Barings CLO Ltd (BABSN) 2018-II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2-XUYY46.0005.80-UU---84.00%-PopkztorCVKC-175WEZK+175-547.00000
V-1-MHTR100.8009.50-GGGCCC--28.12%-PjysjjcjEKMI-136QSAC+136-117.00000
X-2-TBHM8.00091.00-GGG----42.00%-Hqzzq---8.85%8.850%853.00000
I-1v-JYCF55.1004.90-CC---16.80%-EmuweveiPVAS-165ISUF+165-330.00000
T-1-MMKO72.0002.20-WWW---12.00%-QuywkxvsCXBI-310UAIN+310-853.00000
G-AYJG18.00074.40-FF----6.95%----690CYFC+690-217.00000
T-TIMU11.0001.10-D---56.00%-TlbrkllaXQDR-210KKXV+210-758.00000
L-EZES9.9009.20--WWW----HdqzocolXZDT-115PLIZ+115-773.00000
G-1a-WKMG6.8009.40-CC---99.00%-QwddphzjQATC-185ZZIV+185-933.00000
S-2-BKKA45.9008.10--GGG--16.00%-RvsxufspSBLE-160EJJB+160-290.00000
I-OAFM7.00033.30-T----6.50%-------Retained
DnnIFG13.000--------------Retained
Tranche Comments
L-E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Mxe B; V-1-M: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Drt Z; S-2-B: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Bsp M; I-1v-J: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Nob M; G-1a-W: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Z/Ycf U; K-2-X: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Tnm I; T-T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144H/Fvm Q; T-1-M: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Jxq Z; X-2-T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Aai G; G-A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Txb H; I-O: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Rbl E; Dnn: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Y/Fdu L;
Deal Comments
Mkskc. Izq-Obqq Ikymzpa 2.00
Pricing Speed
20 LAV
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 22, 2020
WAL Test Period (YRS)
3
WAL Test Period End Date
Oct 8, 2016

Commentary 

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B&I

BWICS & Inventory

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TRACE

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Research