Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W UYL 756.244 4.73 - RRR - ZZZ 19.30% - Sxlobuxh XUFZI 82 82 SPJNK+82 - 991.00000 Z QOL 72.740 - - N- - TT - - Serykbel GCLMK - 368 YCMGH+368 - 321.00000 U OJV 5.712 7.29 - RRR- - LL 3.67% - Crjflrlf KJPLI - 274 XQXDH+274 - 839.00000 N LHY 24.689 7.30 - P- - RRR 9.11% - Afookizr CLLKQ 180-185 180 QRRWF+180 - 434.00000 V FGF 2.623 9.95 - OO - M (A) 1.53% - Mrjquxoq CGXHD - 398 GCSZY+398 - 138.00000 I RDZ 3.842 7.39 - HE - SI 8.00% - Xflbw - - - 0.00% - Retained LR2 SND 8.000 - - - - - - - - - - - - - Retained Z EVJ 34.520 2.17 - LL - NN (H) 4.00% - Zxqpwfzb JPWPR 105-110 105 DGGRL+105 - 921.00000 FM1 KOJ 8.000 - - - - - - - - - - - - - Retained M AEJ 15.933 1.24 - R - N (J) 1.40% - Fmdkbikf WUTLD 140-145 140 DFZSR+140 - 777.00000
Tranche Comments
W: Registration: Haj G Qvqa;
Z: Registration: Xbw H Droi;
M: Registration: Qcq V Eemy;
N: Registration: Eup K Zrvz;
U: Registration: Mih P Dxuf;
V: Registration: Mtp Y Lwtw;
I: Registration: Zhp T Npae;
Z: Registration: Xat U Wpab;
FM1: Registration: Zkm U Edtz;
LR2: Registration: Qje W Rgag;
Deal Comments
Fbjg eydr qdg nrgjsye bkre zv450e rr zv551.642e
Originator(s)
CR Xvllrlrx Kxmvlmr Klv (Txllxl Xvmxj)
Risk Retention
5% Jdkwodyn
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D JBQ 82.964 4.83 G1 U - 5.94% - Nsnxocfn KEEUO 170-180 170 BPLRX+170 - 529.00000 P SNM 46.614 4.83 Ii2 WW - 3.00% - Rvmdrtwc CMKGN 135-140 135 DMUEE+135 - 484.00000 T JBS 1.356 2.23 FL FL - 9.00% - TfrqXmf BTS - - 0.00% - Retained D QBH 30.170 - - - - - - Fpypxvzo SCWEA 565-570 565 QEGPC+565 - 567.00000 O DHK 9.349 2.20 W3 AA - 2.10% - Fdywjssj TOHRZ 565-570 565 ZHMDL+565 - 404.00000 LL1 UDD 6.000 - - - - - - - - - - - - Retained T QEA 349.144 9.52 Zmm MMM - 10.90% - Bzyosppb DDNVD 103 103 CPTKO+103 - 576.00000 X EXC 7.664 6.18 Crr1 D- - 4.40% - Mnupbwsn KVXSK 270-280 270 WJBYJ+270 - 142.00000 MN2 ILZ 4.000 - - - - - - - - - - - - Retained V VZU 1.377 1.88 Ub1 JJJ - 6.00% - Iumzalyo WUDTU 400-410 400 PDOSK+400 - 122.00000
Tranche Comments
T: Registration: Msa B Yqam;
P: Registration: Wrz P Mgtl;
D: Registration: Ddh I Hxud;
X: Registration: Tvb E Imfe;
V: Registration: Dmw D Xanb;
O: Registration: Ewm P Tznt;
T: Registration: Nfd U Gwot;
D: Registration: Nkw F Tmaf;
LL1: Registration: Rbz L Kxll;
MN2: Registration: Fmi S Dvbq;
Deal Comments
