| 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 | - | 100 | 3mEu+100 | - | 100.00000 |
| B1 | EUR | 28.100 | - | Aa2 | - | AA | 28.40% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B2 | EUR | 12.500 | - | Aa2 | - | AA | 28.40% | - | Fixed | YLD | - | - | 2.150% | 2.150% | 100.00000 |
| C | EUR | 26.000 | - | A2 | - | A | 21.90% | - | Floating | 3mEu | - | 215 | 3mEu+215 | - | 100.00000 |
| D | EUR | 26.400 | - | Baa3 | - | BBB | 15.30% | - | Floating | 3mEu | - | 340 | 3mEu+340 | - | 100.00000 |
| E | EUR | 23.000 | - | Ba3 | - | BB- | 9.50% | - | Floating | 3mEu | - | 640 | 3mEu+619 | - | 98.50000 |
| F | EUR | 11.000 | - | B3 | - | B- | 6.80% | - | Floating | 3mEu | - | 930 | 3mEu+885 | - | 97.00000 |
| Z | EUR | 0.250 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 36.050 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
B1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
B2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
C: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
D: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
E: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
F: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
Z: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Originator(s)
Investcorp Credit Management (ICM)
Risk Retention
EU - Horizontal/Originator; US - Foreign Safe Harbour
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026