| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | EUR | 187.000 | 5.60 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 93 | 3mEu+93 | - | 100.00000 |
| A-2 | EUR | 30.000 | 5.60 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 118 | 3mEu+118 | - | 100.00000 |
| B | EUR | 35.000 | 7.40 | Aa2 | AA | - | - | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | 100.00000 |
| C | EUR | 24.500 | 8.10 | A2 | A | - | - | - | Floating | 3mEu | - | 215 | 3mEu+215 | - | 100.00000 |
| D | EUR | 21.000 | 8.60 | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 17.500 | 9.10 | Ba2 | BB | - | - | - | Floating | 3mEu | - | 630 | 3mEu+608 | - | 98.50000 |
| F | EUR | 11.285 | 9.60 | B2 | B- | - | - | - | Floating | 3mEu | - | 940 | 3mEu+901 | - | 97.50000 |
| Equity | EUR | 23.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-12-22; Redemption: 2022-12-22;
A-2: First Pay: 2021-12-22; Redemption: 2022-12-22;
B: First Pay: 2021-12-22; Redemption: 2022-12-22;
C: First Pay: 2021-12-22; Redemption: 2022-12-22;
D: First Pay: 2021-12-22; Redemption: 2022-12-22;
E: First Pay: 2021-12-22; Redemption: 2022-12-22;
F: First Pay: 2021-12-22; Redemption: 2022-12-22;
Equity: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Reissue. Non Call Period: 1.00
Originator(s)
Spire Management Ltd
Risk Retention
EU: Originator/Vertical; US: Reliance on LSTA open market CLO exemption
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 22, 2025
WAL Test Period End Date
Jan 8, 2030