| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | 6.00 | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 92 | 3mEu+92 | - | 100.00000 |
| B-1 | EUR | 27.000 | 7.80 | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B-2 | EUR | 13.000 | 7.80 | Aa2 | - | AA | 28.00% | - | Fixed | YLD | - | - | 2.15% | 2.150% | 100.00000 |
| C | EUR | 24.000 | 8.40 | A2 | - | A | 22.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 28.000 | 9.10 | Baa3 | - | BBB- | 15.00% | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
| E | EUR | 21.000 | 9.80 | Ba3 | - | BB- | 9.75% | - | Floating | 3mEu | - | 660 | 3mEu+632 | - | 98.00000 |
| F | EUR | 12.000 | 10.30 | B3 | - | B- | 6.75% | - | Floating | 3mEu | - | 962 | 3mEu+901 | - | 96.00000 |
| Z | EUR | 8.000 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 34.600 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
4