| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | Aaa | - | AAA | 38.00% | - | Floating | 3mEu | - | 104 | 3mEu+104 | - | 100.00000 |
| B1 | EUR | 23.000 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B2 | EUR | 15.000 | - | Aa2 | - | AA | 28.50% | - | Fixed | YLD | - | - | 2.100% | 2.100% | 100.00000 |
| C | EUR | 25.000 | - | A2 | - | A | 22.30% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 26.000 | - | Baa3 | - | BBB- | 15.80% | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| E | EUR | 23.000 | - | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | - | 640 | 3mEu+612 | - | 98.00000 |
| F | EUR | 11.400 | - | B3 | - | B- | 7.20% | - | Floating | 3mEu | - | 940 | 3mEu+887 | - | 96.50000 |
| Z | EUR | 250.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - |
| Sub | EUR | 31.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2022-01-15; Redemption: 2023-07-15;
B1: First Pay: 2022-01-15; Redemption: 2023-07-15;
B2: First Pay: 2022-01-15; Redemption: 2023-07-15;
C: First Pay: 2022-01-15;
D: First Pay: 2022-01-15; Redemption: 2023-07-15;
E: First Pay: 2022-01-15; Redemption: 2023-07-15;
F: First Pay: 2022-01-15; Redemption: 2023-07-15;
Z: First Pay: 2022-01-15; Redemption: 2023-07-15;
Sub: First Pay: 2022-01-15; Redemption: 2023-07-15;
Deal Comments
Non-Call Period: 2.0
Originator(s)
Investcorp Credit Management (ICM)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2026