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

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1ZUXW791.7801.60Qnn-OOO--63.58%-WyqxoqtfWXTA-137CHAU+137--
D-MWYX95.9004.50--ZZ---5.70%-OkmceqcrQPZL650-675690YWGB+690--
IGAZ9.0004.40-------NkcqwiueEPGB-105DMEQ+105--
Z-PHQK78.0007.00--A--86.00%-MkpwmkscVEOY200-205200UQDC+200--
E-2WTCC46.0004.50--FFF---31.00%-WgrzdSnjdz-4257.51%--
V-BPPJ52.0002.20--PP--62.00%-QhmcocxhZQBG170-175175QUVR+175--
L-1IILU39.0009.40--TTT--69.00%-VlbowqoaLBTO320320MEHM+320--
D-2IGMV62.3207.90--BBB--78.00%-McwvdbunGWOY150-155159LSPJ+159--
Tranche Comments
I: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144O/Ayw T; Comments: Emi-gxlpim; C-1Z: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144J/Yan W; D-2I: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144K/Jmc N; V-B: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144I/Zrs W; Z-P: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144Q/Fnl R; L-1I: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144J/Nnu C; E-2W: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144K/Xkl K; D-M: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144P/Vjm Z;
Deal Comments
Kfefm. Suw Hecc Rfkwuuj 2.00
Pricing Speed
20% QEH
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 21, 2011

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