| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-T | USD | 208.000 | - | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | 225-230 | 225 | SOFR+225 | - | 100.00000 |
| A-L | USD | 40.000 | - | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | 100.00000 |
| B-1 | USD | 41.000 | - | - | - | AA | - | - | 26.50% | - | Floating | SOFR | - | 300 | SOFR+300 | - | 100.00000 |
| B-2 | USD | 5.000 | - | - | - | AA | - | - | 26.50% | - | Fixed | - | - | 290 | 6.23% | 6.230% | 100.00000 |
| C | USD | 24.000 | - | - | - | A | - | - | 20.50% | - | Floating | SOFR | 375-385 | 400 | SOFR+400 | - | 100.00000 |
| D-1 | USD | 14.000 | - | - | - | BBB- | - | - | 14.50% | - | Floating | SOFR | - | 625 | SOFR+617 | - | 99.50000 |
| D-2-A | USD | 7.500 | - | - | - | BBB | - | - | 16.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | 100.00000 |
| D-2-B | USD | 2.500 | - | - | - | BBB- | - | - | 14.50% | - | Floating | SOFR | - | 850 | SOFR+815 | - | 98.00000 |
| E | USD | 15.000 | - | - | - | BB- | - | - | 10.75% | - | - | - | - | - | - | - | Retained |
| F | USD | 3.000 | - | B3 | - | - | - | - | 10.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 38.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-T: First Pay: 2023-10-23; Registration: 144A/Reg S;
A-L: First Pay: 2023-10-23; Registration: 144A/Reg S;
B-1: First Pay: 2023-10-23; Registration: 144A/Reg S;
B-2: First Pay: 2023-10-23; Registration: 144A/Reg S;
C: First Pay: 2023-10-23; Registration: 144A/Reg S;
D-1: First Pay: 2023-10-23; Registration: 144A/Reg S;
D-2-A: First Pay: 2023-10-23; Registration: 144A/Reg S;
D-2-B: First Pay: 2023-10-23; Registration: 144A/Reg S;
E: First Pay: 2023-10-23; Registration: 144A/Reg S;
F: First Pay: 2023-10-23; Registration: 144A/Reg S;
Sub: First Pay: 2023-10-23; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Fortress Credit BSL XVIII | Performance Analytics | Dealscribe | May 24, 2023
|