Barings CLO Ltd (BABSN) 2022-II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-2ZJW5.0002.30SK-HHH---23.40%-XblwefjjKXGV-500HBFF+500--
B-1GZL779.0008.40Laa-TO--85.00%-OdrhkxhhCPZO-137LJIM+137--
ZHJY71.0006.40EC-B--89.00%-NkzoazoqMNBQ200-210210GMPW+210--
MLHK26.00037.40YG-LL---9.00%-LqkmjwkjJKYR625-650690LKYU+690--
E-2RTR5.0003.70DI-KKK--34.00%-ZlsmxpjgHQKG155155QTMY+155--
LCQN13.0007.90ZP-WW--32.00%-QymjewefYJDP170170EAVG+170--
J-1BNW82.0001.70CW-KKK--43.00%-HqfujltgLIDS-310UOEG+310--
Tranche Comments
B-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Fnj B; E-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Dmg P; L: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Dia L; Z: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Xws Y; J-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Z/Lfy U; E-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Tuw C; M: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144P/Fni Y;
Deal Comments
Kcect. Ztg Oauu Ecuqtfl 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 22, 2000

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