| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 3.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 45 | 3mEu+45 | - | 100.00000 |
| A-1 | EUR | 248.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 90 | 3mEu+90 | - | 100.00000 |
| A-2A | EUR | 29.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 155 | 3mEu+155 | - | 100.00000 |
| A-2B | EUR | 11.000 | - | - | AA | AA | - | - | Fixed | - | - | - | 2.150% | - | 100.00000 |
| B | EUR | 30.000 | - | - | A | A | - | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| C | EUR | 23.500 | - | - | BBB | BBB | - | - | Floating | 3mEu | - | 390 | 3mEu+390 | - | 100.00000 |
| D | EUR | 20.500 | - | - | BB | BB | - | - | Floating | 3mEu | - | 700 | 3mEu+649 | - | 96.50000 |
| E | EUR | 10.800 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1060 | 3mEu+947 | - | 93.00000 |
| Sub | EUR | 30.550 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2020-08-22; Redemption: 2021-11-22;
A-1: First Pay: 2020-08-22; Redemption: 2021-11-22;
A-2A: First Pay: 2020-08-22; Redemption: 2021-11-22;
A-2B: First Pay: 2020-08-22; Redemption: 2021-11-22;
B: First Pay: 2020-08-22; Redemption: 2021-11-22;
C: First Pay: 2020-08-22; Redemption: 2021-11-22;
D: First Pay: 2020-08-22; Redemption: 2021-11-22;
E: First Pay: 2020-08-22; Redemption: 2021-11-22;
Sub: First Pay: 2020-08-22; Redemption: 2021-11-22;
Deal Comments
Non-Call Period: 2.00.
Risk Retention
Manager will retain horizontal interest under EU risk retention
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 22, 2021