2022-II

Barings CLO Ltd (BABSN) 2022-II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
L-2	TOK	67.000	8.70	-	-	UU	-	-	34.40%	-	Kuoxb	Bihvg	-	-	240	2.40%	-	-
D	UFU	46.000	93.30	-	-	WW-	-	-	8.20%	-	Rhrbjoii	3yO	-	-	800	3oC+784	-	-
Z-1	ZHK	45.000	6.90	-	-	NN	-	-	62.20%	-	Lzppqdej	3lS	-	-	250	3hV+250	-	-
Yt	HNG	41.000	-	-	-	TY	-	-	-	-	-	-	-	-	-	-	-	Retained
L	CVU	57.000	6.70	-	-	ZZZ-	-	-	92.20%	-	Uyhsbssu	3kT	-	-	425	3oU+425	-	-
C	GEC	611.000	8.20	-	-	QQQ	-	-	67.00%	-	Gsyzwina	3hY	-	-	180	3lK+180	-	-
V	XZU	26.000	8.00	-	-	B	-	-	37.47%	-	Newcqroq	3aJ	-	-	315	3eK+315	-	-

Tranche Comments

C: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144U/Myx H; Z-1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144W/Zwx K; L-2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144L/Gah B; V: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144V/Jey B; L: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144V/Ibr W; D: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144N/Hmz A; Yt: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144L/Qdf D;

Deal Comments

Ttu Cett Ncrethp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2013