Black Spruce Management LLC
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 275.900 | 1.98 | 4.98 | - | - | AAA | AAA | - | - | 32.5% | Floating | SOFR | 150 | 150 | SOFR+140 | - | 99.75000 |
B | USD | 38.300 | 1.98 | 4.98 | - | - | AA- | AA (H) | - | - | 37.1% | Floating | SOFR | 190 | 190 | SOFR+180 | - | 99.75000 |
C | USD | 29.600 | 1.98 | 4.98 | - | - | A- | AA | - | - | 40.5% | Floating | SOFR | 230 | 230 | SOFR+220 | - | 99.75000 |
D | USD | 42.400 | 1.98 | 4.98 | - | - | BBB- | A | - | - | 45.5% | Floating | SOFR | 300 | 300 | SOFR+290 | - | 99.75000 |
E | USD | 93.900 | 1.98 | 4.98 | - | - | NR | BBB (L) | - | - | 56.6% | Floating | SOFR | 345 | 345 | SOFR+335 | - | 99.75000 |
F | USD | 55.100 | 1.98 | 4.98 | - | - | NR | BB (L) | - | - | 63.1% | Floating | SOFR | 440 | 440 | SOFR+430 | - | 99.75000 |
G | USD | 45.677 | 1.98 | 4.98 | - | - | NR | B (L) | - | - | 68.5% | Floating | SOFR | 560 | 560 | SOFR+550 | - | 99.75000 |
HRR | USD | 30.573 | 1.98 | 4.98 | - | - | NR | NR | - | - | 72.1% | Floating | SOFR | 710 | 710 | SOFR+700 | - | 99.75000 |