| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 320.000 | 4.00 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 106 | 3mL+106 | - | - |
| A-2R | USD | 10.000 | 5.70 | - | AAA | - | - | - | 34.00% | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| B-1R | USD | 28.750 | 6.00 | - | AA | - | - | - | 24.25% | - | Floating | 3mL | - | 150 | 3mL+150 | - | - |
| B-2R | USD | 20.000 | 6.00 | - | AA | - | - | - | 24.25% | - | Fixed | - | - | 100 | 2.46% | - | - |
| C-R | USD | 29.750 | 6.50 | - | A | - | - | - | 18.30% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| D-R | USD | 30.000 | 6.90 | - | BBB- | - | - | - | 12.30% | - | Floating | 3mL | - | 295 | 3mL+295 | - | - |
| E-R | USD | 21.500 | 7.30 | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
Tranche Comments
A-1R: First Pay: 2022-01-20; Redemption: 2022-11-23;
A-2R: First Pay: 2022-01-20; Redemption: 2022-11-23;
B-1R: First Pay: 2022-01-20; Redemption: 2022-11-23;
B-2R: First Pay: 2022-01-20; Redemption: 2022-11-23;
C-R: First Pay: 2022-01-20; Redemption: 2022-11-23;
D-R: First Pay: 2022-01-20; Redemption: 2022-11-23;
E-R: First Pay: 2022-01-20; Redemption: 2022-11-23;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
Transaction is structured with the intent to be compliant with European risk retention
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | RLN | 893.000 | 3.50 | Zhh | VU | - | - | - | 35.00% | - | Nbvevxlf | 3cL | - | 130 | 3wB+130 | - | 514.00000 |
| E-2 | UAK | 92.000 | 9.50 | MD | CCC | - | - | - | 84.00% | - | Skobpcdr | 3zQ | - | 165 | 3hU+165 | - | 941.00000 |
| Y-1 | XCG | 47.930 | 1.80 | IS | HH | - | - | - | 81.51% | - | Yzodkqtp | 3jG | - | 175 | 3iL+175 | - | 278.00000 |
| Q | IZY | 51.000 | 5.90 | EG | NNN- | - | - | - | 78.80% | - | Sqswwcmi | 3oQ | - | 385 | 3eU+385 | - | 374.00000 |
| D-2 | ONT | 34.000 | 7.50 | VF | LL | - | - | - | 56.66% | - | Xqdqebvy | 3lF | - | - | 3.95% | - | 477.00000 |
| T | BNS | 23.280 | 7.70 | AD | H | - | - | - | 62.90% | - | Lzlsrzjr | 3lE | - | 250 | 3qD+250 | - | 960.00000 |
| E | VCW | 28.200 | 36.00 | UD | PP- | - | - | - | 9.00% | - | Tedbahjb | 3eJ | - | 700 | 3nS+670 | - | 54.00000 |
| Fbpfir | BKJ | 50.530 | - | NN | CR | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
P-1: First Pay: 2020-01-20; Redemption: 7/20/2021;
E-2: First Pay: 2020-01-20; Redemption: 7/20/2021;
Y-1: First Pay: 2020-01-20; Redemption: 7/20/2021;
D-2: First Pay: 2020-01-20; Redemption: 7/20/2021;
T: First Pay: 2020-01-20; Redemption: 7/20/2021;
Q: First Pay: 2020-01-20; Redemption: 7/20/2021;
E: First Pay: 2020-01-20; Redemption: 7/20/2021;
Fbpfir: First Pay: 2020-01-20; Redemption: 7/20/2021;
Reinvestment Period End Date
Jun 22, 2008