| 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 |
|---|
| C-1 | VGS | 521.850 | 6.30 | - | - | - | - | H | - | 20.9% | Uvpqpyus | NZFA | 210-220 | 210 | ZZWC+210 | - | 964.00000 |
| R | EGP | 42.000 | 3.50 | - | - | - | - | EEE | - | 34.3% | Hqtta | GOYX | 315-325 | - | 4.99% | 5.015% | 703.00000 |
| G-2 | QYV | 96.000 | 5.10 | - | - | - | - | U | - | 20.3% | Eauhy | ACVC | 210-220 | - | 3.55% | 3.565% | 773.00000 |
| O | ZWY | 84.300 | 9.40 | - | - | - | - | KK | - | 60.7% | Prbky | VWBR | 625-650 | - | 8.24% | 8.315% | 901.00000 |
Tranche Comments
C-1: Redemption: 2023-03-01;
G-2: Redemption: 2023-03-01;
R: Redemption: 2023-03-01;
O: Redemption: 2023-03-01;
Deal Comments
Lxq Svcc Uwqlxjm 1.00
Pricing Speed
25% LDR tn Pctjoxtq
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 20, 2014
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nuj | UKD | 88.000 | - | - | - | - | - | - | - | - | Yjuxp | Tuzhr | - | - | - | - | Retained |
| J | CAI | 593.000 | 5.38 | - | - | - | - | X | - | 41.0% | Zpwcg | Tbjii | - | 290 | 3.20% | 3.209% | 885.00000 |
| Q | PLJ | 64.000 | 7.34 | - | - | - | - | GGG | - | 89.0% | Hongc | Wnemh | - | 465 | 4.93% | 4.959% | 122.00000 |
Tranche Comments
J: First Pay: 2021-07-20; Registration: 144U/Ccm V;
Q: First Pay: 2021-07-20; Registration: 144X/But K;
Nuj: First Pay: 2021-07-20; Registration: 144X/Pxn B;
Collateral
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Risk Retention
PIc Lmud QPc To
Pricing Speed
20 NPN ms Ggmqoomd