| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | 6.30 | - | - | AAA | - | - | 36.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| B-1 | USD | 33.000 | 8.20 | - | - | AA | - | - | 24.50% | - | Floating | 3mL | - | 250 | 3mL+250 | - | - |
| B-2 | USD | 13.000 | 8.20 | - | - | AA | - | - | 24.50% | - | Fixed | Swaps | - | 240 | 2.40% | - | - |
| C | USD | 23.000 | 9.00 | - | - | A | - | - | 18.75% | - | Floating | 3mL | - | 315 | 3mL+315 | - | - |
| D | USD | 25.000 | 9.60 | - | - | BBB- | - | - | 12.50% | - | Floating | 3mL | - | 425 | 3mL+425 | - | - |
| E | USD | 15.000 | 10.10 | - | - | BB- | - | - | 8.75% | - | Floating | 3mL | - | 800 | 3mL+784 | - | - |
| Eq | USD | 50.000 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S;
B-1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S;
B-2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S;
C: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S;
D: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S;
E: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S;
Eq: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2027
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Barings CLO 2022-II: Manager sticks to unusual work-out requirements | Scorecard | Dealscribe | Sep 28, 2022
|