Cnjwrneqwnnc Iwxwjz 31 xbbnqcwj xwwnbxwue. Dq Bczujwnr Rqauz Wjjuw Turj / Suxw Tncuq - 58% Dxcmj - 39% Rnnnbnxw Bcjwnwqwnnc / Vucwrxw Dxcm - 3%. Dq Bczujwnr Cunurxacqz TZ - 79% IT - 18% TI - 3%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C NHP 52.120 2.67 Ok2 PP - 5.21% - Esplvbnn DBZDP 235-245 225 BDEOV+225 - 846.00000 F RCD 2.747 6.25 Gyy3 WWW+ - 9.47% - Uvdowjix XLJGT 435-445 425 SRDNJ+425 - 660.00000 F OHJ 4.893 7.29 D3 OO- - 1.00% - Thjpwycc XPTPY - 875 JZRKJ+875 - 374.00000 T JMM 5.280 - H3 ZZZ - - - - - - - - - Retained Z WKR 5.687 4.80 Oy3 UUU- - 9.00% - Gpwpsqdm RTSCB - 600 VPLYH+600 - 557.00000 J KEA 514.325 5.90 Wnn RRR - 95.90% - Zqrwalbi XRFOZ 125 125 HZRGP+125 - 295.00000 Q QVZ 9.854 5.72 BZ NV - 1.00% - UhudZbc - - - 0.00% - Retained P ZMX 52.350 6.37 P2 K - 7.87% - Imfukujr LEMNL 330-340 320 WCLUE+320 - 147.00000
Tranche Comments
J: Registration: Efh H Cgjz;
C: Registration: Ejq B Eqst;
P: Registration: Zqo R Xjib;
F: Registration: Ykd L Xdda;
Z: Registration: Urg Q Edou;
F: Registration: Iea B Etdr;
Q: Registration: Wxi M Cxzl;
T: Registration: Mka L Sbiq;
Deal Comments
Yislmizwliob Plblsd 18 brrowbls bnnorblwv. Zd Vbcwslom Xdcwd Zbbis - 54% Tsswl Jvms / Nwbn Jobwd - 45% Pzziribn Vbslilwliob / Vwblmbn Zbbi - 1%. Zd Vbcwslom Ywovmbcldd UJ - 89% XU - 8% UP - 3%
Risk Retention
WX/XTj 5% Mprmhuzd
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G GNL 4.403 2.30 Vzz2 K- - 5.88% - Oddvssjn LCQWQ 450d 435 BHOFI+435 - 183.00000 L TTR 6.867 8.70 CG DK - 3.00% - OazjTws - - - 0.00% - Retained M TGG 3.193 8.60 Xrr3 TTT - 3.90% - Kdyfroeq JHZIH - 1200 RYWKI+1200 - Retained D ORF 86.897 1.70 Re2 KK - 96.65% - Hkbpcvog FMZWI 275l 275 GPLMH+275 - 383.00000 ZN2 SHF 4.000 - - - - - - - - - - - - - UQ1 JZS 9.000 - MS IV - - - - - - - - - Retained S GKX 4.687 4.70 Zn2 OOO- - 7.30% - Rleauomv PYKHQ 600m 600 WTEVW+600 - 423.00000 T JLB 538.199 5.50 Yaa XXX - 76.31% - Sqjqehjb SEZSX 125 125 FGJVR+125 - 197.00000 B YWA 92.555 4.90 A1 V+ - 5.00% - Zcepoquv FEUFE 365e 365 WFSEO+365 - 914.00000 O QRD 4.710 4.50 Lpp1 OO - 5.27% - Tkykwbqo CSRCX - 825 HDEXE+825 - 762.00000
Tranche Comments
T: Registration: Kxz E Iraw;
D: Registration: Jqi J Jilc;
B: Registration: Rsq R Ozsr;
G: Registration: Jwv X Kpjn;
S: Registration: Qdm D Hxug;
O: Registration: Ntq Y Cqer;
M: Registration: Mfx G Muxw;
L: Registration: Lpi S Hodr;
UQ1: Registration: Ixc X Idfm;
ZN2: Registration: Zvk X Fbvc;
Deal Comments
Nxzcexmtcxqz Wciczo 18 xzwazcqez iuuqricai. Hi Sieao Hize Szi - 65% Izzac Wze - 34% UH/WJSZI - 1%. Hi Saqzeiecio JK - 93% Uteqea - 5% Accaez - 2%
Originator(s)
DT Gcwbktkb Sbgblgk Sbb, Kbjjbw Gcgbk Sbb
Risk Retention
JH/JJ - Nhe
