| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 189.000 | 4.50 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 227 | SOFR+227 | - | - |
| B-1 | USD | 29.000 | 6.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| B-2 | USD | 10.000 | 6.20 | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 6.33% | - | - |
| C-1 | USD | 6.500 | 6.70 | - | A | - | - | - | 18.50% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
| C-2 | USD | 10.000 | 6.70 | - | A | - | - | - | 18.50% | - | Fixed | - | - | - | 7.00% | - | - |
| D-Loan | USD | 17.700 | 7.20 | - | BBB- | - | - | - | 12.60% | - | Floating | SOFR | - | 611 | SOFR+611 | - | - |
| E-Loan | USD | 7.800 | 7.60 | - | BB- | - | - | - | 10.00% | - | Floating | SOFR | - | 942 | SOFR+942 | - | - |
| Equity | USD | 30.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-01-20; Redemption: 2024-07-20;
B-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
B-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
C-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
C-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
D-Loan: First Pay: 2024-01-20; Redemption: 2024-07-20;
E-Loan: First Pay: 2024-01-20; Redemption: 2024-07-20;
Equity: First Pay: 2024-01-20; Redemption: 2024-07-20;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU - Yes, Article 7
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2026
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Sculptor European CLO IX: New deal has stricter rules for par flush and trading gains | Scorecard | Dealscribe | Mar 21, 2022
|