Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR217.000-AaaNRAAA--Floating3mEu1751753mEu+175-100.00000
BEUR35.000-NRAAAA--Floating3mEu235-2452403mEu+240-100.00000
CEUR19.300-NRAA--Floating3mEu315a3153mEu+315-100.00000
DEUR23.400-NRBBB-BBB---Floating3mEu500-5105103mEu+510-100.00000
EEUR16.800-NRBB-BB---Floating3mEu790-8008003mEu+732-96.00000
F-1EUR5.200-NRB+B+--Floating3mEu-9503mEu+853-94.50000
F-2EUR5.300-NRB-B---Floating3mEu-10953mEu+946-91.75000
ZEUR1.000-NRNRNR--------Retained
SubEUR28.600-NRNRNR--------Retained
Tranche Comments
A: First Pay: 2024-04-25; Redemption: 2025-03-28; B: First Pay: 2024-04-25; Redemption: 2025-03-28; C: First Pay: 2024-04-25; Redemption: 2025-03-28; D: First Pay: 2024-04-25; Redemption: 2025-03-28; E: First Pay: 2024-04-25; Redemption: 2025-03-28; F-1: First Pay: 2024-04-25; Redemption: 2025-03-28; F-2: First Pay: 2024-04-25; Redemption: 2025-03-28; Z: First Pay: 2024-04-25; Redemption: 2025-03-28; Sub: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Non Call Period: 1.50
Risk Retention
EU/US - Yes: 5% of each tranche as 3rd party originator
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Apr 25, 2028
WAL Test Period (YRS)
9
WAL Test Period End Date
Apr 25, 2032
Research
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