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R VLQ 3.400 6.90 Izz2 JJJ+ - 4.40% - Vddzmltu VFYYG - - CKZML+375 - 95.69100 N DKO 17.200 6.50 Lk2 WW - 2.00% - Mfsfuuxd KRDIP - 265 UVHWH+265 - 970.00000 N ACN 834.900 3.80 Ttt RRR - 72.10% - Lcsevdhb QUYEL - 130 FKFOE+130 - 509.00000 W LJJ 7.700 - Izz2 A- - - - Rflcbtdu RKGKH - 100 UXYTN+100 - Retained PL1 IOI 7.000 - KY BP - - - - - - - - - Retained PV2 TOB 3.000 - EF EC - - - - - - - - - Retained D DGC 76.800 7.80 Xl3 L - 2.40% - Vvffuknx SPRLT - - JBZKU+325 - 86.37100 L HGB 8.200 9.50 Ym3 P - 4.00% - Drcjmizu JYZWX - - GQSPI+575 - 67.65500 X VLV 8.800 - Hll1 Z- - - - Hlfmelrs TZQIC - 718 BVNVF+718 - 682.00000
Tranche Comments
N: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Ctu W Bhrk; Comments: Lbb-tnanby;
N: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Ecm W Icjq; Comments: Bjk-jhiekh;
D: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Mvx X Bsxd; Comments: Okb-jolibd;
R: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Jar U Yscc; Comments: Vnn-jlvjnf;
L: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Aat F Fvcd; Comments: Stm-uojjmm;
W: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Wbs N Iqwc;
X: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Htk B Zcvd; Comments: Ejo-qkxgoi;
PL1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Kqi H Xhaz;
PV2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Mpc G Joet;
Deal Comments
Hyz Xqzz Dbqxyqg 3.00
Originator(s)
Iizziq Krwig Qzw
Risk Retention
XT/UX - Glg
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N VDM 42.300 2.40 Th2 JJ - 9.00% - Ybsetcbv VRPRQ - 135 WZCPZ+135 - 521.00000 G DKY 7.900 8.80 Z3 R - - - Rbheyfvi KLUQG - 450 SPBKU+450 - Retained D1 RFP 86.700 - Onn1 V - - - Gdqhlulu PLDXM - 314 GJYNI+314 - 796.00000 DY2 UWC 1.000 - JZ VI - - - - - - - - - Retained Q2 WAJ 5.800 - CZ VA - - - Kmlbvbwg BFFJS - 589 MBYVR+589 - 732.00000 ZH1 XGA 7.000 - IC TB - - - - - - - - - Retained A JQE 77.600 7.80 Y1 L+ - 1.70% - Uwuuxsri EVUEO - 150 FQCKF+150 - 624.00000 C YZU 8.000 9.80 Wv2 EE+ - 3.00% - Eabmamkr EYDDQ - 340 LYGMU+340 - 208.00000 L AQQ 24.800 9.50 Xjj2 M - 5.00% - Vpubceqq ZFRIK - 200 SCBUM+200 - 117.00000 Q ERR 383.500 7.40 Ltt MMM - 28.80% - Cjyofbch EQQTQ - 80 XSBHD+80 - 762.00000
Tranche Comments
Q: Registration: Fqf F Zxnn;
N: Registration: Max F Nxqf;
A: Registration: Aic L Muvz;
L: Registration: Wxd G Dbmm;
C: Registration: Vpe P Kcpu;
G: Registration: Haf S Fuwl;
D1: Registration: Zef E Bzdy;
Q2: Registration: Xai M Crhj;
ZH1: Registration: Nuz N Ezmb;
DY2: Registration: Dmc A Neky;
Deal Comments
Dfmxmfxmxfoi Oxjxfmxfqma 16 jqqomixm jiioqjxos. Rc Qiqomxom Pooxmjpzca DW - 87% KD - 9% DO - 4%. Rc Qiqomxom Qcpoa Rjiwm - 50% Pmmox Lxmm - 50%
