Barings CLO Ltd (BABSN) 2024-IV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2ZXA41.2005.10--EEE--99.00%-MhxbfimeYXYX150h150DTZW+150--
K-2GXH4.0006.90--HHH---76.00%-QhxmmorpESMV425-435445MCYP+445--
XMNH20.00034.00--II---6.00%-VfprdjweKVUD550-575595QOBX+595--
U-1YEV47.0007.60--PPP---34.00%-CrcbmvopDOOS280-290290ZQSR+290--
A-1GRS583.2007.40-QQQEEE--52.10%-GnojewhnJKPZ-135BIFG+135--
VJGN49.0008.50--LL--74.00%-GwfcuurdEWYJ160-165165TBAP+165--
NggdvqOUT17.500--------------Retained
PNEH12.0002.90--P--89.00%-PslxztirSOPM190d190PCTW+190--
Tranche Comments
A-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144N/Ldp C; L-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144G/Eqj L; V: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144O/Bkp L; P: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144I/Psh Z; U-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144H/Fkr I; K-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144W/Okd X; X: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144E/Iaa Q; Nggdvq: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144H/Mmt E;
Deal Comments
Uka Zzcc Zalykgt 2.00
Pricing Speed
20% VJU
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 8, 2018

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