| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 300.000 | 3.90 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| A-2 | USD | 15.000 | 5.60 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | 220-230 | 230 | SOFR+230 | - | - |
| B | USD | 65.000 | 6.10 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 270-280 | 275 | SOFR+275 | - | - |
| C | USD | 30.000 | 6.50 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 340-350 | 350 | SOFR+350 | - | - |
| D | USD | 30.000 | 6.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 475-500 | 462 | SOFR+462 | - | - |
| E | USD | 15.000 | 7.10 | - | BB- | - | - | - | 9.00% | - | Floating | SOFR | 875-900 | 834 | SOFR+834 | - | - |
| Equity | USD | 41.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-01-15; Redemption: 2024-01-15;
A-2: First Pay: 2023-01-15; Redemption: 2024-01-15;
B: First Pay: 2023-01-15; Redemption: 2024-01-15;
C: First Pay: 2023-01-15; Redemption: 2024-01-15;
D: First Pay: 2023-01-15; Redemption: 2024-01-15;
E: First Pay: 2023-01-15; Redemption: 2024-01-15;
Equity: First Pay: 2023-01-15; Redemption: 2024-01-15;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Jan 15, 2025
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Oaktree CLO 2022-2: New issue deal features anti-priming provisions | Scorecard | Dealscribe | Aug 31, 2022
|