MP CLO (MP) VIII(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X USD3.500-Aaa------Floating3mL-753mL+75-100.00000
ARRUSD224.000-Aaa-AAA--36.00%-Floating3mL-1203mL+120-100.00000
BRRUSD38.500-Aa2----25.00%-Floating3mL-1803mL+180-100.00000
CRRUSD18.000-A2----19.86%-Floating3mL-2303mL+230-100.00000
DRRUSD21.950-Baa3----13.59%-Floating3mL-3503mL+350-100.00000
ERRUSD19.000-Ba3----8.16%-Floating3mL-7223mL+722--
FUSD2.750-B3----7.37%-Floating3mL-8723mL+872-95.00000
Incremental SubUSD4.650-NR------------Retained
Sub USD50.000-NR------------Retained
Tranche Comments
X : First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S; ARR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S; BRR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S; CRR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S; DRR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S; ERR: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S; F: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S; Incremental Sub: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S; Sub : First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 18, 2026
Reset
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Jun 10, 2030
Research
AllReportsSurveillanceOther

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