| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 240.000 | 6.35 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 220 | 3mSOFR+220 | - | 100.00000 |
| A2 | USD | 19.400 | 7.98 | Aa1 | - | NR | - | - | 35.15% | - | Floating | SOFR | - | 265 | 3mSOFR+265 | - | 100.00000 |
| B1 | USD | 25.200 | 8.49 | NR | - | AA | - | - | 26.35% | - | Floating | SOFR | - | 310 | 3mSOFR+310 | - | 100.00000 |
| B2 | USD | 10.000 | 8.49 | NR | - | AA | - | - | 26.35% | - | Fixed | - | - | - | 6.88% | 6.881% | 100.00000 |
| C | USD | 24.600 | 9.12 | NR | - | A | - | - | 20.20% | - | Floating | SOFR | - | 400 | 3mSOFR+400 | - | 100.00000 |
| D | USD | 24.600 | 9.67 | NR | - | BBB- | - | - | 14.05% | - | Floating | SOFR | - | 565 | 3mSOFR+541 | - | 98.50000 |
| E | USD | 13.000 | 10.20 | NR | - | BB- | - | - | 10.80% | - | Floating | SOFR | - | 950 | 3mSOFR+878 | - | 96.00000 |
| Sub | USD | 30.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2023-07-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
A2: First Pay: 2023-07-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
B1: First Pay: 2023-07-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
B2: First Pay: 2023-07-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
C: First Pay: 2023-07-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
D: First Pay: 2023-07-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
E: First Pay: 2023-07-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
Sub: First Pay: 2023-07-25; Redemption: 2025-01-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2028
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Ares LXVII CLO: Restrictive deal features one of lowest D-scores of 2022 | Scorecard | Dealscribe | Feb 22, 2023
|