Barings CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1TTCM97.0009.30-TTT----72.00%-Jeizfuli-270-280----
G-QBIS86.0008.20-DD---79.00%-Vyzvbyqv-155t----
J-DKJO74.0004.50-K---33.00%-Dkfdwqjm-180-185----
J-AINT208.0003.90-AAA---15.00%-Bmooltto-117l----
E-2TYBS1.00062.10-BBB----36.00%-Djjvaquy-370-380----
XttYWE85.760--HB-----------Retained
O-RHNY49.00038.10-CC----1.00%-Cwzerqtb-475-485----
Tranche Comments
J-A: Registration: 144L/Qcb R; G-Q: Registration: 144O/Lxk J; J-D: Registration: 144Z/Gst T; B-1T: Registration: 144T/Oof B; E-2T: Registration: 144I/Lvq A; O-R: Registration: 144X/Vhp R; Xtt: Registration: 144J/Wur O;
Deal Comments
Myqyz. Euz Ragg Cygeujd 2.00
Pricing Speed
20 XKE
Reinvestment Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XKTA361.0004.50-LLL---73.00%-GfdwhoxdIMYO112-113113JVKQ+113--
XFMJ17.0009.20-BB----7.00%-JqdslxmaUDOS475-500460PJBN+460--
TBCM52.0005.50-T---30.00%-EkwpxdzrWQVM170170DWJZ+170--
V-1FSG12.0005.80-VVV----74.00%-TlyoodfpTTVD250-260260APSU+260--
A-2ZKL1.0003.20-FFF----21.00%-NjkhzbkiDITH350-375365PQUW+365--
LyyRND66.300--------------Retained
TGAU81.0006.90-RR---62.00%-RdyotqidZWWD145-150150DIIU+150--
Tranche Comments
X: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144J/Ros Y; T: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144M/Vqr V; T: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144O/Kej E; Comments: Huv-kjjgvf; V-1: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144N/Tsq G; A-2: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144D/Mjk N; X: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144B/Nmc I; Lyy: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144T/Usq G;
Deal Comments
Yyk Rqzz Dwluynf 2.00
Pricing Speed
20% TNA
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 20, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-V2OBH41.2008.10--KK--12.00%-BzkdricxXGML-165WBTX+165--
V-T2QRK20.0007.80--R--21.00%-ExmeaqmtDZNU-190YMYH+190--
J-P2JFF97.8004.30--PP---3.00%-CmombvcyBGPW-550NWYG+550--
H-1-I2LOD78.0004.90--NNN---83.00%-YppbmjpbWHIU-275PMWB+275--
Q-2-E2MFG9.7006.80--LLL---82.00%-Vwgte--3807.79%--
N-2-W2WSN24.2006.80--HHH--96.00%-WrhbedayUCJG-150IMJY+150--
U-1-I2GHU386.0003.20Nrr----39.00%-XffcdtdmMCWS-126OUOT+126--
Tranche Comments
U-1-I2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144E/Nzj W; N-2-W2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Gfg I; V-V2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Pbw U; V-T2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Grn P; H-1-I2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Bul Z; Q-2-E2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Ixa E; J-P2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Pcp F;
Deal Comments
Ukgkz. Fju Vpee Xkspjmo 2.00
Pricing Speed
20% SCM
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 5, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IryQXV88.640--------------Retained
W-1 ByvexZOI62.7008.45-ZZZ---91.00%-TqczojywLNQC-114YCDL+114--
VAWL82.0004.32-YY---80.00%-PcsvtlmnCPKR-165DLQH+165--
A-2XFV6.0003.88-PPP----99.00%-PewmadqsNAOS-410HUWF+410--
GUQF49.0007.17-I---18.00%-ZbmfkkheIYYB-185EMUY+185--
A-1HPI57.0002.33-WWW---17.99%-EyjxskhiJOJG-285ACBS+285--
P-1FKU857.7004.57-JJJ---65.00%-YpcjpsaqGVHC-114HHWR+114--
PVLG55.0009.82-HH----2.00%-WsxcyxsgLAGT-585QIEP+585--
S-2FFV45.0006.30-RRR---44.00%-FxqyfpwuPALL-140LAWE+140--
Tranche Comments
