| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 307.500 | 6.20 | Aaa | - | AAA | - | - | 38.50% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| A-2 | USD | 17.500 | 7.80 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| B-1 | USD | 50.000 | 8.40 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
| B-2 | USD | 5.000 | 8.40 | - | - | AA | - | - | 24.00% | - | Fixed | - | - | 260 | 5.98% | - | - |
| C | USD | 27.500 | 9.00 | - | - | A | - | - | 18.50% | - | Floating | SOFR | 305-315 | 305 | SOFR+305 | - | - |
| D | USD | 30.000 | 9.50 | - | - | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 525 | SOFR+525 | - | - |
| E | USD | 15.000 | 9.90 | - | - | BB- | - | - | 9.50% | - | Floating | SOFR | 850-860 | 833 | SOFR+833 | - | - |
| Equity | USD | 48.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 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
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2028
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Barings CLO 2023-II: Controlling Class Conditions weigh heavily on D-Score | Scorecard | Dealscribe | Aug 31, 2023
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