Barings CLO (BABSN) 2021-III

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD248.0006.40Aaa----38.00%-Floating3mL-1153mL+115--
B-1USD50.7508.30Aa2----24.00%-Floating3mL-1603mL+160--
B-2USD5.2508.30Aa2----24.00%-Fixed---2.99%--
CUSD21.6009.10A2----18.60%-Floating3mL-2003mL+200--
DUSD24.8009.60Baa3----12.40%-Floating3mL-3003mL+300--
EUSD17.60010.20Ba3----8.00%-Floating3mL-6653mL+665--
EquityUSD40.200-NR------------Retained
Tranche Comments
A: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144A/Reg S; B-1: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144A/Reg S; B-2: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144A/Reg S; C: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144A/Reg S; D: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144A/Reg S; E: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144A/Reg S; Equity: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 18, 2027
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Barings CLO 2021-III: Trading plan maturity language increases manager flexibilityScorecardDealscribe
Feb 21, 2022
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