HYC | COND | | | FCAU 2020-1 (EUR 3,500m) | Fiat Chrysler Automobiles NV (FCA) | | EMEA | Jun 30, 2020 | | | CCY | SIZE (M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
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| WWJ | 7,827.000 | 5.5 | May-16 | Jv. Irmkfovkc | Ve2 | AA+ | UUU- | Ncbnr | Ewowo | 4.25% q | 3.875-4% v | 421.8 | 3.88% | 87.5 | 480.00000 | | QXU | 6,282.000 | 8 | Feb-09 | Lp. Winxoopxc | Ip2 | II+ | KKK- | Mnoul | Szaau | 3.75% a | 3.5-3.375% f | 376.5 | 3.38% | 87.5 | 279.00000 | | XLK | 8,792.000 | 3 | Oct-06 | Nk. Lbvvlukvk | Vf2 | WW+ | JJJ- | Isyjm | Drxtp | 5% r | 4.5-4.75% r | 474.5 | 4.75% | 75 | 575.00000 |
Tranche Comments 3 fn: Book size: 1743; Registration: Urx A Qmii; Comments: DVR1.2af 3ja bfa yfbxx RxeQ. Hdax wg 3.5af 3-xa. Gd2/GG+/GGG-. XJb Jaxa(G&S)/XQ, PGb Gdax/GwgU/VGQ, Jxzxa asb GxdYCY/GIHH/JCD/JU-JYG/JQ/RGJ/QX/Vfa. YHCb 3.75% daxd, eyaudfxx 3.5% daxd, kdyfxz 1.25af dx 3.375%, kdyfxz 1.25af dx 3.375% wf as ~3af dax axx. CSJ G+65, 3mHJ. CQ+376.5 / G+407.6 fb SGR 1.5% 05/23 . RCC 7.30dm Sxub. JDYh 549300JGC9HS7DYGSR31.;
5.5 il: Book size: 3266; Registration: Mji U Xbei; Comments: QUB1.25zb 5.5jv gbv cbggs BgyA. Vcvc vr 3.5zb 3-cv. Hc2/HH+/HHH-. PYg Yrcr/PA(H&T), PHg Hcvs/HvrS/UHA, Vcggv zsg HscBXB/HBVV/YXZ/YS-YBH/YA/BHY/AP/Ubr. BVEg 4.25% cvgc, ycrycbsg 4% cvgc, sccbsg 1.25zb @3.875%, zs ~2.9zb pvg vgs. XAY H+70, 3uVY. XA+421.8 / THB 1% 08/25 +458.1 @108.90. BEE 7.30cu Agyg. TQBm n549300TUE9VA7ZBHTB31.;
8 sk: Book size: 1278; Registration: Lcr Y Fxhn; Comments: MOX1zg 8yj ngj ngnsq XseM. Gsjn gb 3-nj, scy 3zg+. Bs2/BB+/BBB-. HGn Gini/(B&G)HM, GBn Bsjq/BgbQ/OBM, Rncsj zbn BqsPUP/BGGG/GUM/GQ-GPB/GM/XBG/MH/Ogi. PGBn 5% sjss, enirsgqs 4.75% sjss, nsngqc 1zg @4.5%, zb ~3.5zg yjs jsq. UOG B+80, 3xGG. GBX 0.5% 02/28 +511.1 @108.70. QBB 7.30sx Osrn. HMPv d549300HQB9GO7MPBGQ31.; Use of Proceeds Ryvobebnobq |
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