| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 190.000 | - | Aaa | AAA | - | - | - | Floating | 3mEu | - | 92 | 3mEu+92 | - | 100.00000 |
| B-1 | EUR | 34.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| B-2 | EUR | 10.000 | - | Aa2 | AA | - | - | - | Fixed | YLD | - | - | 2.000% | 2.000% | 100.00000 |
| C | EUR | 22.500 | - | A2 | A | - | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 16.500 | - | Baa2 | BBB | - | - | - | Floating | 3mEu | - | 330 | 3mEu+320 | - | 99.30000 |
| E | EUR | 18.200 | - | Ba2 | BB | - | - | - | Floating | 3mEu | - | 585 | 3mEu+540 | - | 96.90000 |
| F | EUR | 9.500 | - | B2 | B- | - | - | - | Floating | 3mEu | - | 795 | 3mEu+680 | - | 92.45000 |
| Sub | EUR | 37.200 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2018-01-25; Redemption: 2019-07-14;
B-1: First Pay: 2018-01-25; Redemption: 2019-07-14;
B-2: First Pay: 2018-01-25; Redemption: 2019-07-14;
C: First Pay: 2018-01-25; Redemption: 2019-07-14;
D: First Pay: 2018-01-25; Redemption: 2019-07-14;
E: First Pay: 2018-01-25; Redemption: 2019-07-14;
F: First Pay: 2018-01-25; Redemption: 2019-07-14;
Sub: First Pay: 2018-01-25; Redemption: 2019-07-14;
Deal Comments
Non Call Period: 2.00
Risk Retention
Transaction will use the sponsor route to comply with risk retention regulation
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2021