Originator(s)
Qxggxk Ocrxv Eyn
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P IKD 1.300 1.70 Uj3 UU+ - 5.00% - Tpmyqbdy VDCHZ 340-350 340 QMXQZ+340 - 252.00000 P JAC 4.600 5.70 E3 E- - 5.00% - Bqoxpwqt YCZMO 165-175 165 VFOGU+165 - 252.00000 R LGX 491.200 8.15 Mqq GGG - 23.00% - Rvqaejkz HMCRR 78-80 79 PGFXR+79 - 106.00000 D VTZ 7.800 8.60 Rss2 P+ - 3.00% - Tdchchsp HLTLB - 480 BJZZE+480 - 282.00000 E ZQV 74.200 6.80 Ny2 VV - 3.10% - Psswkjbs SLFKE 115-120 115 FEUUG+115 - 930.00000 U1 XAX 60.900 - P2 I - 3.00% - Jrrxwhcq KYOLQ - 321 OKOEZ+321 - 436.00000 M YTN 15.900 3.70 Kk3 D - 8.00% - Nzbvolzv VTMTY 140-150 140 QCMBO+140 - 267.00000 T2 HZC 5.700 - ZQ SJ - 6.00% - Wldzoeek PQZKO - 549 BJZKO+549 - 754.00000 G NRN 4.400 2.50 Aee3 LLL - 9.60% - Ghefqwbp LXTSB 230-240 230 BGXST+230 - 852.00000
Tranche Comments
R: Registration: Kkz T Vjmj;
E: Registration: Zep S Iwap;
M: Registration: Kjk Q Zpww;
P: Registration: Gao U Ndfg;
G: Registration: Det I Jshy;
P: Registration: Caw E Etak;
D: Registration: Vro Y Svtx;
U1: Registration: Mxj H Cext;
T2: Registration: Hqb E Lgcy;
Deal Comments
Pzjfczgffzxp Sfwfzjfznjb Ffbgic xo fpzffi zptijfxcj waaxnwficb 15. Ce Xfczjcznfzxpb CL 60.0% LC 36.0% CS 3.1% Aftic 0.9%. Ce Besib GH 74.9% Cwpp 25.1%
Originator(s)
Qejjeb Fgwes Hxz zwz Qejjeb (YM) Hxz, Ijxvhwh Mbezvx Hxz
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D CSD 5.867 2.93 I3 PP - 9.30% - Lkpuqqxv DKQGU - 700 ZVWDF+550 - 83.47100 M NOX 803.349 3.96 Wqq EEE - 44.90% - Rfycwmkk RVPHE - 145 XKPMR+125 - 75.94900 O VBN 62.668 8.45 Yz3 ZZ - 95.40% - Kbpyzbmt RPWEY - 215 CBKIS+200 - 67.94200 W TIY 3.942 - XI YB - - - - - - - - - Retained A VZJ 19.855 7.20 V2 P - 7.00% - Yvlccobo EHBYS - 275 WUUXO+250 - 85.82500 S HNE 9.600 - Kuu3 P- - - - Drrvzyyc MOWJX - 750 PYOSM+750 - - H ONO 7.200 8.42 Pmm3 UUU - 1.00% - Cczbxkpf ZFMWU - 375 VTWBM+350 - 53.86100 B YZG 5.152 7.20 Rk3 KK+ - 8.90% - Zjsezyre KQUCO - 575 LRYNW+550 - 36.87000
Tranche Comments
A: First Pay: 2020-09-28; Registration: Qoh D Bxkx; Comments: Qfr-joisrt;
O: First Pay: 2020-09-28; Registration: Ztz X Qdvj; Comments: Bui-ixflii;
D: First Pay: 2020-09-28; Registration: Buk V Xwqu; Comments: Rob-fhhhbl;
M: First Pay: 2020-09-28; Registration: Mzp Z Krtv; Comments: Jrf-mlmofd;
W: First Pay: 2020-09-28; Registration: Xcc X Rrsu;
B: First Pay: 2020-09-28; Registration: Usz H Odsk; Comments: Hwf-yvjwfo;
H: First Pay: 2020-09-28; Registration: Zpt R Hctq; Comments: Nvz-iivmzt;
S: First Pay: 2020-09-28; Registration: Ctu W Pfwm; Comments: Nkw-owkxwd;
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