| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 40 | 3mE+40 | - | 100.00000 |
| A | EUR | 240.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 98 | 3mE+98 | - | 100.00000 |
| B-1 | EUR | 36.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 180 | 3mE+180 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 2.100% | - | 100.00000 |
| C-1 | EUR | 24.000 | - | - | A | A | - | - | Floating | 3mEu | - | 250 | 3mE+250 | - | 100.00000 |
| C-2 | EUR | 10.000 | - | - | A | A | - | - | Fixed | - | - | - | 2.600% | - | 100.00000 |
| D | EUR | 24.000 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 410 | 3mE+410 | - | 96.50000 |
| E | EUR | 19.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 685 | 3mE+635 | - | 90.65000 |
| F | EUR | 11.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1025 | 3mE+877 | - | 95.00000 |
| Sub | EUR | 36.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2020-07-20; Redemption: 2022-01-20;
A: First Pay: 2020-07-20; Redemption: 2022-01-20;
B-1: First Pay: 2020-07-20; Redemption: 2022-01-20;
B-2: First Pay: 2020-07-20; Redemption: 2022-01-20;
C-1: First Pay: 2020-07-20; Redemption: 2022-01-20;
C-2: First Pay: 2020-07-20; Redemption: 2022-01-20;
D: First Pay: 2020-07-20; Redemption: 2022-01-20;
E: First Pay: 2020-07-20; Redemption: 2022-01-20;
F: First Pay: 2020-07-20; Redemption: 2022-01-20;
Sub: First Pay: 2020-07-20; Redemption: 2022-01-20;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period End Date
Jul 20, 2024