2022-I(R)

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

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W-2W	VEU	1.000	18.50	-	EEE-	-	-	-	81.00%	-	Mfhrxins	3jVJPC	-	370-380	-	-	-	-
E-Z	LHT	84.000	5.40	-	AA	-	-	-	21.00%	-	Dfvjmeek	3wTJFS	-	155b	-	-	-	-
W-Y	GHS	61.000	1.90	-	N	-	-	-	90.00%	-	Rqfmsiol	3xSLCB	-	180-185	-	-	-	-
Xla	RNP	34.940	-	-	NH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-O	RCN	642.000	9.30	-	ZZZ	-	-	-	23.00%	-	Wpxpdhsv	3bPALA	-	117y	-	-	-	-
D-1W	AKV	28.000	2.20	-	LLL-	-	-	-	89.00%	-	Fpbpzhyw	3rCJOG	-	270-280	-	-	-	-
F-G	OMY	42.000	61.40	-	DD-	-	-	-	4.00%	-	Dhcjyrxp	3cHQPV	-	475-485	-	-	-	-

Tranche Comments

L-O: Registration: 144I/Mcc G; E-Z: Registration: 144E/Rjc Q; W-Y: Registration: 144L/Aak R; D-1W: Registration: 144Y/Wjg W; W-2W: Registration: 144Y/Bor Z; F-G: Registration: 144V/Bvw M; Xla: Registration: 144N/Bxb V;

Deal Comments

Demec. Yjn Mzzz Qennjza 2.00

Pricing Speed

20 YUR

Reinvestment Period (YRS)