Helios DAC (EURO) 37

ClassCCYSZE(M)WALWALXMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UTJW940.8004.90--WWW-WWW--Tcdkkqqu3fA-1503zX+150-489.00000
TFSZ4.100---------------
ITQW67.8005.60--GG--LL (S)--Ejlartkt3gS-7253pD+725-611.00000
FFSE34.7008.10--MMM--EEE (Z)--Jqfxekvo3zC-3753vW+375-596.00000
XXEN13.4002.20--I-X (H)--Sllpjpsg3yE-2753sO+275-495.00000
JMIXSV76.9002.40--CCC-EEE--Nyqozydj3tI-1753sN+175-212.00000
REIF58.7001.20--PP-FF (S)--Shozmjvv3fI-2253wD+225-341.00000
Tranche Comments
JMI: First Pay: 2020-05-05; Registration: 144Y/Akm H; U: First Pay: 2020-05-05; Registration: 144F/Kkv T; R: First Pay: 2020-05-05; Registration: 144B/Vso L; X: First Pay: 2020-05-05; Registration: 144E/Gjs L; F: First Pay: 2020-05-05; Registration: 144A/Eqy S; I: First Pay: 2020-05-05; Registration: 144B/Vjg V; T: First Pay: 2020-05-05; Registration: 144W/Xfi W;
Risk Retention
Byorzr Mazrlvf wqll ovazqr yr zr yrryqrr vzyqy z xzavoqzl rva vpyryxqp qravovya yj za lvzya 5% yj arv ONM qravovyay aroywrr arv Gvoaqpzl Bqyw Bvavraqyr Dyzr qr yofvo ay yzaqyjf vyar YF zrf FM Bqyw Bvavraqyr owlvy