| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 234.500 | 6.20 | - | AAA | - | - | - | 39.00% | - | Floating | 3mL | - | 117 | 3mL+117 | - | - |
| A-2 | USD | 9.500 | 6.20 | - | AAA | - | - | - | 39.00% | - | Fixed | - | - | - | 2.54% | - | - |
| B-1 | USD | 40.000 | 7.80 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B-2 | USD | 20.000 | 7.80 | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 3.00% | - | - |
| C | USD | 22.000 | 8.70 | - | A | - | - | - | 18.50% | - | Floating | 3mL | - | 210 | 3mL+210 | - | - |
| D | USD | 26.000 | 9.20 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E | USD | 14.000 | 9.70 | - | BB- | - | - | - | 8.50% | - | Floating | 3mL | - | 635 | 3mL+635 | - | - |
| Sub | USD | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1 : Redemption: 2023-10-20; Registration: 144A/Reg S;
A-2: Redemption: 2023-10-20; Registration: 144A/Reg S;
B-1: Redemption: 2023-10-20; Registration: 144A/Reg S;
B-2: Redemption: 2023-10-20; Registration: 144A/Reg S;
C: Redemption: 2023-10-20; Registration: 144A/Reg S;
D: Redemption: 2023-10-20; Registration: 144A/Reg S;
E: Redemption: 2023-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2023-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Trestles CLO 2017-1 | Performance Analytics | Dealscribe | Apr 14, 2021
|