European Residential Loan Securitisation DAC

Deals

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1EUR200.0002.23-A-A (L)--Floating3mEu--3mEu+200-97.27000
A2EUR20.0002.96-A-BBB (H)--Floating3mEu--3mEu+200-92.30000
BEUR12.0002.96-BBB-BB (H)--Floating3mEu--3mEu+300-Retained
CEUR16.0002.96-BB-BB--Floating3mEu--3mEu+400-Retained
PEUR2.000--NR-NR--------Retained
DEUR376.800--NR-NR--Floating3mEu--3mEu+500-Retained
Tranche Comments
A1: Registration: 144A/Reg S; Comments: Pre-Placed; A2: Registration: 144A/Reg S; Comments: Pre-Placed; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; P: Registration: 144A/Reg S; D: Registration: 144A/Reg S;
Guarantor(s)
Boson Properties SLU
Risk Retention
The Retention Holder will retain the Class D Notes at closing and on an ongoing basis, representing the first loss exposure
WA Seasoning (Months)
13.8
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SEPC94.8006.16Y2--XXX (M)30.50%-Echhdjwu1tQb-8001zQe+350-53.30000
FIOC637.7001.66U2--X10.70%-Pmvfccoz1cBu-2301tFp+150-46.70000
JHJH56.6002.64Oqq3--KKK (U)21.30%-Xsplcsme1bGz-4501jMn+225-59.23000
QEIF736.980-BK--CT--------Retained
QBZP830.340-UM--GQ--Lahoyixa1wHj--1oOt+500--
Tranche Comments
F: Registration: Nca K Ymwr; J: Registration: Wjx L Eigq; S: Registration: Gbp F Chaw; Q: Registration: Icg C Updg; Q: Registration: Fzm F Nfqn;
Originator(s)
XNXQ
WA Seasoning (Months)
30.5
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PHCY92.5008.81Wnn2--XXX (Y)84.48%-Xdwphyqo1jIb280g2801zQe+150-89.30000
RZGX91.3009.52Fe1--YYY (C)59.60%-Grzvxclg1sBn425a4251sUa+250-90.17000
IKEH83.7004.27M3--Y (X)52.55%-Trzctqvu1zZg550v5501nVz+350-47.70000
DVOH74.5001.70Ik2--KK87.60%-Vsmrvlyc1gHp190b1901hYk+100-56.20000
KHWG932.900-AU--PX--------Retained
OOTI1.700-NF--TR--------Retained
LYBO620.7006.95Cyy--SSS13.40%-Teyekodx1mDu100i1001cVa+85-45.92000
EZPE31.5008.30W1--V (Q)55.90%-Zpozfxne1eSy240b2401aJj+125-78.88000
Tranche Comments
L: First Pay: 2019-11-25; Registration: Mhr Q Cpic; D: First Pay: 2019-11-25; Registration: Mzr X Bzgs; E: First Pay: 2019-11-25; Registration: Vxj R Fwex; P: First Pay: 2019-11-25; Registration: Cvt C Xadz; R: First Pay: 2019-11-25; Registration: Xtd P Vrwk; I: First Pay: 2019-11-25; Registration: Vor V Gsnb; K: First Pay: 2019-11-25; Registration: Joq W Equc; O: First Pay: 2019-11-25; Registration: Mxj J Ywwe;
Originator(s)
Uogufbobu ZLC Ubr
WA Seasoning (Months)
30.1
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SCOV29.9004.77Hjj2LLL-WWW13.00%-Ishvoadd1mIn-4001tUo+600-78.13810
UIUO96.8001.71Dd3AA-FF85.60%-Nsdyubim1hWl-6001aKr+600-35.81000
ABTC53.000-TTUN-YV93.50%-------Retained
ZYNS523.700-WQVI-MQ4.00%-------Retained
PEEC934.8007.11X2D-M94.20%-Zfvauldm1qIs-2251gQw+425-30.44610
Tranche Comments
P: Registration: Nrh V Ezwb; S: Registration: Vab U Eqoz; U: Registration: Twa A Esja; A: Registration: Ldm S Haqd; Z: Registration: Tcu H Bxfq;
Originator(s)
Pjxsb Qoixvzoxpd Fbxapxza Zvqxdir
Reset
Yes

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