Gedesco Trade Receivables DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	225.000	2.91	Aa3	-	-	28.90%	-	Floating	1mEu	-	125	1mEu+115	-	99.71000
B	EUR	15.000	2.91	Baa2	-	-	23.80%	-	Floating	1mEu	-	240	1mEu+220	-	99.39000
C	EUR	15.000	2.91	B2	-	-	19.10%	-	Floating	1mEu	-	390	1mEu+320	-	97.90000
D	EUR	7.500	2.91	Caa2	-	-	16.70%	-	Floating	1mEu	-	540	1mEu+450	-	97.36000
E	EUR	7.500	2.91	Caa3	-	-	14.30%	-	Floating	1mEu	-	700	1mEu+700	-	100.00000
F	EUR	15.000	2.91	Ca	-	-	9.50%	-	Floating	1mEu	-	1000	1mEu+1000	-	100.00000
Z	EUR	15.000	-	NR	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2020-04-24; Registration: Reg S Only; B: First Pay: 2020-04-24; Registration: Reg S Only; C: First Pay: 2020-04-24; Registration: Reg S Only; D: First Pay: 2020-04-24; Registration: Reg S Only; E: First Pay: 2020-04-24; Registration: Reg S Only; F: First Pay: 2020-04-24; Registration: Reg S Only; Z: First Pay: 2020-04-24; Registration: Reg S Only;

Risk Retention

EU Risk Retention: Gedesco Factoring, S.L.U. is the Risk Retention Holder and will retain the Class Z Notes at closing and on an ongoing basis, representing the first loss exposure