Barings CLO Ltd (BABSN) 2022-III

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1MLC574.1001.60Axx-LLL--62.80%-ShydiuriPMPO-190PZDT+190--
K-2UGY27.6006.80--WWW--54.00%-WqqyjmbpMGFX-240UMSI+240--
ENUI44.0002.20--AA--78.00%-QekpezhzSWXT-280KLYR+280--
EHCT43.1008.40--WWW---30.00%-NoxvcomzICUE-520IHIR+520--
FocjtfTKN28.000--------------Retained
RBYU14.2009.80--G--88.70%-TevfbfecCYEP-375ZGMN+375--
EOQX51.0009.70--SS---3.00%-TpvewmcrPVSL-840XSVY+823--
Tranche Comments
F-1: First Pay: 2023-04-20; Redemption: 2024-10-13; K-2: First Pay: 2023-04-20; Redemption: 2024-10-13; E: First Pay: 2023-04-20; Redemption: 2024-10-13; R: First Pay: 2023-04-20; Redemption: 2024-10-13; E: First Pay: 2023-04-20; Redemption: 2024-10-13; E: First Pay: 2023-04-20; Redemption: 2024-10-13; Focjtf: First Pay: 2023-04-20; Redemption: 2024-10-13;
Deal Comments
Ekc Yjbb Ixhhkoq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 8, 2002

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