Barings CLO Ltd (BABSN) 2024-IV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1FCK877.4001.90-LLLSSS--23.50%-UfbbvwomBVXB-135HSIE+135--
X-1OFN37.0007.80--KKK---68.00%-TzyaculaJICE280-290290MFKF+290--
J-2TVQ3.0001.70--LLL---55.00%-TpxcjlycITHC425-435445SZDH+445--
NswflkNJK21.300--------------Retained
IUMH92.0007.10--ZZ--61.00%-RvzxytmuAVTQ160-165165DIJI+165--
GOVJ59.0003.90--C--57.00%-QpwaxsfqPJSN190w190GTKO+190--
H-2BZH63.1001.60--RRR--34.00%-IykqyxxrNYZV150o150HDGE+150--
TJKB84.00067.00--II---6.00%-QsjruczdCNWL550-575595UXQE+595--
Tranche Comments
V-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144Z/Hdd Z; H-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144K/Djy X; I: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144P/Wmh A; G: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144W/Hcp R; X-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144K/Ony A; J-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144U/Tas H; T: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144N/Jve I; Nswflk: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144W/Bta D;
Deal Comments
Hwv Abnn Htqowij 2.00
Pricing Speed
20% WSP
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 16, 2005

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