| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 50 | 3mEu+50 | - | 100.00000 |
| A-1 | EUR | 243.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 95 | 3mEu+95 | - | 100.00000 |
| A-2A | EUR | 30.000 | - | - | AA | AA | - | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| A-2B | EUR | 15.000 | - | - | AA | AA | - | - | Fixed | - | - | - | - | - | 100.00000 |
| B | EUR | 30.000 | - | - | A | A | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| C | EUR | 23.000 | - | - | BBB | BBB- | - | - | Floating | 3mEu | - | 445 | 3mEu+445 | - | 100.00000 |
| D | EUR | 21.000 | - | - | BB- | BB- | - | - | Floating | 3mEu | - | 790 | 3mEu+716 | - | 95.00000 |
| E | EUR | 10.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | 1100 | 3mEu+988 | - | 93.00000 |
| Sub | EUR | 30.500 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2020-11-16; Redemption: 2022-05-16;
A-1: First Pay: 2020-11-16; Redemption: 2022-05-16;
A-2A: First Pay: 2020-11-16; Redemption: 2022-05-16;
A-2B: First Pay: 2020-11-16; Redemption: 2022-05-16;
B: First Pay: 2020-11-16; Redemption: 2022-05-16;
C: First Pay: 2020-11-16; Redemption: 2022-05-16;
D: First Pay: 2020-11-16; Redemption: 2022-05-16;
E: First Pay: 2020-11-16; Redemption: 2022-05-16;
Sub: First Pay: 2020-11-16; Redemption: 2022-05-16;
Deal Comments
Non-Call Period: 2.00
Risk Retention
GSO Corporate Funding will retain horizontal interest under E.U. risk retention
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 16, 2024