Helios DAC (EURO) 37

Helios Towers Ltd

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	MQJ	5.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
V	FXM	295.700	9.60	-	-	OOO	-	KKK	-	-	Jkcstjma	3xU	-	150	3qB+150	-	447.00000
S	FUS	66.700	7.50	-	-	VV	-	II (L)	-	-	Vlaeqbba	3bM	-	225	3yV+225	-	475.00000
W	UWU	68.100	2.40	-	-	F	-	O (Z)	-	-	Askokyjh	3eQ	-	275	3vX+275	-	892.00000
X	GVE	79.900	1.20	-	-	OO-	-	FF (D)	-	-	Cljscpvw	3tI	-	725	3bO+725	-	561.00000
J	ZHH	36.100	3.50	-	-	HHH-	-	AAA (U)	-	-	Fpvefvyj	3mT	-	375	3bB+375	-	903.00000
KZW	SMN	39.300	9.10	-	-	EEE	-	NNN	-	-	Pypwcjyj	3hW	-	175	3kS+175	-	616.00000

Tranche Comments

KZW: First Pay: 2020-05-05; Registration: 144U/Nwg M; V: First Pay: 2020-05-05; Registration: 144F/Boi O; S: First Pay: 2020-05-05; Registration: 144O/Ztj H; W: First Pay: 2020-05-05; Registration: 144X/Nsk D; J: First Pay: 2020-05-05; Registration: 144Q/Hfy M; X: First Pay: 2020-05-05; Registration: 144V/Kxr M; Z: First Pay: 2020-05-05; Registration: 144U/Ndn G;

Risk Retention

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