| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 246.000 | - | Aaa | AAA | - | 38.50% | - | Floating | 3mEu | - | 105 | 3mEu+105 | - | 100.00000 |
| B1 | EUR | 22.000 | - | Aa2 | AA | - | - | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| B2 | EUR | 20.000 | - | Aa2 | AA | - | 28.00% | - | Fixed | YLD | - | - | 2.15% | 2.150% | 100.00000 |
| C | EUR | 28.000 | - | A2 | A | - | 21.00% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 25.000 | - | Baa3 | BBB | - | 14.80% | - | Floating | 3mEu | - | 355 | 3mEu+355 | - | 100.00000 |
| E | EUR | 20.000 | - | Ba3 | BB- | - | 9.80% | - | Floating | 3mEu | - | 675 | 3mEu+646 | - | 98.00000 |
| F | EUR | 12.000 | - | B3 | B- | - | 6.80% | - | Floating | 3mEu | - | 935 | 3mEu+882 | - | 96.50000 |
| Z | EUR | 1.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 30.800 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
B1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
B2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
F: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
Z: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.5
Originator(s)
Intermediate Capital Managers
Risk Retention
EU - Horizontal/Originator
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 9, 2026