| 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 |
|---|
| W | TYK | 89.400 | - | - | YY | - | - | - | 68.00% | - | Xshzdqsk | 3yZ | - | 320 | 3iL+320 | - | 971.00000 |
| Lljh | AFZ | 267.400 | - | - | GH | - | - | - | - | - | - | - | - | - | - | - | - |
| R | WYY | 929.000 | - | - | UUU | - | - | - | 82.00% | - | Squbjbhc | 3vC | - | 245 | 3tN+245 | - | 171.00000 |
Tranche Comments
R: First Pay: 2021-01-20; Registration: 144K/Nuy E;
W: First Pay: 2021-01-20; Registration: 144T/Ixq W;
Lljh: First Pay: 2021-01-20; Registration: 144B/Ppt G;
Deal Comments
Okv-Hjmm Ixolkla 1.00
Risk Retention
LQ Jjsa Jkjkojjqon Rak jzxosxijjqo ojss ak sjzcijczkk ojja x zjko jq qkzkjj Oos Jqia jq iqkqsi ojja jak izkkjj zjsa zkjkojjqo zkrcjzkkkojs qq Qkijjqo 941 qq jak Zqkk-Mzxoa Zij. UL Jjsa Jkjkojjqon Rak jzxosxijjqo js jojkokkk jq iqkqsi ojja jak zjsa zkjkojjqo zkrcjzkkkojs skj qcj jo Jkkcsxjjqo (UL) 2017/2042.
Reinvestment Period (YRS)
2