Strandhill RMBS DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	221.300	1.93	Aaa	AAA	-	-	-	Floating	3mEu	-	65	3mEu+65	-	Retained
B	EUR	33.200	3.00	Aa2	AA	-	-	-	Floating	3mEu	-	125	3mEu+125	-	Retained
C	EUR	22.100	3.00	A3	A+	-	-	-	Floating	3mEu	-	165	3mEu+165	-	Retained
D	EUR	16.600	3.00	Baa3	A-	-	-	-	Floating	3mEu	-	250	3mEu+250	-	Retained
E	EUR	11.100	3.00	Ba2	BBB	-	-	-	Floating	3mEu	-	325	3mEu+325	-	Retained
F	EUR	16.600	3.00	B3	BB	-	-	-	Floating	3mEu	-	425	3mEu+425	-	Retained
Z	EUR	45.900	3.00	-	NR	-	-	-	Fixed	-	-	-	7.00%	-	Retained

More Details

Tranche Comments

A: First Pay: 2020-07-30; Registration: Reg S Only; B: First Pay: 2020-07-30; Registration: Reg S Only; C: First Pay: 2020-07-30; Registration: Reg S Only; D: First Pay: 2020-07-30; Registration: Reg S Only; E: First Pay: 2020-07-30; Registration: Reg S Only; F: First Pay: 2020-07-30; Registration: Reg S Only; Z: First Pay: 2020-07-30; Registration: Reg S Only;