FINSIGHT

Thetis Finance

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	504.000	-	-	AA-	AA	40.00%	-	Floating	1mEu	-	70	1mEu+70	-	Retained
B	EUR	100.800	-	-	A-	A+	28.00%	-	Floating	1mEu	-	120	1mEu+120	-	Retained
C	EUR	75.600	-	-	BBB	A-	19.00%	-	Floating	1mEu	-	185	1mEu+185	-	Retained
D	EUR	50.400	-	-	BB-	BBB-	13.00%	-	Floating	1mEu	-	300	1mEu+300	-	Retained
E	EUR	42.000	-	-	B-	BB	8.00%	-	Floating	1mEu	-	450	1mEu+450	-	Retained
F	EUR	25.000	-	-	CCC	B-	5.00%	-	Fixed	YLD	-	-	5.000%	5.000%	Retained
G	EUR	42.100	-	-	NR	NR	-	-	Fixed	YLD	-	-	6.000%	6.000%	Retained
X	EUR	0.100	-	-	NR	NR	-	-	Fixed	YLD	-	-	-	-	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; F: Registration: Reg S Only; G: Registration: Reg S Only; X: Registration: Reg S Only;

Originator(s)

Banco Credibom SA

Risk Retention

EU - Yes