| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 248.000 | 6.40 | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | - | 115 | 3mL+115 | - | - |
| B-1 | USD | 50.750 | 8.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| B-2 | USD | 5.250 | 8.30 | Aa2 | - | - | - | - | 24.00% | - | Fixed | - | - | - | 2.99% | - | - |
| C | USD | 21.600 | 9.10 | A2 | - | - | - | - | 18.60% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| D | USD | 24.800 | 9.60 | Baa3 | - | - | - | - | 12.40% | - | Floating | 3mL | - | 300 | 3mL+300 | - | - |
| E | USD | 17.600 | 10.20 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 665 | 3mL+665 | - | - |
| Equity | USD | 40.200 | - | 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
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Barings CLO 2021-III: Trading plan maturity language increases manager flexibility | Scorecard | Dealscribe | Feb 21, 2022
|