| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 180.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | 100.00000 |
| A-J | USD | 9.000 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 290 | SOFR+290 | - | 100.00000 |
| B | USD | 39.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | 100.00000 |
| C | USD | 16.500 | - | - | A | - | - | - | 18.50% | - | Floating | SOFR | - | 385 | SOFR+385 | - | 100.00000 |
| D-1 | USD | 7.500 | - | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | - | 595 | SOFR+595 | - | 100.00000 |
| D-2 | USD | 9.000 | - | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | - | 595 | SOFR+595 | - | 100.00000 |
| E | USD | 10.500 | - | - | BB- | - | - | - | 9.50% | - | Fixed | SOFR | 925-950 | 925 | 9.120% | 9.120% | 100.00000 |
| Sub | USD | 28.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Reg S;
A-J: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Reg S;
B: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Reg S;
C: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Reg S;
D-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Reg S;
D-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Reg S;
E: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2026
WAL Test Period End Date
Jan 20, 2031
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | OFSI BSL CLO XII: Strict post-reinvestment language features in OFS new issue | Scorecard | Dealscribe | Apr 12, 2023
|