Barings CLO Ltd (BABSN) 2024-II

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZJJE13.0004.60--VV--80.00%-SddrpkrwGLSK170-175170QCMG+170-487.00000
WwgwhaNRW35.500---SO----------Retained
J-2TPU61.0008.30--PPP--24.00%-GmubkkzyDQJQ160160MYEM+160-712.00000
R-1QJA933.0008.80--EEE--39.00%-LsddhicmIBNP143143PPNI+143-931.00000
FQSH97.0008.10--BBB---85.00%-CxfaydvxXBYT300-310315CXDC+315-659.00000
TWPP56.0003.10--N--50.00%-PdwrlqlfMEOZ200-205200VATV+200-161.00000
SEAF35.00013.60--RR---3.00%-FcyvrwqdVSDB560-575590CJEI+590-768.00000
Tranche Comments
R-1: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144H/Uti G; J-2: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144E/Zel U; Z: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144V/Hki L; T: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144B/Wia Q; F: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144E/Zjx C; S: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144J/Oex C; Wwgwha: First Pay: 2025-01-15; Redemption: 2026-07-11; Registration: 144N/Phd B;
Deal Comments
Lju-Obaa Xuuojfz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 6, 2008

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