| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | EUR | 100.000 | 5.60 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 79 | 3mEu+79 | - | 100.00000 |
| A | EUR | 172.800 | 5.60 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 79 | 3mEu+79 | - | 100.00000 |
| B-1 | EUR | 25.750 | 7.40 | Aa2 | AA | - | - | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| B-2 | EUR | 12.750 | 7.40 | Aa2 | AA | - | - | - | Fixed | - | - | - | 1.75% | 1.750% | 100.00000 |
| C | EUR | 36.300 | 8.10 | A2 | A | - | - | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 27.500 | 8.80 | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 350 | 3mEu+350 | - | 100.00000 |
| E | EUR | 22.000 | 9.30 | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 630 | 3mEu+616 | - | 99.00000 |
| F | EUR | 14.300 | 9.80 | B3 | B- | - | - | - | Floating | 3mEu | - | 975 | 3mEu+936 | - | 97.50000 |
Tranche Comments
A-L: First Pay: 2021-07-17; Redemption: 2022-07-17;
A: First Pay: 2021-07-17; Redemption: 2022-07-17;
B-1: First Pay: 2021-07-17; Redemption: 2022-07-17;
B-2: First Pay: 2021-07-17; Redemption: 2022-07-17;
C: First Pay: 2021-07-17; Redemption: 2022-07-17;
D: First Pay: 2021-07-17; Redemption: 2022-07-17;
E: First Pay: 2021-07-17; Redemption: 2022-07-17;
F: First Pay: 2021-07-17; Redemption: 2022-07-17;
Deal Comments
Reset. Non Call Period: 1.25
Risk Retention
Spire Management Limited will retain vertical interest under EU RR
Reinvestment Period (YRS)
4.25
Reinvestment Period End Date
Jul 17, 2025