| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | 1.20 | - | AAA | AAA | - | - | Floating | - | - | 40 | 3mEu+40bps | - | 100.00000 |
| A | EUR | 248.000 | 5.90 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 95 | 3mEu+95bps | - | 100.00000 |
| B-1 | EUR | 28.000 | 7.70 | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 175 | 3mEu+175bps | - | 100.00000 |
| B-2 | EUR | 12.000 | 7.70 | - | AA | AA | 28.00% | - | Fixed | - | - | - | 2.00% | - | 100.00000 |
| C | EUR | 28.000 | 8.40 | - | A | A | 21.00% | - | Floating | 3mEu | - | 230 | 3mEu+230bps | - | 100.00000 |
| D | EUR | 24.000 | 9.10 | - | BBB | BBB- | 15.00% | - | Floating | 3mEu | - | 320 | 3mEu+320bps | - | 100.00000 |
| E | EUR | 20.000 | 9.70 | - | BB | BB | 10.00% | - | Floating | 3mEu | - | 585 | 3mEu+545bps | - | 97.03000 |
| F | EUR | 10.600 | 10.20 | - | B- | B- | 7.40% | - | - | - | - | - | - | - | - |
| Z | EUR | 12.000 | - | - | - | NR | - | - | - | - | - | - | - | - | - |
| Sub | EUR | 36.500 | - | - | - | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
A: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
B-1: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
B-2: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
C: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
D: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
E: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
F: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
Z: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
Sub: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2024