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
B-2	UMF	7.000	-	-	UY	DDD-	-	-	84.00%	-	Fzmptkaj	UESH	-	410	410	SOAW+410	-	-
E-2	WXL	33.900	-	-	US	BBB	-	-	73.00%	-	Vevdmhaf	YCYX	-	158	158	TTHQ+158	-	-
Q	IRY	72.000	-	-	KV	II-	-	-	3.00%	-	Mevmzkqm	ZULW	-	565	565	LLLA+565	-	-
J	IQQ	92.000	-	-	QS	PP	-	-	18.00%	-	Wpebwfni	TSTK	-	168	168	USDH+168	-	-
Xiy	TOJ	19.890	-	-	CW	JA	-	-	-	-	-	-	-	-	-	-	-	Retained
D	TVM	27.000	-	-	YD	T	-	-	26.00%	-	Gwklhjxx	GYYG	-	190	190	SQCQ+190	-	-
L-1	ZBW	29.000	-	-	HI	JJJ	-	-	70.00%	-	Qrsuwzkw	GTCK	-	300	300	PLTV+300	-	-
F-1	CXR	553.500	-	-	NNN	JJJ	-	-	40.80%	-	Gsealrtf	QUIZ	-	134	134	GYZP+134	-	-
T	XWB	2.000	-	-	GGG	QQQ	-	-	-	-	Mwlzhkkb	BZFD	-	110	110	WQGP+110	-	-

Tranche Comments

T: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144E/Rka O; F-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144N/Kwr W; E-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144N/Fwd A; J: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144J/Dws A; D: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144A/Udb A; L-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144K/Yrf Z; B-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144M/Yxn Y; Q: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144W/Vik G; Xiy: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144H/Dce S;

Deal Comments

Vbq Bpjj Jcovbmz 2.00

Pricing Speed

20 JXT

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2018