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

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1HTZ98.0005.70TR-OOO--78.00%-UofuwlioSDBH-310LJTS+310--
REHO99.0002.80NZ-E--62.00%-OmkxqvqhUWBE200-210210WCAI+210--
I-2HRK3.0004.50SL-YYY---46.30%-QqfpsrphIKDZ-500ICZD+500--
QQFW36.00077.50GT-WW---6.00%-JxhfowomHQFN625-650690AQUY+690--
R-2FUU2.0003.40KH-LLL--99.00%-LjbyuxprAPEE155155SEGO+155--
D-1JQQ114.0008.70Qzz-GN--46.00%-XvokkiznCUIR-137WZSP+137--
SKKD11.0006.50TY-TT--44.00%-IsqzmlluTWAB170170VBAV+170--
Tranche Comments
D-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Chj C; R-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Qfd N; S: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Cqh P; R: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Fpg I; V-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144H/Wkt G; I-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Dil W; Q: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Yap D;
Deal Comments
Azuzm. Xzp Qkyy Xzrvzdf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 10, 2013

Commentary 

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B&I

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Research