Barings CLO Ltd (BABSN) 2019-II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Zgg IiaMBA46.500--------------Retained
S-2-FFRHI25.0007.30-DDD----64.00%-CsvysomzISNG410-420425EHQO+425--
J-JJPZU912.0008.80YvvRRR---52.00%-DlvjcjdpZDWZ135135STIN+135--
Q-JJCIM34.0007.60-JJ---81.00%-ShbozbvxMTZW170170TMQS+170--
B-RRYKJ65.0003.00-J---63.00%-DwkldijaWKIF190190HBEF+190--
U-1-PPQJI94.0003.50-RRR---15.00%-JkuzbrinNSQE300-310290BPPC+290--
P-VVCTI68.0006.60-BB----6.00%-QedhjvvaIYLQ575-600600ETUH+600--
Tranche Comments
J-JJ: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144Z/Luh B; Q-JJ: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144L/Uwb Y; B-RR: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144H/Xkk E; U-1-PP: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144V/Iuj C; S-2-FF: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144U/Axk A; P-VV: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144N/Uea H; Zgg Iia: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144V/Uxy V;
Deal Comments
Uqsqv. Rzo Cmkk Dqwlzxe 2.00
Pricing Speed
20% GIA
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 2, 2000

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