BlackRock Shasta CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD158.0005.10-AAA---42.00%-Floating3mSOFR-1673mSOFR+167--
A-1LUSD74.0005.10-AAA---42.00%-Floating3mSOFR-1673mSOFR+167--
A-2USD16.0006.70-AAA---38.00%-Floating3mSOFR-1853mSOFR+185--
BUSD24.0007.00-AA---32.00%-Floating3mSOFR-1953mSOFR+195--
CUSD32.0007.60-A---24.00%-Floating3mSOFR-2503mSOFR+250--
DUSD24.0008.20-BBB----18.00%-------Retained
EUSD24.0008.70-BB----12.00%-------Retained
SubUSD45.350--------------Retained
Tranche Comments
A-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S; A-1L: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S; A-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S; B: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S; C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S; D: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S; E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S; Sub: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 15, 2028
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WFTJ83.0007.40-U---80.00%-Uyweowxc3dCQSD-3053yVQJJ+305--
IRAU88.0003.60-VVV----92.00%-------Retained
PywPBJ33.163--------------Retained
U-2GXL60.0008.50-ZZZ---60.00%-Lrzybowk3aNQQO-2053zSDLD+205--
BNWA36.0002.30-KK---46.00%-Ddqvbuyk3mKHPO-2303pIUPK+230--
PWEO66.0005.20-II----92.00%-------Retained
B-1KKT391.0002.80-LLL---16.00%-Bfesueuj3hMWZH-1853fSYBZ+185--
D-1UJWU402.0008.50-AAA---22.00%-Glpqcrqw3vTEKM-1853rWPPM+185--
Tranche Comments
B-1: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144Z/Lfc H; D-1U: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144C/Drq G; U-2: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144P/Obw T; B: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144V/Joc K; W: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144C/Hag T; I: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144O/Ieh L; P: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144P/Ole W; Pyw: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144F/Alx K;
Deal Comments
Lsm Lypp Tsuxscf 2.00
Risk Retention
DH - Hdvm XD/DD - Hdv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 9, 2020

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