Barings CLO Ltd (BABSN) 2022-III

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2AKX78.6003.30--PPP--97.00%-CmxxdbqdBNBR-240MLZW+240--
RRHI59.7002.60--FFF---64.00%-QsqseulpBLYT-520UHFE+520--
HOJQ17.0006.40--TT--55.00%-IykvuwcmJNWP-280NOXA+280--
LXFD30.0008.90--OO---9.00%-SclvjceaCOJA-840IYGU+823--
SsfxvwYGF26.000--------------Retained
MGKV47.4006.70--F--94.90%-KewhzxbqTJYH-375XAPV+375--
I-1XKH379.3005.30Spp-UUU--65.90%-ErfxpozdYGAU-190SUWO+190--
Tranche Comments
I-1: First Pay: 2023-04-20; Redemption: 2024-10-13; O-2: First Pay: 2023-04-20; Redemption: 2024-10-13; H: First Pay: 2023-04-20; Redemption: 2024-10-13; M: First Pay: 2023-04-20; Redemption: 2024-10-13; R: First Pay: 2023-04-20; Redemption: 2024-10-13; L: First Pay: 2023-04-20; Redemption: 2024-10-13; Ssfxvw: First Pay: 2023-04-20; Redemption: 2024-10-13;
Deal Comments
Nfu Bvbb Uktifdl 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 6, 1999

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