Barings CLO (BABSN) 2023-II

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD307.5006.20Aaa-AAA--38.50%-FloatingSOFR-175SOFR+175--
A-2USD17.5007.80--AAA--35.00%-FloatingSOFR-215SOFR+215--
B-1USD50.0008.40--AA--24.00%-FloatingSOFR-260SOFR+260--
B-2USD5.0008.40--AA--24.00%-Fixed--2605.98%--
CUSD27.5009.00--A--18.50%-FloatingSOFR305-315305SOFR+305--
DUSD30.0009.50--BBB---12.50%-FloatingSOFR-525SOFR+525--
EUSD15.0009.90--BB---9.50%-FloatingSOFR850-860833SOFR+833--
EquityUSD48.500--------------Retained
Tranche Comments
A-1: First Pay: 2024-01-20; Redemption: 2025-07-20; Comments: Preplaced; A-2: First Pay: 2024-01-20; Redemption: 2025-07-20; B-1: First Pay: 2024-01-20; Redemption: 2025-07-20; B-2: First Pay: 2024-01-20; Redemption: 2025-07-20; C: First Pay: 2024-01-20; Redemption: 2025-07-20; D: First Pay: 2024-01-20; Redemption: 2025-07-20; E: First Pay: 2024-01-20; Redemption: 2025-07-20; Equity: First Pay: 2024-01-20; Redemption: 2025-07-20;
Deal Comments
Non Call Period: 2.00
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2028
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Barings CLO 2023-II: Controlling Class Conditions weigh heavily on D-ScoreScorecardDealscribe
Aug 31, 2023
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