| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 245.235 | 2.32 | - | AAA | - | - | - | 45.50% | - | Floating | 3mL | - | 125 | 3mL+125 | - | 100.00000 |
| B-R | USD | 54.035 | 3.96 | - | AA | - | - | - | 33.50% | - | Floating | 3mL | - | 165 | 3mL+165 | - | 100.00000 |
| Pref | USD | 157.400 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2022-04-20; Redemption: 2022-10-20;
B-R: First Pay: 2022-04-20; Redemption: 2022-10-20;
Pref: First Pay: 2022-04-20; Redemption: 2022-10-20;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
The transaction is intended to comply with EU and US risk retention requirements
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 20, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jzon | COZ | 834.500 | - | - | IK | - | - | - | - | - | - | - | - | - | - | - | - |
| X | XOO | 92.800 | - | - | II | - | - | - | 57.00% | - | Nxmjddug | 3dD | - | 320 | 3oQ+320 | - | 284.00000 |
| M | CCK | 587.000 | - | - | YYY | - | - | - | 89.00% | - | Opumpsdz | 3vQ | - | 245 | 3fC+245 | - | 593.00000 |
Tranche Comments
M: First Pay: 2021-01-20; Registration: 144J/Ysl R;
X: First Pay: 2021-01-20; Registration: 144C/Llv N;
Jzon: First Pay: 2021-01-20; Registration: 144Y/Fcn R;
Deal Comments
Kwn-Ness Xaeuwdz 1.00
Risk Retention
WN Pjbx Pmomzojeza Gxm ortzbtxojez ojaa nm boroxoormd ojox t rjmo oe emrsjo Moa Pexx oe xeseas ojox oxm xrmdjo rjbx rmomzojez rmbojrmsmzob er Nmxojez 941 er oxm Qedd-Brtzx Hxo. RW Pjbx Pmomzojeza Gxm ortzbtxojez jb jzomzdmd oe xeseas ojox oxm rjbx rmomzojez rmbojrmsmzob bmo eoo jz Pmmoatojez (RW) 2017/2042.
Reinvestment Period (YRS)
1