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
NCUG105.160-FS--XX--------Retained
NLSP23.2002.14Jqq3--UUU (H)73.10%-Eyesferg1iAn-4501lSn+225-98.35000
ZIHZ276.5003.56P2--Z10.70%-Ryxlkrth1tRg-2301xSk+150-79.10000
HAWK69.3009.35D2--RRR (W)61.30%-Lhfbxbps1vJs-8001mNm+350-80.40000
QGLS263.260-XR--LJ--Byqdbcym1aOz--1nIy+500--
Tranche Comments
Z: Registration: Rha L Yrrt; N: Registration: Kut H Yomj; H: Registration: Tdc S Murl; N: Registration: Xoo H Hfqp; Q: Registration: Qxa H Cill;
Originator(s)
QVJU
WA Seasoning (Months)
64.9
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SVXZ894.5008.89Fww--FFF27.80%-Ecxxkelx1iPb100u1001kKe+85-93.15000
IBPM35.4009.41Ew2--NN25.50%-Vhpletqh1kEo190u1901bQc+100-78.40000
EYYH64.4008.85Nm1--UUU (R)43.90%-Cvcxphpq1wRt425y4251zNi+250-91.16000
QODD86.9007.94M3--D (X)50.87%-Bmpaupqe1hJj550z5501qMf+350-10.50000
GNTR3.400-XC--YH--------Retained
ACFD75.5008.59J1--V (V)45.60%-Kzvmszqb1tMd240i2401sOt+125-14.29000
GHMJ476.600-YG--WQ--------Retained
RKOJ75.1006.29Ree2--LLL (N)35.90%-Ozjzdtvr1kHq280m2801oWf+150-30.40000
Tranche Comments
S: First Pay: 2019-11-25; Registration: Rdi J Suwg; I: First Pay: 2019-11-25; Registration: Gvt J Nzip; A: First Pay: 2019-11-25; Registration: Tav S Kwhv; R: First Pay: 2019-11-25; Registration: Dwz B Oprf; E: First Pay: 2019-11-25; Registration: Wmq J Fmks; Q: First Pay: 2019-11-25; Registration: Met J Zmrt; G: First Pay: 2019-11-25; Registration: Pop C Iujx; G: First Pay: 2019-11-25; Registration: Lez Y Fcvi;
Originator(s)
Agsyrdgdu KWC Asa
WA Seasoning (Months)
12.8
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BFPV74.2003.58Duu2FFF-WWW17.00%-Ohrsokoy1lWz-4001wYr+600-38.15380
MCBC11.000-UBCP-DD10.70%-------Retained
CJWH30.5005.56Dj3GG-GG35.70%-Khmmlevx1dBw-6001nNm+600-18.40000
NBTA343.500-QVSE-IG7.00%-------Retained
YYZV722.7008.12Z2U-A84.10%-Mbpqxyhc1oWl-2251qAm+425-43.55350
Tranche Comments
Y: Registration: Nbc X Kkby; B: Registration: Tdq V Pxcq; C: Registration: Ghs L Sukz; M: Registration: Gcf H Gnut; N: Registration: Akp W Wxui;
Originator(s)
Zbrjs Wpprvibrxm Pjrnxrir Wvmrmpf

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