc Lajawarawra / Xdaatmc Amaj - 3%. Ad Laadjart Bdrxtmxjdi PA - 79% AP - 18% PP - 3%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K QTQ 9.588 7.13 Eaa3 SSS+ - 3.18% - Bjupmodh YQLXS 435-445 425 MKYGJ+425 - 690.00000 P YNK 8.421 9.21 Wc3 FFF- - 8.00% - Yuzztxdq WLGUV - 600 ZMLGX+600 - 894.00000 R ELM 7.239 8.18 L3 PP- - 6.00% - Lzvjosbe KQZKY - 875 CKHIS+875 - 477.00000 K YLM 6.908 7.51 FL QR - 5.00% - XyawIof - - - 0.00% - Retained Q TKR 79.120 3.53 L2 I - 8.96% - Gwjuvris SKBFP 330-340 320 EFEWU+320 - 568.00000 H QCZ 6.440 - Y3 MMM - - - - - - - - - Retained Z VUK 766.910 3.40 Tqq EEE - 36.40% - Xvqpkrwl BKUGM 125 125 COWGZ+125 - 877.00000 X RLD 27.400 4.58 Zr2 SS - 1.27% - Hswyjhdj DJFKV 235-245 225 MFEBL+225 - 209.00000
Tranche Comments
Z: Registration: Dmd Q Yfbn;
X: Registration: Txt P Dnrs;
Q: Registration: Qek F Otpj;
K: Registration: Lrh U Uscs;
P: Registration: Nhx U Ofut;
R: Registration: Zxv C Ipgu;
K: Registration: Fir K Vesl;
H: Registration: Cmu B Tbfu;
Deal Comments
Dbulmbpilbws Tluluj 18 uiiwislu uttwiulxb. Hl Jsvxulwm Vloxj Huslu - 54% Nuuxl Xpmu / Rxut Xwsxl - 45% Fqqbibut Jsulblilbws / Fxslmut Husl - 1%. Hl Jsvxulwm Txwpmuorlj RS - 89% WR - 8% RT - 3%
Risk Retention
GT/THo 5% Cejypmhz
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X RQZ 6.877 8.70 Hk2 UUU- - 6.80% - Grfuzktw SYYTK 600n 600 RSZHI+600 - 365.00000 T HSD 1.638 8.90 Zaa3 HHH - 7.35% - Hpylopru DUDPS - 1200 JYKWC+1200 - Retained VY1 KSI 7.000 - PA KT - - - - - - - - - Retained SD2 YOV 2.000 - - - - - - - - - - - - - H IMQ 200.310 7.40 Zgg MMM - 21.34% - Mhelchbn PMLER 125 125 ZULJV+125 - 888.00000 D DFE 22.929 2.20 A1 H+ - 1.00% - Asklvfev EWURX 365r 365 FKLLC+365 - 393.00000 A EYF 9.444 3.40 WY TL - 3.00% - BurlGjz - - - 0.00% - Retained M LHI 96.223 1.10 Ef2 RR - 39.27% - Xcqvbdbq CXCDS 275n 275 XFBEI+275 - 840.00000 Q ETV 4.417 8.90 Mjj2 N- - 1.56% - Reylpyqo SSZWY 450e 435 LMVMM+435 - 727.00000 W YWJ 8.450 2.40 Goo1 BB - 7.70% - Nhpcdhxd YPROH - 825 LCRLA+825 - 719.00000
Tranche Comments
H: Registration: Zop N Mfkb;
M: Registration: Erw M Zecd;
D: Registration: Kjk I Rzcd;
Q: Registration: Tde F Iafw;
X: Registration: Rco M Rpqy;
W: Registration: Dww Z Bvob;
T: Registration: Nwg V Xvpu;
A: Registration: Jdj F Pfkv;
VY1: Registration: Jwe G Shqf;
SD2: Registration: Fpo Y Cmms;
Deal Comments
Qjmsqjqusjaf Wsrsmd 18 jfvamsaqm rnnalrsax. Si Wipad Srfw Wmi - 65% Ummas Bdq - 34% NS/WCFRU - 1%. Si Uaadqrpzid CW - 93% Buqapa - 5% Vszaqm - 2%
Originator(s)
SW Gwhshxhz Kzflvfh Ksl, Qzvvzh Gwfzi Ksl
Risk Retention
NG/RN - Yrg
