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

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-2-LUYH20.9008.80--XXX--27.00%-FzvbkwohESPU-160ATOV+160-823.00000
B-2-TPYA7.00088.00-ZZZ----74.00%-Hvzco---8.85%8.850%145.00000
P-1-KMVH621.6008.10-RRRZZZ--54.86%-BsojhmahVYSB-136OPIO+136-346.00000
H-1i-AILY65.4006.20-HH---49.70%-OvpxmcioEVDZ-165ZTYA+165-687.00000
K-1r-AQZB6.3001.40-RR---36.00%-TkhkcvvoXNUU-185IDGM+185-382.00000
V-XQPU62.0005.40-A---63.00%-VrubkukvWCGQ-210SLOH+210-424.00000
A-QMNR47.00073.40-UU----6.53%----690BWWA+690-135.00000
D-HCHW2.7004.20--MMM----AesbjraxXIFN-115UJQI+115-913.00000
B-2-XTEM35.0009.30-GG---17.00%-MkkzqyirQUGR-175EAIX+175-196.00000
I-1-OECC10.0006.80-VVV---99.00%-VsyfzabhMXWK-310LGJN+310-896.00000
U-IBZI1.00072.20-G----1.40%-------Retained
CkoLSA48.000--------------Retained
Tranche Comments
D-H: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Dly S; P-1-K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/Xqx A; N-2-L: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Hnj L; H-1i-A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Aeq G; K-1r-A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Y/Rxw G; B-2-X: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Koo Z; V-X: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Zus H; I-1-O: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Mjg H; B-2-T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Hye A; A-Q: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Hzm M; U-I: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Ovy B; Cko: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Rwx V;
Deal Comments
Itptc. Dtu-Qbff Mtnstpk 2.00
Pricing Speed
20 DHU
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 4, 2018
WAL Test Period (YRS)
4
WAL Test Period End Date
Mar 18, 2025

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