| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 300.000 | 6.30 | Aaa | - | AAA | - | - | 40.00% | - | Floating | 3mSOFR | - | 183 | 3mSOFR+183 | - | - |
| A-2 | USD | 20.000 | 7.90 | - | - | AAA | - | - | 36.00% | - | Floating | 3mSOFR | - | 230 | 3mSOFR+230 | - | - |
| B-1 | USD | 57.500 | 8.50 | - | - | AA | - | - | 24.00% | - | Floating | 3mSOFR | - | 260 | 3mSOFR+260 | - | - |
| B-2 | USD | 2.500 | 8.50 | - | - | AA | - | - | 24.00% | - | Fixed | - | - | - | 5.80% | - | - |
| C-1 | USD | 25.500 | 9.20 | - | - | A | - | - | 18.50% | - | Floating | 3mSOFR | - | 330 | 3mSOFR+330 | - | - |
| C-2 | USD | 2.000 | 9.20 | - | - | A | - | - | 18.50% | - | Fixed | - | - | - | 6.41% | - | - |
| D | USD | 30.000 | 9.70 | - | - | BBB- | - | - | 12.50% | - | Floating | 3mSOFR | 535 - 550 | 550 | 3mSOFR+550 | - | - |
| E | USD | 17.500 | 10.20 | - | - | BB- | - | - | 9.00% | - | Floating | 3mSOFR | - | 900 | 3mSOFR+848 | - | - |
| Sub | USD | 44.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-01-18; Redemption: 2025-07-18;
A-2: First Pay: 2024-01-18; Redemption: 2025-07-18;
B-1: First Pay: 2024-01-18; Redemption: 2025-07-18;
B-2: First Pay: 2024-01-18; Redemption: 2025-07-18;
C-1: First Pay: 2024-01-18; Redemption: 2025-07-18;
C-2: First Pay: 2024-01-18; Redemption: 2025-07-18;
D: First Pay: 2024-01-18; Redemption: 2025-07-18;
E: First Pay: 2024-01-18; Redemption: 2025-07-18;
Sub: First Pay: 2024-01-18; Redemption: 2025-07-18;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 18, 2028
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Bain Capital Credit CLO 2023-2: All long-dated obligations valued at zero in OC numerator | Scorecard | Dealscribe | Aug 24, 2023
|