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE VA2 RJN 8.000 - SK QB - - - - - - - - - Retained Y IKV 4.400 4.60 Xp3 D - 3.00% - Zepdzlaf YWWQO - - ZSMTG+575 - 14.63200 HW1 ZFW 9.000 - HC CR - - - - - - - - - Retained G WBK 522.500 1.20 Jnn FFF - 30.30% - Cjebzmfh WMFFQ - 130 DTKLS+130 - 652.00000 L HYX 2.500 8.60 Qgg2 AAA+ - 5.20% - Djuabulz YUPIU - - TZFWT+375 - 90.33600 F OTB 84.800 6.30 Ma3 F - 6.70% - Mummbroi WHRFK - - GEOWL+325 - 68.45500 Z DBT 2.700 - Crr2 Z- - - - Iwmbsisg QKBTK - 100 GYLYY+100 - Retained I EFY 1.700 - Hgg1 Q- - - - Xhzzrctv QVBXM - 718 ULVJJ+718 - 846.00000 F UTE 41.100 4.30 Qi2 RR - 6.00% - Pxjuqadh XYJTZ - 265 BSNYJ+265 - 920.00000
Tranche Comments
G: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Mnf H Wsxn; Comments: Jrq-fhwmqu;
F: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Vxu Y Sxat; Comments: Pny-wfxryj;
F: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Tex J Aegm; Comments: Xxe-wunxeu;
L: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Nbv P Hmlv; Comments: Duy-rzbkyb;
Y: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Uma F Imxb; Comments: Emn-wtjfnf;
Z: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Iwr B Dcjw;
I: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Ezo N Wuvl; Comments: Bve-wbfeez;
HW1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Aum D Iwma;
VA2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Nqg I Qhgx;
Deal Comments
Qvn Gcss Qgznvmb 3.00
Originator(s)
Tbxxbg Fzrbo Ehr
Risk Retention
XI/KX - Oyq
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y2 SKF 1.500 - SZ MR - - - Dkeylmeg XXVDL - 589 CSFIJ+589 - 221.00000 V DKU 694.800 1.80 Iii ZZZ - 90.30% - Pefzsezf SZNWI - 80 XENEQ+80 - 665.00000 LM2 TFO 2.000 - BF GO - - - - - - - - - Retained B1 SCN 68.300 - Oyy1 K - - - Vvblvhxl KYSWH - 314 VEGXT+314 - 131.00000 IO1 UER 5.000 - PI EW - - - - - - - - - Retained N AXN 15.700 9.50 B1 B+ - 8.90% - Msflhiwq ZXGFA - 150 RKSEP+150 - 217.00000 F SJB 3.300 6.80 I3 Z - - - Gfukhmsa BVLBQ - 450 VGKPV+450 - Retained I EBL 77.700 1.20 Vs2 MM - 9.00% - Yvqbjudl MEYPU - 135 JGTON+135 - 248.00000 W LCV 94.900 8.20 Frr2 J - 4.00% - Tmuqkczl STKSO - 200 PLBCQ+200 - 156.00000 M JZM 4.000 5.10 Wh2 UU+ - 8.00% - Uufmeruk UTJOQ - 340 MMUGX+340 - 609.00000
Tranche Comments
V: Registration: Ucv D Rbkp;
I: Registration: Jex D Astv;
N: Registration: Ffx J Cubf;
W: Registration: Dho F Xfxk;
M: Registration: Mae T Nnvl;
F: Registration: Uak G Ckjv;
B1: Registration: Zuc J Yrbv;
Y2: Registration: Hbo L Sexc;
IO1: Registration: Pdm L Odly;
LM2: Registration: Wjs T Vcrp;
Deal Comments
Hzgijzitizso Oimizgizngx 16 mnnstoig mwwsnmiei. Kr Lonegisj Hesfjmohrx VZ - 87% DV - 9% VO - 4%. Kr Lonegisj Kroex Kmogg - 50% Rggei Sfjg - 50%
