Barings CLO Ltd (BABSN) 2023-I

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ENNI923.0007.90--MMM--88.50%-MejhyhceCGJW-175CIMQ+175--
BAVT98.0002.90--CCC---32.65%-YjelsvljKYGX-520ZYMR+520--
CfqUNS23.000---JW----------Retained
HHCB12.00075.10--GG---1.50%-IqvxtkxjTGNP-825NOPU+800--
YGZE81.0002.80--AA--11.45%-ZbimtwbiYLSY-230MSZH+230--
OFMJ60.0004.80--Q--48.30%-PmwmokmfDUDU-310KAUA+310--
Tranche Comments
E: Redemption: 2025-04-20; Registration: 144Z/Ppr E; Y: Redemption: 2025-04-20; Registration: 144U/Xyw U; O: Redemption: 2025-04-20; Registration: 144U/Ecx Q; B: Redemption: 2025-04-20; Registration: 144U/Leq C; H: Redemption: 2025-04-20; Registration: 144J/Cik V; Cfq: Redemption: 2025-04-20; Registration: 144L/Fzk I;
Deal Comments
Wpw Hvll Vptjphq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 18, 1997

Commentary 

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B&I

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Research