EFTA01370093Set 10
2018-04-201p372w
390bps 100.0
Notes priced at WACD of 191 bps; 21bps wider than BSL CLO4
Equity NR $67.500 N/A N/A N/A 100.0
• Note and Equity tranches purchased by 23 unique investors ... 60bps of Par Creation vs 36bps for 2015 vintage BSL CLO4 Structure Terms1
Current Equity NAV of 104.2%5 Reinvestment Period: 4 years
Non Call Period: 2 years
• Weighted Average ... Spread of 370bps vs 357 bps for 2015 vintage
BSL CLO4 Stated Maturity: 11 years
First Payment: April 20, 2018
Equity achieved cash on cash yield of 15.81% during warehouse
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01370093.pdf