| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 183.500 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| A1 Loan | USD | 30.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| A2 | USD | 7.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| B | USD | 44.450 | - | NR | - | AA | - | - | - | - | Floating | SOFR | 240-250 | 270 | SOFR+270 | - | - |
| C | USD | 21.000 | - | NR | - | A | - | - | - | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| D | USD | 20.300 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | - | 636 | SOFR+636 | - | - |
| E | USD | 9.800 | - | NR | - | BB- | - | - | - | - | Floating | SOFR | - | 903 | SOFR+903 | - | - |
| F | USD | 1.000 | - | B3 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 36.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2025-05-11;
A1 Loan: Redemption: 2025-05-11;
A2: Redemption: 2025-05-11;
B: Redemption: 2025-05-11;
C: Redemption: 2025-05-11;
D: Redemption: 2025-05-11;
E: Redemption: 2025-05-11;
F: Redemption: 2025-05-11;
Sub: Redemption: 2025-05-11;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2028
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | 37 Capital CLO 3: Unusual three-agency minimum rating rule | Scorecard | Dealscribe | Jun 21, 2023
|