| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | 5.40 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 199 | SOFR+199 | - | - |
| B | USD | 46.000 | 7.20 | - | - | AA | - | - | 24.50% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| C | USD | 22.000 | 7.90 | - | - | A | - | - | 19.00% | - | Floating | SOFR | - | 395 | SOFR+395 | - | - |
| D | USD | 21.000 | 8.50 | - | - | BBB | - | - | 13.75% | - | Floating | SOFR | - | 585 | SOFR+550 | - | - |
| E | USD | 18.000 | 9.00 | - | - | BB- | - | - | 9.25% | - | Floating | SOFR | - | 985 | SOFR+840 | - | - |
| Sub | USD | 29.400 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-10-20; Registration: 144A/Reg S;
B: Redemption: 2024-10-20; Registration: 144A/Reg S;
C: Redemption: 2024-10-20; Registration: 144A/Reg S;
D: Redemption: 2024-10-20; Registration: 144A/Reg S;
E: Redemption: 2024-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2024-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2026
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Barings CLO 2022-IV: Barings sticks to flexible template with three defaulted swap baskets | Scorecard | Dealscribe | Feb 15, 2023
|