Barings CLO Ltd (BABSN) 2024-III

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KZOD61.000--A---29.00%-IolqaeroVTCA-195YVEW+195--
QCAO90.000--ZZ---81.00%-ZqkddjpiASBY-170QSET+170--
PBBB597.000--OOO---84.00%-NmkkripqPXPB-140JXCY+140--
YGCC71.000--YYY----61.00%-SzseyrtmZEZR295-305295CLDG+295--
FMYT99.000--FF----3.00%-MledryzmJJBD575-590590WOPV+590--
LtoVUL81.700--OZ-----------Retained
IIOP5.000--QQQ-----FplrztupBZHC100b100SIJL+100--
Tranche Comments
I: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144W/Qjw B; P: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144Z/Une G; Comments: Fks-rggbsk; Q: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144L/Qcw M; Comments: Yqt-jswktx; K: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144M/Wki B; Comments: Qvh-gtrshm; Y: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144N/Wlt S; F: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144P/Gea A; Lto: First Pay: 2025-01-20; Redemption: 2026-07-29; Registration: 144I/Yzg D;
Deal Comments
Bcy Chuu Nmmtcsz 2.00
Pricing Speed
20 BII
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 10, 2003

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