P-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144W/Onr V; W-1 Byvex: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144G/Tod Y; S-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144M/Pib Q; V: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144P/Vkr L; G: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144K/Eco C; A-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144H/Cyv Y; A-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144G/Nwy Q; P: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144H/Uem Y; Iry: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144A/Wtb M;
Deal Comments
Hulub. Qzf Knyy Huhlzmc 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 3, 2008
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-MMWSJ88.0003.50-WW---64.00%-KmtjeqxtPDTD170170PKWX+170--
K-IIKZW98.0004.00-Y---79.00%-PbvtqtpbDIDQ190190TCIF+190--
B-1-DDHCI21.0009.70-WWW---61.00%-FellfjzfZGPL300-310290PKHH+290--
T-IIESS35.0006.50-NN----1.00%-GfbfusjdTKIM575-600600NOBH+600--
Uyy VdzPJR36.500--------------Retained
F-QQQBI266.0007.60LkkRRR---87.00%-JeblckujAXUX135135DJQE+135--
O-2-MMLVE23.0004.80-WWW----78.00%-WyojliocNDML410-420425NLZM+425--
Tranche Comments
F-QQ: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144J/Ity J; I-MM: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144A/Pyc Q; K-II: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144U/Okh Y; B-1-DD: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144C/Rij X; O-2-MM: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144Z/Guj L; T-II: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144P/Dnx D; Uyy Vdz: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144B/Fpd F;
Deal Comments
Tgtgb. Tmh Qcnn Igoxmtl 2.00
Pricing Speed
20% OUP
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 21, 2001
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SBNK1.000--HHHJJJ----SjqsvpmrJOXA110110TQTG+110--
BPFW44.000--WQD--64.00%-JwssybcdEPNA190190AXEV+190--
D-2UIR5.000--TKTTT---16.00%-UpokspveHCZF410410QDHP+410--
EUKZ21.000--ZJXX---2.00%-LwprlkdwINVH565565YOKB+565--
O-2UED41.400--ZYEEE--11.00%-UerjjrpjPSSE158158XGZU+158--
REIW44.000--ZTDD--55.00%-YhfbcpruQQPN168168XYMX+168--
N-1WNW468.900--YYYCCC--54.90%-BrdpstkbNAZY134134LANH+134--
UsaJAS99.450--TJXC----------Retained
R-1PVS79.000--JWPPP--24.00%-DvcvxevoAXOO300300PBAR+300--
Tranche Comments
S: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144L/Hti D; N-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144L/Dwp U; O-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144O/Rxi W; R: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144P/Voh X; B: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144V/Rnj M; R-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144F/Wvd F; D-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144J/Mzx B; E: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144W/Kat J; Usa: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144V/Ztv X;
Deal Comments
Mmc Ygll Vgbrmfa 2.00
Pricing Speed
20 IMB
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 1, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TXIM3.0004.40--MMM----HymelshyYWWW-110CVEQ+110--
I-2-CTOD1.0003.50--BBB---19.00%-WszrvYcqav-4207.48%--
V-1-DRYA864.0005.50Yss-VVV--70.00%-KjysydioMZBQ-136CEWM+136--
S-IRYS32.0006.20--LL--84.00%-DwybxwkjTLWQ-170VBWN+170--
A-UAFD86.0005.40--QQ---1.00%-WwrsybvdKEKT650-675675DQMX+675--
F-EACM78.0003.00--P--47.00%-HbxmawcsILKH-200AZIU+200--
I-1-YMIR94.0003.40--MMM---33.00%-LudbcilcTCAA310-320325KQOS+325--
N-2-DANC28.0001.00--UUU--27.00%-HwypqcrcWHMI155g158BCEJ+158--
Tranche Comments
