| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 192.000 | 4.50 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | - |
| B | USD | 36.000 | 6.00 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 340 | SOFR+340 | - | - |
| C | USD | 13.500 | 6.40 | - | - | A | - | - | 19.50% | - | Floating | SOFR | - | 430 | SOFR+430 | - | - |
| D | USD | 19.500 | 6.80 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| E | USD | 10.500 | 7.20 | - | - | BB- | - | - | 9.50% | - | Floating | SOFR | - | 823 | SOFR+823 | - | - |
| Sub | USD | 28.000 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-06-15; Registration: 144A/Reg S;
B: Redemption: 2024-06-15; Registration: 144A/Reg S;
C: Redemption: 2024-06-15; Registration: 144A/Reg S;
D: Redemption: 2024-06-15; Registration: 144A/Reg S;
E: Redemption: 2024-06-15; Registration: 144A/Reg S;
Sub: Redemption: 2024-06-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2026
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Battalion CLO XXIV | Performance Analytics | Dealscribe | Feb 23, 2023
|
CLOS | Battalion CLO X | Performance Analytics | Dealscribe | Mar 24, 2021
|