| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | 1.30 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 45 | 3mEu+45 | - | 100.00000 |
| A | EUR | 248.000 | 5.80 | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 94 | 3mEu+94 | - | 100.00000 |
| B-1 | EUR | 27.500 | 7.70 | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B-2 | EUR | 12.500 | 7.70 | Aa2 | - | AA | 28.00% | - | Fixed | - | - | - | 2.00% | 2.000% | 100.00000 |
| C | EUR | 24.000 | 8.40 | A2 | - | A | 22.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 28.000 | 9.00 | Baa3 | - | BBB- | 15.00% | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
| E | EUR | 20.000 | 9.70 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | - | 630 | 3mEu+575 | - | 96.00000 |
| F | EUR | 12.800 | 10.10 | B3 | - | B- | 6.80% | - | Floating | 3mEu | - | 910 | 3mEu+790 | - | 92.00000 |
| Sub | EUR | 40.500 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
A: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
B-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
B-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
C: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
E: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
F: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
Sub: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Originator(s)
NIBC Bank NV
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 20, 2026