Asset-Backed European Securitisation Transaction BV

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	400.000	1.19	Aaa	-	AAA	17.40%	-	Floating	1mEu	57-58	57	1mEu+70	-	100.15000
B	EUR	20.700	-	Aaa	-	AA	13.10%	-	Fixed	-	-	-	0.650%	-	Retained
C	EUR	20.200	-	Aa1	-	A	8.95%	-	Fixed	-	-	-	1.250%	-	Retained
D	EUR	15.500	-	A1	-	BBB	5.75%	-	Fixed	-	-	-	1.980%	-	Retained
E	EUR	12.700	-	Baa1	-	BB	3.13%	-	Fixed	-	-	-	3.500%	-	Retained
M	EUR	17.500	-	NR	-	NR	-	-	Fixed	-	-	-	6.500%	-	Retained

More Details

Tranche Comments

A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; E: Registration: Reg S Only; M: Registration: Reg S Only;

Originator(s)

FCA Bank Deutschland GmbH