| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.750 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 40 | 3mEu+40 | - | 100.00000 |
| A | EUR | 244.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 93 | 3mEu+93 | - | 100.00000 |
| B-1 | EUR | 32.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B-2 | EUR | 15.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 1.950% | - | 100.00000 |
| C | EUR | 27.000 | - | - | A | A | - | - | Floating | 3mEu | - | 225 | 3mEu+225 | - | 100.00000 |
| D | EUR | 24.000 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 21.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 575 | 3mEu+535 | - | 97.00000 |
| F | EUR | 9.500 | - | - | B- | B- | - | - | Floating | 3mEu | - | 830 | 3mEu+743 | - | 94.00000 |
| Sub | EUR | 36.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2020-10-15; Redemption: 2022-04-15;
A: First Pay: 2020-10-15; Redemption: 2022-04-15;
B-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
B-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
C: First Pay: 2020-10-15; Redemption: 2022-04-15;
D: First Pay: 2020-10-15; Redemption: 2022-04-15;
E: First Pay: 2020-10-15; Redemption: 2022-04-15;
F: First Pay: 2020-10-15; Redemption: 2022-04-15;
Sub: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2024