| 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 |
|---|
| I-1Q | ONR | 473.836 | 2.22 | Du3 | - | - | - | - | 7.93% | - | Umycbyfy | XSMF | 290-305 | 290 | LWYH+290 | - | 455.00000 |
| U-1H | OPL | 232.340 | 6.65 | Ndd3 | - | - | - | - | 6.76% | - | Vyhqvblu | PCYG | 180-200 | 190 | ZUMC+190 | - | 185.00000 |
| G-2 | MWB | 68.403 | 4.80 | C3 | - | - | - | - | 7.84% | - | Vebywatr | WYOI | 365-375 | 375 | HPJZ+375 | - | 834.00000 |
| U-1 | JEY | 26.690 | 8.51 | HG | - | - | - | - | 5.30% | - | Wusrxcdt | NWXY | 490-500 | 495 | LVSS+495 | - | 944.00000 |
Tranche Comments
U-1H: Registration: 144F/Ktf F;
I-1Q: Registration: 144M/Lie N;
G-2: Registration: 144E/Jyn M;
U-1: Registration: 144Y/Qyo P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | FNR | 11.383 | 8.55 | WW | - | - | - | - | 8.73% | - | Dwjvxvkz | 1xR | 775-800 | 750 | 1cM+750 | - | 924.00000 |
| F1T | VKO | 64.940 | 9.82 | Ftt3 | - | - | - | - | 9.20% | - | Fbwsdsmn | 1qE | 260-275 | 260 | 1gV+260 | - | 811.00000 |
| S1G | ONH | 36.473 | 6.70 | Wm2 | - | - | - | - | 9.63% | - | Svcaxeuz | 1nJ | 440-460 | 450 | 1uB+450 | - | 566.00000 |
| C2 | BKN | 78.866 | 2.24 | T2 | - | - | - | - | 8.60% | - | Krsqcthv | 1hK | 540-560 | 550 | 1tG+550 | - | 995.00000 |
| J1H | LYQ | 37.847 | 8.92 | Qdd2 | - | - | - | - | 1.66% | - | Cqphjyma | 1gX | 210-220 | 205 | 1tT+205 | - | 740.00000 |
Tranche Comments
J1H: First Pay: 2021-05-25; Registration: 144P/Tpk A;
F1T: First Pay: 2021-05-25; Registration: 144Y/Wfo Q;
S1G: First Pay: 2021-05-25; Registration: 144B/Nbx I;
C2: First Pay: 2021-05-25; Registration: 144P/Uuw B;
V1: First Pay: 2021-05-25; Registration: 144Z/Baa F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | OEB | 65.665 | 7.34 | - | - | - | T (P) | - | 2.80% | - | Ucpdsrqi | 1qP | - | 390 | 1kU+390 | - | 571.00000 |
| M-1T | QNX | 55.110 | 8.64 | - | - | - | B (T) | - | 1.70% | - | Opkamavu | 1rM | - | 340 | 1kV+340 | - | 625.00000 |
| X-1B | JHH | 565.392 | 1.15 | - | - | - | PP | - | 4.94% | - | Ljsvksyu | 1pC | - | 300 | 1cC+300 | - | 236.00000 |
| G-1F | BXN | 113.884 | 5.20 | - | - | - | HHH (D) | - | 8.81% | - | Trbaxtdw | 1dA | - | 170 | 1jI+170 | - | 284.00000 |
| S-1 | NRT | 19.919 | 1.15 | - | - | - | NU | - | 8.10% | - | Ezjldlvj | 1xL | - | 450 | 1kC+450 | - | 997.00000 |
Tranche Comments
G-1F: First Pay: 2021-03-25; Registration: 144W/Faq N;
X-1B: First Pay: 2021-03-25; Registration: 144E/Axo C;
M-1T: First Pay: 2021-03-25; Registration: 144W/Qdj C;
E-2: First Pay: 2021-03-25; Registration: 144A/Dor M;
S-1: First Pay: 2021-03-25; Registration: 144M/Ept S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1D | OUG | 67.872 | 4.12 | Hr2 | - | - | - | - | 6.80% | - | Ydkrhiul | 1mX | - | 450 | 1hK+450 | - | 162.00000 |
| B-2 | OCM | 59.339 | 7.55 | F1 | - | - | - | - | 3.25% | - | Tdklqbli | 1pP | - | 560 | 1oK+560 | - | 848.00000 |
| Y-1U | UEF | 286.168 | 4.47 | Dff3 | - | - | - | - | 5.93% | - | Bcjjhocw | 1eN | - | 300 | 1jB+300 | - | 509.00000 |
| E-1 | BWZ | 25.518 | 6.60 | Y2 | - | - | - | - | 4.80% | - | Brzyqtxf | 1sT | - | 775 | 1cM+775 | - | 824.00000 |
| C-1A | IKK | 86.750 | 6.68 | Rh2 | - | - | - | - | 4.30% | - | Sejxpwxs | 1wY | - | 390 | 1xE+390 | - | 715.00000 |
Tranche Comments
Y-1U: First Pay: 2020-11-25; Registration: 144W/Oul D;
C-1A: First Pay: 2020-11-25; Registration: 144A/Ahc S;
F-1D: First Pay: 2020-11-25; Registration: 144F/Wqf S;
B-2: First Pay: 2020-11-25; Registration: 144X/Wxy J;
E-1: First Pay: 2020-11-25; Registration: 144Y/Ads E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | BBI | 34.857 | 8.69 | - | - | - | - | - | 5.35% | - | Cpykywqj | 1gU | 410-420 | 415 | 1tX+415 | - | 716.00000 |
| S-1 | NWC | 211.884 | 5.32 | - | - | - | - | - | 8.95% | - | Rmbpufel | 1rN | 180-190 | 190 | 1jC+190 | - | 957.00000 |
| K-2 | ZXI | 136.924 | 9.48 | - | - | - | - | - | 5.10% | - | Cccqvlnc | 1bQ | 300-310 | 290 | 1fV+290 | - | 449.00000 |
Tranche Comments
S-1: First Pay: 2019-12-26; Registration: 144L/Czh V;
K-2: First Pay: 2019-12-26; Registration: 144I/Oow E;
D-1: First Pay: 2019-12-26; Registration: 144X/Oxh F;