Viridis (European Loan Conduit) DAC

Deals

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	83.900	3.00	-	-	AAA	-	AAA	-	-	Floating	SONIA	120	120	SONIA+120	-	100.00000
B	GBP	17.900	3.00	-	-	AA-	-	AA (L)	-	-	Floating	SONIA	160-165	160	SONIA+160	-	100.00000
C	GBP	15.200	3.00	-	-	A	-	A (L)	-	-	Floating	SONIA	190	190	SONIA+190	-	100.00000
D	GBP	20.800	3.00	-	-	BBB-	-	BBB (L)	-	-	Floating	SONIA	280	280	SONIA+280	-	100.00000
E	GBP	10.200	3.00	-	-	BB	-	BB (H)	-	-	Floating	SONIA	380-390	385	SONIA+385	-	100.00000
X	GBP	0.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

A: First Pay: 2021-07-22; Registration: 144A/Reg S; B: First Pay: 2021-07-22; Registration: 144A/Reg S; C: First Pay: 2021-07-22; Registration: 144A/Reg S; D: First Pay: 2021-07-22; Registration: 144A/Reg S; E: First Pay: 2021-07-22; Registration: 144A/Reg S; X: First Pay: 2021-07-22; Registration: 144A/Reg S;

Originator(s)

Morgan Stanley

Risk Retention

Morgan Stanley Bank NA will retain on an ongoing basis a material net economic interest of at least 5% of the total nominal value of each of the tranches sold or transferred to investors through the VRR Loan in order to satisfy EU, UK and US Risk Retention rules (see Preliminary Offering Circular for further details)