| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 148.000 | 4.05 | - | - | - | - | A | - | 64.0% | Floating | 3mSOFR | - | 265 | 3mSOFR+265 | - | 100.00000 |
| A-2 | USD | 44.000 | 4.05 | - | - | - | - | A | - | 64.0% | Fixed | SOFR | - | 265 | 7.09% | 7.156% | 99.99927 |
| B | USD | 30.000 | 4.05 | - | - | - | - | BBB | - | 74.0% | Fixed | SOFR | - | 525 | 9.64% | 9.756% | 99.99661 |
| C | USD | 18.000 | 4.05 | - | - | - | - | BB | - | 80.0% | Floating | 3mSOFR | - | - | 3mSOFR+783 | - | 99.00000 |
Tranche Comments
A-1: First Pay: 2024-08-01; Registration: 144A/Reg S;
A-2: First Pay: 2024-08-01; Registration: 144A/Reg S;
B: First Pay: 2024-08-01; Registration: 144A/Reg S;
C: First Pay: 2024-08-01; Registration: 144A/Reg S;
Deal Comments
Active Bookrunner: MUF(B&D). Passive Bookrunner: DEU. Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes
Pricing Speed
20 CPR to Maturity
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VQT | 82.300 | 8.20 | - | - | - | - | NN | - | 26.7% | Hzwxo | XWHY | 625-650 | - | 8.24% | 8.315% | 929.00000 |
| N-1 | OZT | 617.760 | 6.20 | - | - | - | - | M | - | 21.6% | Iqvwhrcr | JLZL | 210-220 | 210 | ZBSE+210 | - | 359.00000 |
| E | KYQ | 74.000 | 7.70 | - | - | - | - | PPP | - | 44.6% | Hkaan | AJKJ | 315-325 | - | 4.99% | 5.015% | 453.00000 |
| Y-2 | CTN | 64.000 | 7.40 | - | - | - | - | X | - | 21.9% | Vzmlc | LSUK | 210-220 | - | 3.55% | 3.565% | 362.00000 |
Tranche Comments
N-1: Redemption: 2023-03-01;
Y-2: Redemption: 2023-03-01;
E: Redemption: 2023-03-01;
X: Redemption: 2023-03-01;
Deal Comments
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Pricing Speed
25% EOV cw Uocbwdcl
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 13, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GBD | 295.000 | 6.27 | - | - | - | - | N | - | 73.0% | Lacve | Nbnxr | - | 290 | 3.20% | 3.209% | 156.00000 |
| O | RSF | 62.000 | 2.86 | - | - | - | - | PPP | - | 57.0% | Tqvpi | Zicgq | - | 465 | 4.93% | 4.959% | 451.00000 |
| Rci | UKQ | 52.000 | - | - | - | - | - | - | - | - | Jzrfs | Gwhuu | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2021-07-20; Registration: 144R/Ilq R;
O: First Pay: 2021-07-20; Registration: 144N/Hxy F;
Rci: First Pay: 2021-07-20; Registration: 144I/Kth B;
Collateral
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Risk Retention
ABr Qxnz ZAr Xo
Pricing Speed
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