Barings CLO Ltd (BABSN) 2024-IV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TYRP19.0002.80--G--13.00%-JblwzjkeVKCE190c190IUQT+190--
N-1CCN30.0008.40--TTT---22.00%-FmsfcjpgQBWE280-290290NKVA+290--
N-1AXM252.2006.50-AAADDD--43.20%-CxwleyiiJHYR-135JIWR+135--
OHIM90.0008.70--GG--38.00%-ChhdthkrMZJE160-165165GNYP+165--
AaegsfFBN98.100--------------Retained
H-2TPT54.8006.30--CCC--27.00%-JkblbybrVSAL150m150SIKD+150--
VURD93.00095.00--KK---4.00%-WktlpoctSDVQ550-575595EOYT+595--
K-2ZNB9.0005.70--PPP---22.00%-QdyproyqQQAP425-435445QPHV+445--
Tranche Comments
N-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144E/Ihj H; H-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144O/Jps O; O: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144P/Pmi O; T: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144N/Wll G; N-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144D/Bto T; K-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144Y/Uvd T; V: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144O/Hvk I; Aaegsf: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144Y/Lef F;
Deal Comments
Sxx Sutt Afssxhb 2.00
Pricing Speed
20% QFX
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 8, 2003
Refinancing
Yes

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