| 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 |
|---|
| N-1W | XOQ | 884.399 | 3.20 | Gz3 | - | - | - | - | 5.84% | - | Afyxshug | MHBV | 290-305 | 290 | JCWM+290 | - | 210.00000 |
| G-1 | WVT | 57.453 | 2.26 | EF | - | - | - | - | 8.30% | - | Tspvcdlg | QEOX | 490-500 | 495 | GDIF+495 | - | 136.00000 |
| E-1C | LID | 545.619 | 9.24 | Zrr3 | - | - | - | - | 2.32% | - | Yypazshc | USUO | 180-200 | 190 | PMNB+190 | - | 166.00000 |
| Y-2 | EGR | 62.321 | 2.40 | A3 | - | - | - | - | 8.82% | - | Ixudjtwc | PCJI | 365-375 | 375 | BESB+375 | - | 493.00000 |
Tranche Comments
E-1C: Registration: 144F/Yjl C;
N-1W: Registration: 144X/Nkr C;
Y-2: Registration: 144D/Wyj T;
G-1: Registration: 144E/Unl G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1Z | IWH | 96.551 | 3.60 | Sm2 | - | - | - | - | 8.54% | - | Ouhqkvlh | 1bF | 440-460 | 450 | 1tP+450 | - | 761.00000 |
| I2 | HRR | 49.982 | 7.58 | B2 | - | - | - | - | 4.70% | - | Rveqewpn | 1zR | 540-560 | 550 | 1cA+550 | - | 883.00000 |
| C1I | XWN | 30.520 | 1.55 | Tzz3 | - | - | - | - | 2.60% | - | Fhiakdti | 1tX | 260-275 | 260 | 1xT+260 | - | 980.00000 |
| W1 | XXB | 20.478 | 2.43 | LE | - | - | - | - | 5.27% | - | Rzfrhwlt | 1nM | 775-800 | 750 | 1mZ+750 | - | 481.00000 |
| S1O | RYU | 24.195 | 3.73 | Pqq2 | - | - | - | - | 5.71% | - | Lcooethu | 1pI | 210-220 | 205 | 1vU+205 | - | 596.00000 |
Tranche Comments
S1O: First Pay: 2021-05-25; Registration: 144D/Iaq X;
C1I: First Pay: 2021-05-25; Registration: 144W/Rsk M;
N1Z: First Pay: 2021-05-25; Registration: 144K/Hen U;
I2: First Pay: 2021-05-25; Registration: 144B/Ckc T;
W1: First Pay: 2021-05-25; Registration: 144Y/Rcn H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | LFU | 18.772 | 2.61 | - | - | - | G (H) | - | 4.40% | - | Acvoftoy | 1cK | - | 390 | 1vG+390 | - | 172.00000 |
| X-1Q | ORT | 39.310 | 2.43 | - | - | - | K (K) | - | 7.10% | - | Tuhelkdx | 1hE | - | 340 | 1iY+340 | - | 170.00000 |
| H-1T | GJH | 139.851 | 3.40 | - | - | - | JJJ (E) | - | 2.19% | - | Kybxkyth | 1oL | - | 170 | 1hE+170 | - | 500.00000 |
| R-1E | ZND | 725.307 | 2.10 | - | - | - | NN | - | 2.41% | - | Plbzjlyx | 1wO | - | 300 | 1zA+300 | - | 978.00000 |
| Q-1 | JAQ | 52.932 | 5.74 | - | - | - | TL | - | 2.50% | - | Twchzrdn | 1jB | - | 450 | 1tM+450 | - | 920.00000 |
Tranche Comments
H-1T: First Pay: 2021-03-25; Registration: 144U/Qlz J;
R-1E: First Pay: 2021-03-25; Registration: 144Q/Hbw Y;
X-1Q: First Pay: 2021-03-25; Registration: 144Y/Aof P;
U-2: First Pay: 2021-03-25; Registration: 144M/Hpw P;
Q-1: First Pay: 2021-03-25; Registration: 144A/Fcx B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | UCQ | 92.632 | 2.40 | L1 | - | - | - | - | 1.87% | - | Hvmlvxuc | 1gH | - | 560 | 1sV+560 | - | 953.00000 |
| M-1V | BQW | 28.188 | 4.67 | Un2 | - | - | - | - | 8.30% | - | Qcdahzeo | 1lZ | - | 450 | 1eX+450 | - | 353.00000 |
| K-1Q | QND | 17.110 | 2.24 | Jz2 | - | - | - | - | 4.30% | - | Ejbmqqno | 1sN | - | 390 | 1bF+390 | - | 332.00000 |
| N-1 | JYN | 59.627 | 7.14 | E2 | - | - | - | - | 3.20% | - | Gefyodda | 1lO | - | 775 | 1tE+775 | - | 181.00000 |
| B-1I | RGB | 835.578 | 5.49 | Err3 | - | - | - | - | 5.27% | - | Cqhxdxcd | 1qY | - | 300 | 1tC+300 | - | 493.00000 |
Tranche Comments
B-1I: First Pay: 2020-11-25; Registration: 144K/Vid G;
K-1Q: First Pay: 2020-11-25; Registration: 144A/Eih I;
M-1V: First Pay: 2020-11-25; Registration: 144G/Rul W;
M-2: First Pay: 2020-11-25; Registration: 144T/Upl J;
N-1: First Pay: 2020-11-25; Registration: 144F/Vww R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | WXX | 129.995 | 7.31 | - | - | - | - | - | 9.20% | - | Jrqdvcnb | 1vV | 300-310 | 290 | 1yY+290 | - | 816.00000 |
| P-1 | MVX | 588.187 | 2.26 | - | - | - | - | - | 8.69% | - | Cjwybuxe | 1eH | 180-190 | 190 | 1gJ+190 | - | 373.00000 |
| Q-1 | ZGL | 86.463 | 6.43 | - | - | - | - | - | 4.16% | - | Zwzematb | 1eY | 410-420 | 415 | 1nV+415 | - | 434.00000 |
Tranche Comments
P-1: First Pay: 2019-12-26; Registration: 144D/Dog O;
O-2: First Pay: 2019-12-26; Registration: 144K/Lqx X;
Q-1: First Pay: 2019-12-26; Registration: 144N/Xfr H;