| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 248.000 | 5.60 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 152 | 3mSOFR+152 | - | - |
| B | USD | 56.000 | 7.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 200 | 3mSOFR+200 | - | - |
| C | USD | 24.000 | 8.10 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 250 | 3mSOFR+250 | - | - |
| D | USD | 24.000 | 8.70 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 375 | 3mSOFR+375 | - | - |
| E | USD | 13.400 | 9.20 | - | BB- | - | - | - | 8.65% | - | Floating | SOFR | - | 730 | 3mSOFR+730 | - | - |
| Sub | USD | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-10-20; Redemption: 2024-06-07;
B: First Pay: 2022-10-20; Redemption: 2024-06-07;
C: First Pay: 2022-10-20; Redemption: 2024-06-07;
D: First Pay: 2022-10-20; Redemption: 2024-06-07;
E: First Pay: 2022-10-20; Redemption: 2024-06-07;
Sub: First Pay: 2022-10-20; Redemption: 2024-06-07;
Deal Comments
Non Call Period: 2.00.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2026
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Benefit Street Partners CLO XXVI: Deal features tighter than average par flush limits | Scorecard | Dealscribe | Jul 13, 2022
|