| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | 1.70 | - | AAA | AAA | - | - | Floating | 3mEu | - | 50 | 3mEU+50 | - | 100.00000 |
| A | EUR | 245.100 | 5.80 | - | AAA | AAA | 38.73% | - | Floating | 3mEu | - | 102 | 3mEu+102 | - | 100.00000 |
| B-1 | EUR | 22.900 | 7.30 | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B-2 | EUR | 20.000 | 7.30 | - | AA | AA | 28.00% | - | Fixed | YLD | - | - | 2.00% | - | 100.00000 |
| C | EUR | 29.000 | 8.00 | - | A | A | 20.75% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| D | EUR | 24.000 | 8.60 | - | BBB | BBB | 14.75% | - | Floating | 3mEu | - | 300 | 3mEu+300 | - | 100.00000 |
| E | EUR | 20.000 | 9.20 | - | BB- | BB | 9.75% | - | Floating | 3mEu | - | 625 | 3mEu+611 | - | 99.00000 |
| F | EUR | 12.000 | 9.70 | - | B- | B- | 6.75% | - | Floating | 3mEu | - | 910 | 3mEu+864 | - | 97.00000 |
| Sub | EUR | 31.206 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
A: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
B-1: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
B-2: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
F: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
Blackstone Corporate Funding DAC
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2026