| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 108.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 200 | 3mEu+174 | - | - |
| B | EUR | 26.500 | - | - | AA | AA | - | - | Floating | 3mEu | - | 280 | 3mEu+260 | - | - |
| C | EUR | 14.000 | - | - | A | A | - | - | Floating | 3mEu | - | 380 | 3mEu+362 | - | - |
| D | EUR | 12.000 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 500 | 3mEu+447 | - | - |
| E | EUR | 9.500 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | - | 3mEu+743 | - | - |
| F | EUR | 4.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | - | 3mEu+854 | - | - |
| Sub | EUR | 27.750 | - | - | NR | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2020-12-15; Redemption: 2021-06-10;
B: First Pay: 2020-12-15; Redemption: 2021-06-10;
C: First Pay: 2020-12-15; Redemption: 2021-06-10;
D: First Pay: 2020-12-15; Redemption: 2021-06-10;
E: First Pay: 2020-12-15; Redemption: 2021-06-10;
F: First Pay: 2020-12-15; Redemption: 2021-06-10;
Sub: First Pay: 2020-12-15; Redemption: 2021-06-10;
Deal Comments
Non-Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 15, 2023