Alhambra SME Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	132.500	2.90	-	-	-	AAA	51.80%	-	Floating	1mEu	225	225	1mEu+200	-	99.31000
B	EUR	16.500	3.50	-	-	-	AA	45.80%	-	Floating	1mEu	300	300	1mEu+250	-	98.34000
C	EUR	61.000	3.80	-	-	-	BB (L)	23.60%	-	Floating	1mEu	-	525	1mEu+525	-	100.00000
D	EUR	23.600	2.40	-	-	-	NR	15.00%	-	Floating	1mEu	950	950	1mEu+950	-	100.00000
E	EUR	13.800	4.00	-	-	-	NR	10.00%	-	Floating	1mEu	1500	1500	1mEu+1500	-	100.00000
Z1	EUR	19.300	-	-	-	-	NR	3.00%	-	-	-	-	-	-	-	Retained
Z2	EUR	13.800	-	-	-	-	NR	-	-	-	-	-	-	-	-	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; Z1: Registration: Reg S Only; Z2: Registration: Reg S Only;

Deal Comments

Axesor Ratings Class A: AAA, Class B: AA, Class C: BB-, Classes D-Z2: NR.