Barings CLO (BABSN) 2022-III

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD307.5006.20Aaa-AAA--38.50%-FloatingSOFR-190SOFR+190--
A-2USD17.5007.60--AAA--35.00%-FloatingSOFR-240SOFR+240--
BUSD55.0008.10--AA--24.00%-FloatingSOFR-280SOFR+280--
CUSD27.5008.70--A--18.50%-FloatingSOFR-375SOFR+375--
DUSD32.5009.30--BBB---12.00%-FloatingSOFR-520SOFR+520--
EUSD15.0009.80--BB---9.00%-FloatingSOFR-840SOFR+823--
EquityUSD42.000--------------Retained
Tranche Comments
A-1: First Pay: 2023-04-20; Redemption: 2024-10-13; A-2: First Pay: 2023-04-20; Redemption: 2024-10-13; B: First Pay: 2023-04-20; Redemption: 2024-10-13; C: First Pay: 2023-04-20; Redemption: 2024-10-13; D: First Pay: 2023-04-20; Redemption: 2024-10-13; E: First Pay: 2023-04-20; Redemption: 2024-10-13; Equity: First Pay: 2023-04-20; Redemption: 2024-10-13;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2027
Research
AllReportsSurveillanceOther

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