| 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 |
|---|
| J-2 | BLI | 83.399 | 7.40 | B3 | - | - | - | - | 6.86% | - | Euulaltt | PKOK | 365-375 | 375 | QCLF+375 | - | 886.00000 |
| U-1Y | XPA | 838.988 | 4.58 | Yh3 | - | - | - | - | 5.27% | - | Ymzqdcqq | XMSH | 290-305 | 290 | XTUL+290 | - | 108.00000 |
| O-1T | PVW | 508.237 | 4.82 | Vxx3 | - | - | - | - | 4.81% | - | Ixxfruuj | TVGM | 180-200 | 190 | IVBS+190 | - | 310.00000 |
| S-1 | BGC | 21.232 | 2.86 | FA | - | - | - | - | 7.30% | - | Rlykutwx | TVLA | 490-500 | 495 | NEHI+495 | - | 177.00000 |
Tranche Comments
O-1T: Registration: 144E/Olw O;
U-1Y: Registration: 144Z/Fqr F;
J-2: Registration: 144L/Tqz Y;
S-1: Registration: 144E/Qcc Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | CJI | 20.587 | 4.43 | JD | - | - | - | - | 2.76% | - | Gzfcqcmn | 1lU | 775-800 | 750 | 1jF+750 | - | 939.00000 |
| V2 | JKK | 15.383 | 2.56 | E2 | - | - | - | - | 5.80% | - | Owfpbbuf | 1lG | 540-560 | 550 | 1eU+550 | - | 387.00000 |
| H1L | BZX | 78.304 | 4.50 | El2 | - | - | - | - | 6.72% | - | Eehxkoby | 1qC | 440-460 | 450 | 1aJ+450 | - | 120.00000 |
| W1R | IGM | 71.351 | 4.96 | Imm2 | - | - | - | - | 1.34% | - | Ovzbtybr | 1kW | 210-220 | 205 | 1aQ+205 | - | 291.00000 |
| W1O | RTL | 83.830 | 3.92 | Sqq3 | - | - | - | - | 9.30% | - | Mlxhfdmj | 1tX | 260-275 | 260 | 1eM+260 | - | 878.00000 |
Tranche Comments
W1R: First Pay: 2021-05-25; Registration: 144E/Fnx W;
W1O: First Pay: 2021-05-25; Registration: 144B/Zlw L;
H1L: First Pay: 2021-05-25; Registration: 144H/Kpy Q;
V2: First Pay: 2021-05-25; Registration: 144B/Cnu P;
Z1: First Pay: 2021-05-25; Registration: 144O/Gqz M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | WYS | 43.531 | 9.73 | - | - | - | JR | - | 4.60% | - | Smoqocue | 1vV | - | 450 | 1kA+450 | - | 402.00000 |
| K-1S | ZPH | 290.452 | 2.45 | - | - | - | RR | - | 4.44% | - | Wfjhrbtq | 1nB | - | 300 | 1gN+300 | - | 404.00000 |
| K-2 | OSM | 29.887 | 9.14 | - | - | - | U (C) | - | 8.50% | - | Yzhpecxf | 1nP | - | 390 | 1qK+390 | - | 594.00000 |
| C-1V | ORX | 426.269 | 4.10 | - | - | - | OOO (P) | - | 4.78% | - | Mqkmwwlr | 1xE | - | 170 | 1mH+170 | - | 346.00000 |
| D-1W | XMH | 18.520 | 1.49 | - | - | - | D (O) | - | 3.40% | - | Bzscwsdk | 1wF | - | 340 | 1hI+340 | - | 952.00000 |
Tranche Comments
C-1V: First Pay: 2021-03-25; Registration: 144M/Dqo H;
K-1S: First Pay: 2021-03-25; Registration: 144M/Ulq X;
D-1W: First Pay: 2021-03-25; Registration: 144D/Hzw L;
K-2: First Pay: 2021-03-25; Registration: 144F/Vsw Z;
E-1: First Pay: 2021-03-25; Registration: 144E/Qrb K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | CBM | 31.734 | 9.61 | C1 | - | - | - | - | 4.54% | - | Eykaoluo | 1hE | - | 560 | 1xX+560 | - | 886.00000 |
| F-1M | GGK | 956.940 | 4.61 | Bll3 | - | - | - | - | 1.14% | - | Bmhzjjmq | 1dL | - | 300 | 1vX+300 | - | 317.00000 |
| F-1O | AVB | 81.650 | 8.36 | Ea2 | - | - | - | - | 8.10% | - | Exymwbph | 1bG | - | 390 | 1vN+390 | - | 497.00000 |
| B-1 | RLY | 30.382 | 4.56 | Z2 | - | - | - | - | 7.40% | - | Kcdflckr | 1jF | - | 775 | 1hZ+775 | - | 133.00000 |
| Y-1N | CUS | 97.298 | 3.59 | Sq2 | - | - | - | - | 3.70% | - | Ssvotvkf | 1fM | - | 450 | 1uT+450 | - | 545.00000 |
Tranche Comments
F-1M: First Pay: 2020-11-25; Registration: 144N/Etb A;
F-1O: First Pay: 2020-11-25; Registration: 144J/Pyw M;
Y-1N: First Pay: 2020-11-25; Registration: 144M/Tzt I;
J-2: First Pay: 2020-11-25; Registration: 144U/Eeo U;
B-1: First Pay: 2020-11-25; Registration: 144T/Zeo T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | FRD | 515.428 | 5.15 | - | - | - | - | - | 1.51% | - | Yzkjtsza | 1dZ | 180-190 | 190 | 1eI+190 | - | 611.00000 |
| V-2 | ICM | 706.814 | 4.71 | - | - | - | - | - | 4.90% | - | Nhehqbdm | 1wY | 300-310 | 290 | 1nV+290 | - | 109.00000 |
| Q-1 | JEU | 49.124 | 6.83 | - | - | - | - | - | 8.54% | - | Ujqeikip | 1dV | 410-420 | 415 | 1lH+415 | - | 967.00000 |
Tranche Comments
V-1: First Pay: 2019-12-26; Registration: 144G/Wsf O;
V-2: First Pay: 2019-12-26; Registration: 144F/Tau F;
Q-1: First Pay: 2019-12-26; Registration: 144D/Toz V;