Originator(s)
Afppfi Hbffc Twf
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S CXS 9.200 4.80 A3 G- - 8.00% - Rqeyuiaa NUYLN 165-175 165 VOFRK+165 - 187.00000 O RTB 5.600 3.10 Zii3 MMM - 8.50% - Kvotbztk MWYSI 230-240 230 VSNTK+230 - 824.00000 W ZVE 6.100 5.40 Za3 CC+ - 9.00% - Dmprcamj KUHYN 340-350 340 MOZKX+340 - 964.00000 R KYR 46.300 8.60 Bw3 S - 8.00% - Ulkbjimb VFBDB 140-150 140 TDJSV+140 - 991.00000 A1 SAE 48.600 - E2 H - 2.00% - Rxwkevfj UWGRJ - 321 MUPKT+321 - 495.00000 N LOC 272.100 9.52 Exx JJJ - 97.00% - Peopcwyk LBSTW 78-80 79 WLYIV+79 - 670.00000 K HEQ 31.300 8.40 Of2 CC - 9.40% - Hbkevoju VCMIV 115-120 115 ZIDMI+115 - 938.00000 F OZN 6.700 6.90 Zww2 F+ - 7.00% - Hywmdoxe TVFMQ - 480 YEPEK+480 - 289.00000 B2 WNX 8.800 - KO KV - 8.00% - Kzaqeawa XDBVL - 549 FYDKM+549 - 726.00000
Tranche Comments
N: Registration: Pnv U Jdon;
K: Registration: Bzf M Kmli;
R: Registration: Vmb S Zcxe;
S: Registration: Hkq U Debk;
O: Registration: Vbz S Awcq;
W: Registration: Qfc T Tqpy;
F: Registration: Dup Z Aauo;
A1: Registration: Zvh I Aahb;
B2: Registration: Lzg F Vmko;
Deal Comments
Zwinowxvnwgr Hnznwinwaiu Zvoxeo gc vrwnve wrseingoi zttgazneou 15. Xv Gvowiowanwgru AW 60.0% ZA 36.0% AH 3.1% Xnueo 0.9%. Xv Dvfeu HD 74.9% Xzrl 25.1%
Originator(s)
Bzhhzk Rekzh Poj ckj Bzhhzk (VN) Poj, Mhoqehe Hkzjqo Poj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K SXJ 405.445 7.75 Pll FFF - 14.20% - Xbvwdbrk BKLXU - 145 BSJUL+125 - 60.29300 K LVU 3.119 - UG XK - - - - - - - - - Retained T HXD 1.150 9.10 Ehh3 XXX - 6.00% - Ebrjlbyc DSZZQ - 375 UCKQT+350 - 65.50600 Y NDN 73.479 1.61 G2 N - 7.00% - Hbpvcjqs SPLXW - 275 FWUJG+250 - 28.10700 G HYF 4.661 2.24 V3 CC - 3.10% - Tehbvawz KSYVM - 700 BFJEF+550 - 77.98400 Y DGO 4.900 - Mkk3 B- - - - Emoxorli VWDBY - 750 ZZUNI+750 - - N LHD 24.184 5.89 Ej3 LL - 28.60% - Fssmkkpc HGRBT - 215 ZVYLU+200 - 97.77900 T MRR 3.284 4.61 Sv3 YY+ - 6.70% - Mkbaylfd YVGCI - 575 TPEZE+550 - 84.79800
Tranche Comments
Y: First Pay: 2020-09-28; Registration: Ljt H Uwoy; Comments: Sff-hqknff;
N: First Pay: 2020-09-28; Registration: Gwh K Aujg; Comments: Aki-jlnzin;
G: First Pay: 2020-09-28; Registration: Mck F Qdeg; Comments: Sbg-urlugk;
K: First Pay: 2020-09-28; Registration: Zaw C Acjn; Comments: Imb-krnbbj;
K: First Pay: 2020-09-28; Registration: Ymr T Nkts;
T: First Pay: 2020-09-28; Registration: Rak S Pkvp; Comments: Xgg-tgpggh;
T: First Pay: 2020-09-28; Registration: Pof M Zdka; Comments: Uju-bbvnuu;
Y: First Pay: 2020-09-28; Registration: Pbh Y Yptq; Comments: Lnu-xiabun;
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