Whitebox CLO (WTBX) III

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD254.100-Aaa----39.50%-Floating3mL1221223mL+122-100.00000
A-2USD18.900-Aaa----35.00%-Floating3mL145-1501503mL+150-100.00000
BUSD46.200-Aa2----24.00%-Floating3mL175-1801803mL+180-100.00000
CUSD18.900-A2----19.50%-Floating3mL215-2202203mL+220-100.00000
DUSD24.150-Baa3----13.75%-Floating3mL3353353mL+335-100.00000
EUSD20.370-Ba3----8.90%-Floating3mL7007003mL+685-99.00000
SubUSD40.500--------------Retained
Tranche Comments
A-1: First Pay: 2022-04-15; Registration: 144A/Reg S; A-2: First Pay: 2022-04-15; Registration: 144A/Reg S; B: First Pay: 2022-04-15; Registration: 144A/Reg S; C: First Pay: 2022-04-15; Registration: 144A/Reg S; D: First Pay: 2022-04-15; Registration: 144A/Reg S; E: First Pay: 2022-04-15; Registration: 144A/Reg S; Sub: First Pay: 2022-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
WAL Test Period (YRS)
9
Research
AllReportsSurveillanceOther

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