| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 272.800 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 96 | 3mEu+96 | - | 100.00000 |
| B | EUR | 44.000 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 215 | 3mEu+215 | - | 100.00000 |
| C | EUR | 26.400 | - | A2 | - | A | - | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
| D | EUR | 29.700 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 415 | 3mEu+415 | - | 100.00000 |
| E | EUR | 22.000 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 750 | 3mEu+705 | - | 97.00000 |
| F | EUR | 12.100 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 1000 | 3mEu+905 | - | 94.00000 |
| Sub | EUR | 35.900 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-11-15; Redemption: 2023-11-15;
B: First Pay: 2022-11-15; Redemption: 2023-11-15;
C: First Pay: 2022-11-15; Redemption: 2023-11-15;
D: First Pay: 2022-11-15; Redemption: 2023-11-15;
E: First Pay: 2022-11-15; Redemption: 2023-11-15;
F: First Pay: 2022-11-15; Redemption: 2023-11-15;
Sub: First Pay: 2022-11-15; Redemption: 2023-11-15;
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
Nov 15, 2026