| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 232.000 | - | - | AAA | AAA | 42.00% | - | Floating | 3mEu | - | 160 | 3mEu+160 | - | - |
| B | EUR | 50.000 | - | - | AA | AA | 29.50% | - | Floating | 3mEu | - | 333 | 3mEu+333 | - | - |
| C | EUR | 21.000 | - | - | A | A | 24.25% | - | Floating | 3mEu | - | 417 | 3mEu+417 | - | - |
| D | EUR | 25.500 | - | - | BBB | BBB- | 17.88% | - | Floating | 3mEu | - | 640 | 3mEu+640 | - | - |
| E | EUR | 17.500 | - | - | BB- | BB- | 13.50% | - | Floating | 3mEu | - | 812 | 3mEu+812 | - | - |
| F | EUR | 18.000 | - | - | B- | B- | 9.00% | - | Floating | 3mEu | - | 1181 | 3mEu+1181 | - | - |
| Z | EUR | 0.250 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 26.500 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-01-15; Redemption: 2024-07-15;
B: First Pay: 2023-01-15; Redemption: 2024-07-15;
C: First Pay: 2023-01-15; Redemption: 2024-07-15;
D: First Pay: 2023-01-15; Redemption: 2024-07-15;
E: First Pay: 2023-01-15; Redemption: 2024-07-15;
F: First Pay: 2023-01-15; Redemption: 2024-07-15;
Z: First Pay: 2023-01-15; Redemption: 2024-07-15;
Sub: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Non Call Period: 2.00
Originator(s)
Investcorp Credit Management EU Ltd
Reinvestment Period (YRS)
4.45
Reinvestment Period End Date
Jan 14, 2027