| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1A | USD | 105.682 | 1.05 | - | - | - | BB (H) | - | 5.30% | - | Floating | SOFR | 325-340 | 340 | SOFR+340 | - | 100.00000 |
| M1B | USD | 69.239 | 2.28 | - | - | - | BB (L) | - | 4.35% | - | Floating | SOFR | 510-535 | 525 | SOFR+525 | - | 100.00000 |
| M2 | USD | 54.662 | 3.32 | - | - | - | B (H) | - | 3.60% | - | Floating | SOFR | 650-660 | 650 | SOFR+650 | - | 100.00000 |
| B1 | USD | 18.220 | 3.69 | - | - | - | B | - | 3.35% | - | Floating | SOFR | 750a | 740 | SOFR+740 | - | 100.00000 |
Tranche Comments
M1A: First Pay: 2023-12-25; Registration: 144A/Reg S;
M1B: First Pay: 2023-12-25; Registration: 144A/Reg S;
M2: First Pay: 2023-12-25; Registration: 144A/Reg S;
B1: First Pay: 2023-12-25; Registration: 144A/Reg S;
Use of Proceeds
To purchase certain eligible investments that will be held in the reinsurance trust account
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | HYU | 77.713 | 4.80 | B3 | - | - | - | - | 1.66% | - | Ojzqzeoj | CWDV | 365-375 | 375 | CWJH+375 | - | 164.00000 |
| C-1 | LBN | 49.678 | 5.20 | DQ | - | - | - | - | 5.90% | - | Ylyzfosf | MXEY | 490-500 | 495 | IWWC+495 | - | 537.00000 |
| G-1Y | AZS | 121.890 | 8.39 | Kff3 | - | - | - | - | 3.76% | - | Eldxqdnk | KKBQ | 180-200 | 190 | AOXY+190 | - | 433.00000 |
| X-1N | EME | 721.841 | 1.39 | Pr3 | - | - | - | - | 1.46% | - | Eexbifhi | BAYN | 290-305 | 290 | NUMU+290 | - | 937.00000 |
Tranche Comments
G-1Y: Registration: 144O/Qxi A;
X-1N: Registration: 144U/Vnw A;
G-2: Registration: 144O/Awd V;
C-1: Registration: 144M/Vcd G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | LWF | 33.454 | 3.33 | HA | - | - | - | - | 1.15% | - | Ouapavor | 1uD | 775-800 | 750 | 1pW+750 | - | 178.00000 |
| O2 | GXS | 27.573 | 3.98 | Y2 | - | - | - | - | 5.40% | - | Xxyjvlfy | 1sD | 540-560 | 550 | 1bW+550 | - | 373.00000 |
| M1Z | CNL | 58.682 | 3.22 | Muu2 | - | - | - | - | 7.25% | - | Qfwdhfyw | 1pI | 210-220 | 205 | 1dP+205 | - | 362.00000 |
| O1A | NGG | 73.820 | 8.25 | Icc3 | - | - | - | - | 5.10% | - | Qshaylur | 1dT | 260-275 | 260 | 1cO+260 | - | 741.00000 |
| K1S | XAR | 14.498 | 6.70 | Wf2 | - | - | - | - | 5.67% | - | Yhucxwzw | 1pQ | 440-460 | 450 | 1sJ+450 | - | 194.00000 |
Tranche Comments
M1Z: First Pay: 2021-05-25; Registration: 144J/Qcf D;
O1A: First Pay: 2021-05-25; Registration: 144Z/Lws E;
K1S: First Pay: 2021-05-25; Registration: 144W/Kho R;
O2: First Pay: 2021-05-25; Registration: 144K/Dml E;
F1: First Pay: 2021-05-25; Registration: 144G/Whd E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | RPG | 10.437 | 8.14 | - | - | - | EJ | - | 5.30% | - | Ubwdszvx | 1lC | - | 450 | 1bD+450 | - | 848.00000 |
| L-1W | MHT | 283.211 | 7.26 | - | - | - | LL | - | 1.22% | - | Ebzqrqxe | 1dO | - | 300 | 1bD+300 | - | 278.00000 |
| A-1S | CRO | 91.740 | 4.48 | - | - | - | C (E) | - | 7.40% | - | Lbwlwrjy | 1gF | - | 340 | 1mU+340 | - | 801.00000 |
| K-2 | JQB | 96.522 | 7.37 | - | - | - | P (W) | - | 2.20% | - | Fsvqokit | 1cK | - | 390 | 1yU+390 | - | 976.00000 |
| F-1A | VFG | 719.909 | 8.20 | - | - | - | PPP (C) | - | 6.99% | - | Qrcowjdv | 1bB | - | 170 | 1qA+170 | - | 294.00000 |
Tranche Comments
F-1A: First Pay: 2021-03-25; Registration: 144U/Ahe T;
L-1W: First Pay: 2021-03-25; Registration: 144G/Psr Z;
A-1S: First Pay: 2021-03-25; Registration: 144L/Kwe B;
K-2: First Pay: 2021-03-25; Registration: 144K/Jvv R;
L-1: First Pay: 2021-03-25; Registration: 144K/Dod X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | YPG | 11.875 | 6.31 | V1 | - | - | - | - | 2.18% | - | Hsfzqbns | 1yR | - | 560 | 1sC+560 | - | 906.00000 |
| B-1 | RAV | 45.497 | 3.16 | Y2 | - | - | - | - | 9.90% | - | Zpyquslz | 1sA | - | 775 | 1lR+775 | - | 453.00000 |
| Z-1X | MIE | 21.900 | 9.70 | Bv2 | - | - | - | - | 4.50% | - | Zepekdpx | 1qP | - | 390 | 1tT+390 | - | 797.00000 |
| F-1G | TJF | 420.159 | 3.88 | Nbb3 | - | - | - | - | 6.10% | - | Tkfmmhvy | 1gA | - | 300 | 1iE+300 | - | 718.00000 |
| E-1I | AXY | 35.922 | 1.74 | Qh2 | - | - | - | - | 4.30% | - | Hfocovjc | 1uX | - | 450 | 1vM+450 | - | 695.00000 |
Tranche Comments
F-1G: First Pay: 2020-11-25; Registration: 144X/Edn Y;
Z-1X: First Pay: 2020-11-25; Registration: 144X/Ahd M;
E-1I: First Pay: 2020-11-25; Registration: 144W/Deb K;
M-2: First Pay: 2020-11-25; Registration: 144D/Zje U;
B-1: First Pay: 2020-11-25; Registration: 144L/Jdi I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | KQR | 828.913 | 8.17 | - | - | - | - | - | 9.50% | - | Fscbhtix | 1sB | 300-310 | 290 | 1rI+290 | - | 835.00000 |
| K-1 | TQY | 74.506 | 6.15 | - | - | - | - | - | 3.58% | - | Uumqjvvf | 1rM | 410-420 | 415 | 1yU+415 | - | 696.00000 |
| B-1 | JIR | 886.238 | 3.58 | - | - | - | - | - | 3.29% | - | Kxzkjmzm | 1zJ | 180-190 | 190 | 1fX+190 | - | 293.00000 |
Tranche Comments
B-1: First Pay: 2019-12-26; Registration: 144V/Ods R;
E-2: First Pay: 2019-12-26; Registration: 144D/Imk D;
K-1: First Pay: 2019-12-26; Registration: 144L/Hfg F;