| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | - | Aaa | AAA | - | - | - | - | - | Fixed | SOFR | - | 215 | SOFR+215 | - | - |
| A-2 | USD | 20.000 | - | Aaa | NR | - | - | - | - | - | Fixed | SOFR | - | 230 | SOFR+230 | - | - |
| B | USD | 44.000 | - | NR | AA | - | - | - | - | - | Fixed | SOFR | 255 | 260 | SOFR+260 | - | - |
| C | USD | 22.000 | - | NR | A | - | - | - | - | - | Fixed | SOFR | - | 310 | SOFR+310 | - | - |
| D | USD | 22.000 | - | NR | BBB- | - | - | - | - | - | Fixed | SOFR | 515 | 515 | SOFR+515 | - | - |
| E | USD | 12.000 | - | NR | BB- | - | - | - | - | - | Fixed | SOFR | 800 | 801 | SOFR+801 | - | - |
| Sub | USD | 46.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S;
A-2: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S;
B: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S;
C: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S;
D: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S;
E: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S;
Sub: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2028
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Whitebox CLO IV | Performance Analytics | Dealscribe | May 25, 2023
|