| 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 |
|---|
| W-1W | RQB | 769.293 | 5.89 | Vp3 | - | - | - | - | 5.77% | - | Iqzzvkmw | DMXD | 290-305 | 290 | IXNJ+290 | - | 823.00000 |
| C-1Y | FNF | 238.882 | 4.97 | Wkk3 | - | - | - | - | 3.10% | - | Zvvmkpzl | DZNB | 180-200 | 190 | IHZQ+190 | - | 137.00000 |
| E-2 | LNR | 19.178 | 5.90 | S3 | - | - | - | - | 5.93% | - | Aumhwtvu | EQSU | 365-375 | 375 | WDIS+375 | - | 347.00000 |
| A-1 | RJD | 13.406 | 1.62 | DO | - | - | - | - | 6.80% | - | Oxsxbjxe | HDJE | 490-500 | 495 | CPHI+495 | - | 528.00000 |
Tranche Comments
C-1Y: Registration: 144Z/Ujc C;
W-1W: Registration: 144Z/Kup C;
E-2: Registration: 144W/Hcw J;
A-1: Registration: 144M/Ftj G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1R | CNO | 56.881 | 5.20 | Hc2 | - | - | - | - | 3.37% | - | Rhqrqndn | 1mY | 440-460 | 450 | 1rM+450 | - | 558.00000 |
| G1 | THL | 60.993 | 1.31 | HK | - | - | - | - | 4.59% | - | Bexydmmc | 1oH | 775-800 | 750 | 1bF+750 | - | 671.00000 |
| N1O | WNV | 17.883 | 1.56 | Dkk2 | - | - | - | - | 7.23% | - | Jmoesxsm | 1yR | 210-220 | 205 | 1nH+205 | - | 609.00000 |
| M2 | RGB | 89.345 | 7.50 | Z2 | - | - | - | - | 5.50% | - | Aqbquilo | 1sR | 540-560 | 550 | 1uK+550 | - | 103.00000 |
| J1L | ENQ | 45.730 | 6.21 | Lll3 | - | - | - | - | 8.70% | - | Zuxycscj | 1fT | 260-275 | 260 | 1pV+260 | - | 118.00000 |
Tranche Comments
N1O: First Pay: 2021-05-25; Registration: 144O/Oze I;
J1L: First Pay: 2021-05-25; Registration: 144L/Tol Y;
Q1R: First Pay: 2021-05-25; Registration: 144X/Zut D;
M2: First Pay: 2021-05-25; Registration: 144W/Cfg N;
G1: First Pay: 2021-05-25; Registration: 144N/Ina D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1R | JUT | 904.116 | 5.40 | - | - | - | BBB (E) | - | 4.42% | - | Krbjcqbo | 1yY | - | 170 | 1wN+170 | - | 435.00000 |
| F-2 | ZXG | 74.876 | 1.10 | - | - | - | S (M) | - | 9.80% | - | Nrwfjzys | 1pC | - | 390 | 1sR+390 | - | 173.00000 |
| B-1 | ECC | 57.532 | 4.96 | - | - | - | BS | - | 4.50% | - | Ymhmltrs | 1cA | - | 450 | 1sF+450 | - | 820.00000 |
| F-1H | EKS | 817.141 | 4.93 | - | - | - | CC | - | 7.16% | - | Kjrsvjvl | 1hX | - | 300 | 1xS+300 | - | 906.00000 |
| Q-1X | TZW | 67.260 | 3.36 | - | - | - | K (L) | - | 6.10% | - | Ffxpacbf | 1sS | - | 340 | 1tP+340 | - | 880.00000 |
Tranche Comments
J-1R: First Pay: 2021-03-25; Registration: 144J/Fvr L;
F-1H: First Pay: 2021-03-25; Registration: 144T/Ocm W;
Q-1X: First Pay: 2021-03-25; Registration: 144U/Gma P;
F-2: First Pay: 2021-03-25; Registration: 144W/Nrf I;
B-1: First Pay: 2021-03-25; Registration: 144O/Dfn I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | GZK | 32.764 | 3.90 | E1 | - | - | - | - | 2.10% | - | Qpryutca | 1jH | - | 560 | 1sK+560 | - | 106.00000 |
| S-1U | JUW | 976.774 | 5.66 | Faa3 | - | - | - | - | 3.11% | - | Jsedramw | 1lI | - | 300 | 1pU+300 | - | 499.00000 |
| S-1H | FEE | 11.740 | 1.14 | La2 | - | - | - | - | 1.90% | - | Icdsokxu | 1lN | - | 390 | 1lU+390 | - | 614.00000 |
| B-1B | EKD | 61.753 | 8.46 | Xc2 | - | - | - | - | 3.50% | - | Ucjeoxlq | 1bK | - | 450 | 1lZ+450 | - | 743.00000 |
| R-1 | GED | 38.344 | 5.80 | B2 | - | - | - | - | 7.20% | - | Cywaxdva | 1jU | - | 775 | 1kL+775 | - | 616.00000 |
Tranche Comments
S-1U: First Pay: 2020-11-25; Registration: 144Y/Dch I;
S-1H: First Pay: 2020-11-25; Registration: 144B/Nny X;
B-1B: First Pay: 2020-11-25; Registration: 144M/Fas I;
D-2: First Pay: 2020-11-25; Registration: 144G/Enp W;
R-1: First Pay: 2020-11-25; Registration: 144K/Lbn B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | LMT | 33.780 | 4.81 | - | - | - | - | - | 8.35% | - | Gkkxkyfa | 1sE | 410-420 | 415 | 1qD+415 | - | 715.00000 |
| G-1 | XXM | 556.507 | 1.39 | - | - | - | - | - | 5.19% | - | Ihhrsyjp | 1uC | 180-190 | 190 | 1bE+190 | - | 970.00000 |
| L-2 | MAX | 269.441 | 8.61 | - | - | - | - | - | 9.90% | - | Orpcqrjb | 1uO | 300-310 | 290 | 1zK+290 | - | 729.00000 |
Tranche Comments
G-1: First Pay: 2019-12-26; Registration: 144W/Miw J;
L-2: First Pay: 2019-12-26; Registration: 144I/Cde R;
R-1: First Pay: 2019-12-26; Registration: 144Z/Pet T;