Barings CLO (BABSN) 2022-IV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD256.0005.40--AAA--36.00%-FloatingSOFR-199SOFR+199--
BUSD46.0007.20--AA--24.50%-FloatingSOFR-285SOFR+285--
CUSD22.0007.90--A--19.00%-FloatingSOFR-395SOFR+395--
DUSD21.0008.50--BBB--13.75%-FloatingSOFR-585SOFR+550--
EUSD18.0009.00--BB---9.25%-FloatingSOFR-985SOFR+840--
SubUSD29.400---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
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Barings CLO 2022-IV: Barings sticks to flexible template with three defaulted swap basketsScorecardDealscribe
Feb 15, 2023
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