| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.200 | 1.70 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 40 | 3mEu+40 | - | 100.00000 |
| A | EUR | 248.000 | 6.00 | Aaa | AAA | - | 38.00% | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| B1 | EUR | 28.000 | 7.60 | Aa2 | AA | - | 28.00% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| B2 | EUR | 12.000 | 7.60 | Aa2 | AA | - | 28.00% | - | Fixed | YLD | - | - | 2.10% | 2.100% | 100.00000 |
| C | EUR | 24.000 | 8.20 | A2 | A | - | 22.00% | - | Floating | 3mEu | - | 245 | 3mEu+245 | - | 100.00000 |
| D | EUR | 27.400 | 8.90 | Baa3 | BBB- | - | 15.15% | - | Floating | 3mEu | - | 360 | 3mEu+360 | - | 100.00000 |
| E | EUR | 20.600 | 9.50 | Ba3 | BB- | - | 10.00% | - | Floating | 3mEu | - | 615 | 3mEu+567 | - | 96.50000 |
| F | EUR | 12.600 | 10.10 | B3 | B- | - | 6.85% | - | Floating | 3mEu | - | 915 | 3mEu+829 | - | 94.25000 |
| Sub | EUR | 32.250 | - | NR | NR | - | - | - | - | - | - | - | - | - | 95.00000 |
Tranche Comments
X: First Pay: 2020-10-20; Redemption: 2022-04-20;
A: First Pay: 2020-10-20; Redemption: 2022-04-20;
B1: First Pay: 2020-10-20; Redemption: 2022-04-20;
B2: First Pay: 2020-10-20; Redemption: 2022-04-20;
C: First Pay: 2020-10-20; Redemption: 2022-04-20;
D: First Pay: 2020-10-20; Redemption: 2022-04-20;
E: First Pay: 2020-10-20; Redemption: 2022-04-20;
F: First Pay: 2020-10-20; Redemption: 2022-04-20;
Sub: First Pay: 2020-10-20; Redemption: 2022-04-20;
Deal Comments
Non-Call Period: 2.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2024