| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 217.000 | 5.80 | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 185 | 3mEu+185 | - | 100.00000 |
| B | EUR | 34.300 | 7.60 | - | AA | AA | 28.20% | - | Floating | 3mEu | - | 305 | 3mEu+305 | - | 100.00000 |
| C | EUR | 18.900 | 8.20 | - | A | A | 22.80% | - | Floating | 3mEu | - | 390 | 3mEu+390 | - | 100.00000 |
| D | EUR | 22.000 | 8.70 | - | BBB- | BBB- | 16.51% | - | Floating | 3mEu | - | 575 | 3mEu+575 | - | 100.00000 |
| E | EUR | 16.250 | 9.20 | - | BB- | BB- | 11.87% | - | Floating | 3mEu | - | 865 | 3mEu+758 | - | 94.00000 |
| F | EUR | 0.000 | - | - | B- | B- | - | - | Floating | 3mEu | - | - | - | - | Retained |
| Z-1 | EUR | 30.675 | - | - | NR | - | 7.70% | - | - | - | - | - | - | - | Retained |
| Z-2 | EUR | 30.675 | - | - | NR | - | 7.70% | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 30.675 | - | - | NR | - | 7.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
Z-1: Registration: 144A/Reg S;
Z-2: Registration: 144A/Reg S;
Sub: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5