| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 236.000 | 6.20 | - | AAA | AAA | 41.00% | - | Floating | 3mEu | - | 97 | 3mEu+97 | - | 100.00000 |
| B1 | EUR | 34.000 | 7.80 | - | AA | AA | 29.00% | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B2 | EUR | 14.000 | 7.80 | - | AA | AA | 29.00% | - | Fixed | YLD | 2.05% | - | 2.05% | 2.050% | 100.00000 |
| C | EUR | 28.000 | 8.50 | - | A | A | 22.00% | - | Floating | 3mEu | 220-230 | 230 | 3mEu+230 | - | 100.00000 |
| D | EUR | 29.000 | 9.10 | - | BBB- | BBB- | 14.80% | - | Floating | 3mEu | 320-330 | 330 | 3mEu+330 | - | 100.00000 |
| E | EUR | 20.600 | 9.70 | - | BB- | BB- | 9.60% | - | Floating | 3mEu | 640-650 | 650 | 3mEu+629 | - | 98.50000 |
| F | EUR | 11.400 | 10.10 | - | B- | B- | 6.80% | - | Floating | 3mEu | 940-950 | 902 | 3mEu+902 | - | - |
| Sub | EUR | 33.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Reset. Non Call Period: 2.00
Originator(s)
Napier Park Global Capital Ltd
Reinvestment Period (YRS)
5