| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 12.000 | - | - | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| AL | USD | 260.000 | - | - | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 48.000 | - | - | - | AA | - | - | 20.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| C | USD | 19.000 | - | - | - | A | - | - | 15.25% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D | USD | 17.400 | - | - | - | BBB- | - | - | 10.90% | - | Floating | SOFR | - | 530 | SOFR+484 | - | - |
| E | USD | 12.600 | - | - | - | BB- | - | - | 7.75% | - | Floating | SOFR | - | 950 | SOFR+825 | - | - |
| Sub | USD | 29.200 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-10-16; Redemption: 2024-04-26;
AL: First Pay: 2023-10-16; Redemption: 2024-04-26;
B: First Pay: 2023-10-16; Redemption: 2024-04-26;
C: First Pay: 2023-10-16; Redemption: 2024-04-26;
D: First Pay: 2023-10-16; Redemption: 2024-04-26;
E: First Pay: 2023-10-16; Redemption: 2024-04-26;
Sub: First Pay: 2023-10-16; Redemption: 2024-04-26;
Deal Comments
Non Call Period: 1.00
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | OSD CLO 2023-27: Quasi static deal with two-year replenishment period allowing limited reinvestment | Scorecard | Dealscribe | Jun 1, 2023
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