| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| B | USD | 48.000 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| C | USD | 20.000 | - | A2 | - | - | - | - | 19.00% | - | Floating | 3mL | - | 244 | 3mL+244 | - | - |
| D | USD | 24.000 | - | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | - | 336 | 3mL+336 | - | - |
| E | USD | 20.000 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 770 | 3mL+770 | - | - |
| Sub | USD | 42.250 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
B: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-11-04; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.0
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 25, 2026
WAL Test Period End Date
Oct 25, 2030
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Bardin Hill CLO 2021-2: Daily step-down and one-touch WAL feature in manager’s second 2021 US CLO | Scorecard | Dealscribe | Dec 1, 2021
|