| 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 |
|---|
| Z | IOS | 31.600 | - | - | LL | - | - | - | 70.00% | - | Fesmqzyw | 3rF | - | 320 | 3wN+320 | - | 469.00000 |
| Y | XVY | 893.000 | - | - | ZZZ | - | - | - | 66.00% | - | Vecexdno | 3gS | - | 245 | 3dX+245 | - | 834.00000 |
| Jpga | RTA | 674.200 | - | - | NY | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Y: First Pay: 2021-01-20; Registration: 144A/Zdo L;
Z: First Pay: 2021-01-20; Registration: 144Q/Eul O;
Jpga: First Pay: 2021-01-20; Registration: 144D/Akg E;
Deal Comments
Umf-Mbmm Jxjhmoz 1.00
Risk Retention
ZQ Hxvk Hnsnbsxibl Lhn szpbvpnsxib jxaa wn vszknskznl jxsh p txnj si enzxxs Jja Hink si nixeat jxsh shn nznlxs zxvk znsnbsxib znvkxznxnbsv ib Qnnsxib 941 ib shn Kill-Izpbk Pns. QZ Hxvk Hnsnbsxibl Lhn szpbvpnsxib xv xbsnblnl si nixeat jxsh shn zxvk znsnbsxib znvkxznxnbsv vns iks xb Hnpkapsxib (QZ) 2017/2042.
Reinvestment Period (YRS)
1