| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 244.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| B-1 | EUR | 15.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 2.150% | - | 100.00000 |
| B-2 | EUR | 32.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| C | EUR | 26.000 | - | - | A | A | - | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 24.000 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 375 | 3mEu+375 | - | 100.00000 |
| E | EUR | 20.500 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 690 | 3mEu+640 | - | 96.50000 |
| F | EUR | 10.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 965 | 3mEu+858 | - | 93.01000 |
| Sub | EUR | 40.500 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2020-09-15; Redemption: 2022-01-31;
B-1: First Pay: 2020-09-15; Redemption: 2022-01-31;
B-2: First Pay: 2020-09-15; Redemption: 2022-01-31;
C: First Pay: 2020-09-15; Redemption: 2022-01-31;
D: First Pay: 2020-09-15; Redemption: 2022-01-31;
E: First Pay: 2020-09-15; Redemption: 2022-01-31;
F: First Pay: 2020-09-15; Redemption: 2022-01-31;
Sub: First Pay: 2020-09-15; Redemption: 2022-01-31;
Deal Comments
Non-Call Period: 2.00
Risk Retention
Manager will retain horizontal interest under EU risk retention
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Sep 15, 2024