| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | 1.60 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 45 | 3mEu+45 | - | 100.00000 |
| A-1 | EUR | 243.500 | 5.30 | Aaa | AAA | - | - | - | Floating | 3mEu | - | 90 | 3mEu+90 | - | 100.00000 |
| A-2A | EUR | 26.000 | 7.00 | Aa2 | AA | - | - | - | Floating | 3mEu | - | 150 | 3mEu+150 | - | 100.00000 |
| A-2B | EUR | 14.500 | 7.00 | Aa2 | AA | - | - | - | Fixed | YLD | - | - | 2.00% | 2.000% | 100.00000 |
| B | EUR | 26.500 | 7.60 | A2 | A | - | - | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | 100.00000 |
| C | EUR | 28.500 | 8.20 | Baa3 | BBB | - | - | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| D | EUR | 21.000 | 8.90 | Ba3 | BB- | - | - | - | Floating | 3mEu | - | 610 | 3mEu+595 | - | 99.00000 |
| E | EUR | 12.000 | 9.40 | B3 | B- | - | - | - | Floating | 3mEu | - | 900 | 3mEu+869 | - | 98.00000 |
| Sub | EUR | 30.000 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-16; Redemption: 2023-07-16;
A-1: First Pay: 2022-04-16; Redemption: 2023-07-16;
A-2A: First Pay: 2022-04-16; Redemption: 2023-07-16;
A-2B: First Pay: 2022-04-16; Redemption: 2023-07-16;
B: First Pay: 2022-04-16; Redemption: 2023-07-16;
C: First Pay: 2022-04-16; Redemption: 2023-07-16;
D: First Pay: 2022-04-16; Redemption: 2023-07-16;
E: First Pay: 2022-04-16; Redemption: 2023-07-16;
Sub: First Pay: 2022-04-16; Redemption: 2023-07-16;
Deal Comments
Non Call Period: 2.00
Risk Retention
Blackstone Corporate Funding DAC will retain horizontal interest under EU risk retention
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 16, 2025