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
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FXJD72.8005.80I2--WWW (I)68.90%-Bupwtmlb1lYe-8001sTq+350-23.20000
LWOU910.8003.37J2--I76.80%-Qxmzyawq1nHp-2301cXa+150-20.10000
GBGH40.7003.79Bkk3--KKK (B)25.90%-Wvcrmpsc1lCb-4501sEu+225-30.77000
ANYB291.960-VF--XM--------Retained
JHBV581.870-ZF--ZB--Dcqpmlau1kAv--1dSh+500--
Tranche Comments
L: Registration: Jio E Stmq; G: Registration: Nfo U Zbfr; F: Registration: Tiv M Qbuo; A: Registration: Lij F Tgmc; J: Registration: Dot B Xwxe;
Originator(s)
OQCN
WA Seasoning (Months)
31.2
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YCZJ47.8005.90Crr2--CCC (N)22.63%-Hppdlstj1yTn280r2801gYj+150-95.90000
ITCA821.5009.51Qdd--NNN73.50%-Phdscpvh1oQv100g1001dUs+85-24.57000
UTDE5.300-PO--GU--------Retained
ULQR457.900-CB--AD--------Retained
NTML63.2003.15Md2--UU65.60%-Rjypextm1vWf190t1901cHg+100-27.88000
TLSF40.4008.45F1--I (E)30.40%-Rtxqudkt1dAc240g2401sSq+125-21.92000
XBSL77.9003.46Pf1--OOO (S)35.90%-Tywhbxca1kXo425n4251zGj+250-48.62000
XKUX53.8003.54I3--J (C)12.62%-Zvlumtyo1hNv550h5501jOk+350-90.40000
Tranche Comments
I: First Pay: 2019-11-25; Registration: Nbt W Utrc; N: First Pay: 2019-11-25; Registration: Dcu Y Tnue; T: First Pay: 2019-11-25; Registration: Wdo F Kaaz; Y: First Pay: 2019-11-25; Registration: Zvc T Rxsf; X: First Pay: 2019-11-25; Registration: Uej L Jkzl; X: First Pay: 2019-11-25; Registration: Asu I Wzon; U: First Pay: 2019-11-25; Registration: Ctr Z Urgu; U: First Pay: 2019-11-25; Registration: Fxx L Refj;
Originator(s)
Zsiequsue ZNI Zuo
WA Seasoning (Months)
98.1
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ICWU975.2004.51A2F-O17.60%-Zlowkxdh1qZb-2251pDc+425-61.84170
RKOH14.000-BYZA-XH78.80%-------Retained
KMWH39.6009.80Ymm2NNN-PPP47.00%-Qzwacxoz1qZc-4001eLx+600-18.71290
JVQR213.300-OFFM-YT2.00%-------Retained
SOVI93.9008.96Ut3RR-XX17.80%-Qxzkchfq1zDw-6001nXk+600-13.29000
Tranche Comments
I: Registration: Kmb M Zuxo; K: Registration: Eov C Jkam; S: Registration: Eab A Xpwe; R: Registration: Jst A Gwia; J: Registration: Asl W Xhfl;
Originator(s)
Mamrc Pqfmaifmnb Xamfnmip Cazmbfc
Refinancing
Yes

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