| 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 |
|---|
| F | BEM | 29.000 | 5.40 | - | - | - | - | FFF | - | 15.3% | Zfvmw | MBHI | 315-325 | - | 4.99% | 5.015% | 186.00000 |
| K-2 | QKW | 64.000 | 4.90 | - | - | - | - | D | - | 14.5% | Kwslb | IYNI | 210-220 | - | 3.55% | 3.565% | 856.00000 |
| M-1 | BVF | 562.150 | 8.10 | - | - | - | - | N | - | 42.9% | Qxfscvvs | DTUN | 210-220 | 210 | MNAH+210 | - | 620.00000 |
| L | YQI | 91.600 | 6.90 | - | - | - | - | EE | - | 86.3% | Pupvd | GPJN | 625-650 | - | 8.24% | 8.315% | 990.00000 |
Tranche Comments
M-1: Redemption: 2023-03-01;
K-2: Redemption: 2023-03-01;
F: Redemption: 2023-03-01;
L: Redemption: 2023-03-01;
Deal Comments
Gop Ocnn Bjmvofa 1.00
Pricing Speed
25% SHW uu Yxujghuu
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YMK | 88.000 | 3.71 | - | - | - | - | UUU | - | 71.0% | Jiglt | Dbcln | - | 465 | 4.93% | 4.959% | 221.00000 |
| Qah | QSY | 95.000 | - | - | - | - | - | - | - | - | Bpsyy | Fwzok | - | - | - | - | Retained |
| V | PHR | 148.000 | 9.60 | - | - | - | - | J | - | 64.0% | Tcnfx | Vofnf | - | 290 | 3.20% | 3.209% | 974.00000 |
Tranche Comments
V: First Pay: 2021-07-20; Registration: 144U/Kwm B;
S: First Pay: 2021-07-20; Registration: 144P/Tet G;
Qah: First Pay: 2021-07-20; Registration: 144J/Rmw Y;
Collateral
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Risk Retention
OCl Lrhj WOl Fq
Pricing Speed
20 XHN tq Vdtmurto