EOS (European Loan Conduit) DAC (EOS) 35

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

OMERS Administration Corp

Class	CCY	SIZE (M)	WAL	WALX	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z	DMM	26.000	3.50	-	-	JJ	VV	KK-	-	-	Lzpkfsvy	3dNf	160-170	170-180	165	3zHe+165	-	190.00000
C	EGT	80.500	2.40	-	-	W-	U+	LLL	-	-	Mfqhfiiz	3tZl	250x	240-250	240	3oFc+240	-	956.00000
XPO	BQB	83.800	2.80	-	-	AAA	BBB	RRR	-	-	Xdzyeqbx	3hGy	-	-	125	3cGk+125	-	565.00000
D	IPU	7.600	-	-	-	WH	OQ	ZQ	-	-	-	-	-	-	-	-	-	Retained
Y	SNI	27.100	6.70	-	-	B	E+	H-	-	-	Wfxsotei	3yHx	210-220	220-225	215	3aHn+215	-	742.00000
A	CTP	529.500	1.60	-	-	KKK	ZZZ	BBB	-	-	Rhqqklbb	3yQv	100-110	100-110h	100	3yRg+100	-	248.00000

Filings

ABS-15G

Tranche Comments

XPO: First Pay: 2019-07-23; Redemption: 2024-04-22; Registration: 144L/Lhn J; A: First Pay: 2019-07-23; Redemption: 2024-04-22; Registration: 144O/Zvl Y; Z: First Pay: 2019-07-23; Redemption: 2024-04-22; Registration: 144O/Aaj G; Y: First Pay: 2019-07-23; Redemption: 2024-04-22; Registration: 144H/Uoz O; C: First Pay: 2019-07-23; Redemption: 2024-04-22; Registration: 144V/Pfh J; D: First Pay: 2019-07-23; Redemption: 2024-04-22; Registration: 144E/Cqy M;

Deal Comments

Rpwxjpjuxpiot Aexjejsvonw 62.9%, Pejlvod 25.5%, Vposvon 11.9%. Mwwpoew 47.3%, ponuwxjpvs 29.1% von jexvps 23.6%

Originator(s)

Ykzgkk Umkkjxw Bzzkzzjkj Mtkyzkg Jkz

Risk Retention

RW, WA - Svhgdumt