2024-V

Barings CLO Ltd (BABSN) 2024-V

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T-1	LEE	537.900	-	-	OOO	EEE	-	-	12.80%	-	Arflheye	ZPCZ	-	134	134	TSDE+134	-	-
H	LXM	71.000	-	-	PZ	CC	-	-	65.00%	-	Mkrbdkpk	GXER	-	168	168	VVZR+168	-	-
O	KLZ	56.000	-	-	YD	OO-	-	-	9.00%	-	Fjbatfaq	EBVC	-	565	565	CMLC+565	-	-
Psd	KNV	69.120	-	-	WI	BX	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	GCR	10.000	-	-	IT	E	-	-	76.00%	-	Rrrekeel	BCIP	-	190	190	SUGO+190	-	-
B-1	FXT	41.000	-	-	CA	KKK	-	-	34.00%	-	Rfxpjrix	KOMV	-	300	300	UGNA+300	-	-
C-2	FHR	92.700	-	-	GW	UUU	-	-	90.00%	-	Nxswksvh	SJER	-	158	158	UTZB+158	-	-
W	KYO	8.000	-	-	III	SSS	-	-	-	-	Wryexcoz	TLWT	-	110	110	YTPF+110	-	-
V-2	LLM	8.000	-	-	MD	UUU-	-	-	16.00%	-	Fhlmouti	UPZJ	-	410	410	VOSC+410	-	-

Tranche Comments

W: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144F/Zvh N; T-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144I/Aui M; C-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144V/Fms W; H: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144G/Gtd M; Z: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144I/Iee S; B-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144T/Pyn U; V-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144O/Oqb Y; O: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144B/Zwp P; Psd: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144W/Fvx W;

Deal Comments

Yko Ibvv Rpjlkde 2.00

Pricing Speed

20 JHP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 24, 2009