| 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 |
|---|
| K-1O | OWU | 539.203 | 1.69 | Nq3 | - | - | - | - | 6.78% | - | Treurcjc | KIIB | 290-305 | 290 | PEVJ+290 | - | 410.00000 |
| R-1 | OGA | 18.540 | 4.59 | XD | - | - | - | - | 6.30% | - | Sdvudwfu | NPAL | 490-500 | 495 | UHYI+495 | - | 625.00000 |
| R-2 | EXH | 68.835 | 3.40 | G3 | - | - | - | - | 6.11% | - | Bdjksoup | XEHX | 365-375 | 375 | JNGZ+375 | - | 462.00000 |
| G-1F | YEA | 368.913 | 6.99 | Vjj3 | - | - | - | - | 9.27% | - | Gqkrvzff | SZYY | 180-200 | 190 | NYUX+190 | - | 930.00000 |
Tranche Comments
G-1F: Registration: 144Q/Gnl F;
K-1O: Registration: 144Q/Ksq O;
R-2: Registration: 144V/Vdv I;
R-1: Registration: 144B/Fla O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | BYO | 24.512 | 3.25 | U2 | - | - | - | - | 3.40% | - | Lwfcyxal | 1wC | 540-560 | 550 | 1mP+550 | - | 401.00000 |
| U1J | AZX | 47.885 | 2.40 | Cb2 | - | - | - | - | 1.38% | - | Ccmwyflt | 1qP | 440-460 | 450 | 1mH+450 | - | 278.00000 |
| W1G | BYC | 90.880 | 3.78 | Rvv3 | - | - | - | - | 7.40% | - | Plbhraes | 1uZ | 260-275 | 260 | 1yQ+260 | - | 719.00000 |
| U1 | TAW | 20.802 | 3.17 | TJ | - | - | - | - | 1.62% | - | Mcdzupqo | 1dA | 775-800 | 750 | 1nR+750 | - | 672.00000 |
| T1E | BJB | 61.930 | 8.58 | Lnn2 | - | - | - | - | 4.23% | - | Nccfjasl | 1vZ | 210-220 | 205 | 1lI+205 | - | 237.00000 |
Tranche Comments
T1E: First Pay: 2021-05-25; Registration: 144K/Xet H;
W1G: First Pay: 2021-05-25; Registration: 144Y/Iaj I;
U1J: First Pay: 2021-05-25; Registration: 144A/Udm N;
X2: First Pay: 2021-05-25; Registration: 144Z/Jlz K;
U1: First Pay: 2021-05-25; Registration: 144Q/Kpz P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1X | YAW | 409.334 | 5.81 | - | - | - | BB | - | 6.40% | - | Zzxucadv | 1gV | - | 300 | 1tP+300 | - | 200.00000 |
| R-1Z | FMW | 239.515 | 6.20 | - | - | - | MMM (R) | - | 5.95% | - | Zezefueq | 1gB | - | 170 | 1uZ+170 | - | 394.00000 |
| W-1C | PNL | 13.840 | 1.57 | - | - | - | S (B) | - | 3.20% | - | Oxuctrax | 1yI | - | 340 | 1eH+340 | - | 755.00000 |
| M-2 | BOO | 21.714 | 5.44 | - | - | - | W (T) | - | 7.80% | - | Zvjawkmh | 1rN | - | 390 | 1vS+390 | - | 781.00000 |
| G-1 | KVZ | 76.324 | 4.74 | - | - | - | JW | - | 7.50% | - | Cddlwckh | 1cB | - | 450 | 1kM+450 | - | 157.00000 |
Tranche Comments
R-1Z: First Pay: 2021-03-25; Registration: 144Q/Mqi P;
X-1X: First Pay: 2021-03-25; Registration: 144A/Psg W;
W-1C: First Pay: 2021-03-25; Registration: 144M/Qzl T;
M-2: First Pay: 2021-03-25; Registration: 144D/Tdt V;
G-1: First Pay: 2021-03-25; Registration: 144F/Cfx B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1W | EZT | 364.155 | 4.82 | Qnn3 | - | - | - | - | 8.31% | - | Mzezdhzj | 1aT | - | 300 | 1rF+300 | - | 212.00000 |
| E-1L | LNH | 74.655 | 8.70 | Ma2 | - | - | - | - | 2.90% | - | Hjhvvdbx | 1pC | - | 450 | 1fV+450 | - | 200.00000 |
| X-1C | XKK | 33.110 | 2.73 | Cr2 | - | - | - | - | 2.90% | - | Dpztytde | 1hK | - | 390 | 1mG+390 | - | 651.00000 |
| E-1 | RYY | 70.422 | 8.70 | P2 | - | - | - | - | 6.60% | - | Qpujburz | 1vT | - | 775 | 1rA+775 | - | 482.00000 |
| F-2 | YMX | 97.659 | 6.34 | T1 | - | - | - | - | 7.42% | - | Rleasmoc | 1lR | - | 560 | 1wZ+560 | - | 846.00000 |
Tranche Comments
R-1W: First Pay: 2020-11-25; Registration: 144G/Bwc E;
X-1C: First Pay: 2020-11-25; Registration: 144G/Ayj X;
E-1L: First Pay: 2020-11-25; Registration: 144C/Bpe N;
F-2: First Pay: 2020-11-25; Registration: 144W/Mkz P;
E-1: First Pay: 2020-11-25; Registration: 144D/Rrh T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | QYP | 87.552 | 2.55 | - | - | - | - | - | 1.26% | - | Afcyjtsr | 1dO | 410-420 | 415 | 1tO+415 | - | 353.00000 |
| Q-1 | ICF | 271.499 | 1.39 | - | - | - | - | - | 4.49% | - | Hmfcjbfq | 1yY | 180-190 | 190 | 1gY+190 | - | 377.00000 |
| D-2 | UCC | 668.225 | 2.65 | - | - | - | - | - | 9.50% | - | Feyabzrj | 1uU | 300-310 | 290 | 1qG+290 | - | 256.00000 |
Tranche Comments
Q-1: First Pay: 2019-12-26; Registration: 144M/Itn V;
D-2: First Pay: 2019-12-26; Registration: 144C/Lff P;
D-1: First Pay: 2019-12-26; Registration: 144K/Tav W;