| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.500 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 40 | 3mE+40 | - | 100.00000 |
| A | EUR | 279.000 | - | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 92 | 3mE+92 | - | 100.00000 |
| B | EUR | 45.700 | - | Aa2 | AA | - | 27.84% | - | Floating | 3mEu | - | 160 | 3mE+160 | - | 100.00000 |
| C | EUR | 27.000 | - | A2 | A | - | 21.84% | - | Floating | 3mEu | - | 235 | 3mE+235 | - | 100.00000 |
| D | EUR | 30.800 | - | Baa3 | BBB- | - | 15.00% | - | Floating | 3mEu | - | 380 | 3mE+380 | - | 100.00000 |
| E | EUR | 24.750 | - | Ba3 | BB- | - | 9.50% | - | Floating | 3mEu | - | 675 | 3mE+632 | - | 97.00000 |
| F | EUR | 13.500 | - | B3 | B- | - | 6.50% | - | Floating | 3mEu | - | 1000 | 3mE+890 | - | 93.00000 |
| Sub | EUR | 47.800 | - | NR | - | - | 10.17% | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2020-01-17; Redemption: 2021-10-17;
A: First Pay: 2020-01-17; Redemption: 2021-10-17;
B: First Pay: 2020-01-17; Redemption: 2021-10-17;
C: First Pay: 2020-01-17; Redemption: 2021-10-17;
D: First Pay: 2020-01-17; Redemption: 2021-10-17;
E: First Pay: 2020-01-17; Redemption: 2021-10-17;
F: First Pay: 2020-01-17; Redemption: 2021-10-17;
Sub: First Pay: 2020-01-17; Redemption: 2021-10-17;
Deal Comments
Reset. Non-call period: 2.00.
Risk Retention
Horizontal/Sponsor
Reinvestment Period End Date
Apr 17, 2024