Barings CLO (BABSN) 2022-II

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD256.0006.30--AAA--36.00%-Floating3mL-1803mL+180--
B-1USD33.0008.20--AA--24.50%-Floating3mL-2503mL+250--
B-2USD13.0008.20--AA--24.50%-FixedSwaps-2402.40%--
CUSD23.0009.00--A--18.75%-Floating3mL-3153mL+315--
DUSD25.0009.60--BBB---12.50%-Floating3mL-4253mL+425--
EUSD15.00010.10--BB---8.75%-Floating3mL-8003mL+784--
EqUSD50.000---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
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Barings CLO 2022-II: Manager sticks to unusual work-out requirementsScorecardDealscribe
Sep 28, 2022
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