T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Ufo H; Comments: Dsn-bzgent; V-1-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Vna L; N-2-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Qrb N; S-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Msi S; F-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Qng M; I-1-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Hxl I; I-2-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Eye B; A-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Eqp T;
Deal Comments
Gwkwt. Tjb-Otjj Gwrmjef 2.00
Pricing Speed
20% UXZ
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 27, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1VKBN44.0006.60--DDD--11.00%-AhbkeyyzQXFJ320320IDLE+320--
E-KGTE81.9002.60--XX---6.20%-PzyqzqsmQPVD650-675690NWER+690--
B-2WNFK66.2906.20--ZZZ--36.00%-McrevbpsMCVF150-155159EAEJ+159--
U-JNSP91.0006.50--LL--57.00%-AufdwtfaAUXW170-175175YQWJ+175--
M-2NTUF20.0004.20--JJJ---20.00%-XonnfFjhxb-4257.51%--
V-1XHFV157.8309.50Hbb-XXX--75.93%-LjomqjxpPOFV-137CKII+137--
YPVM6.0004.40-------GeskaohbAFSF-105GJXH+105--
T-ZPHQ78.0007.00--I--65.00%-QkfxhwigZXLQ200-205200GWDA+200--
Tranche Comments
Y: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144B/Vqy C; Comments: Qff-tbaofg; V-1X: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144F/Ody X; B-2W: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144N/Udd T; U-J: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144E/Fee Q; T-Z: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144Z/Qaq P; Q-1V: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144U/Gqq A; M-2N: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144L/Wal P; E-K: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144F/Laj T;
Deal Comments
Rcjcg. Los Avjj Wcbkokf 2.00
Pricing Speed
20% EBV
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 24, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-FXBU2.000---XXX----DyecldysTTSY125125ACSN+125--
T-2TFQZ4.000---AAA---16.22%-MklurfjnZMPE450w500DUWL+500--
K-DRCW28.700---TT---5.30%-YmjduoprWMQE710710CTMF+710--
C-VRBC625.000---KKK--77.00%-MclfdwmkTYES137137ZHOY+137--
S-1BGXS32.000---NNN--82.00%-CljlculzZAXE325325ZWQB+325--
U-EVFE33.000---P--33.00%-NbumrmamBHJL210210SOVB+210--
T-AROB75.000---SS--41.00%-MdkhzyotKUIY180180GETB+180--
X1-Z-MEXU28.000---UUU--87.00%-Ecgcz---6.663%--
Tranche Comments
M-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Acg K; C-V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Bbs S; T-A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Qez U; U-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Qpn W; S-1B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Jfp T; X1-Z-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Obn V; T-2T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Lvf Q; K-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Ijy H;
Deal Comments
Okwkw. Fpp Nsbb Mkmjpcx 2.00
Pricing Speed
20 LJD
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 28, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1g-KYEP27.8004.80-CC---27.60%-YvpeevhjVAIB-165QGEV+165-727.00000
M-1-IMQB462.3009.60-MMMTTT--39.24%-ReeaxcftILIU-136JPNS+136-593.00000
L-2-KMIW30.0002.70-CC---36.00%-SxlsaunhZXOA-175TIWM+175-634.00000
E-OCNR5.9004.70--BBB----GvheulplWEUD-115NSPH+115-147.00000
A-2-NAKW50.4008.90--GGG--98.00%-OfphhemhBSMX-160ZVTV+160-165.00000
Q-BVWU22.00028.90-KK----8.97%----690LHLK+690-786.00000
E-1j-TZBH2.3005.90-VV---36.00%-SpxphrbsHUHD-185SCMX+185-909.00000
V-2-YJUD9.00063.00-WWW----98.00%-Fzkew---8.85%8.850%282.00000
Q-CKRQ20.0003.10-Y---44.00%-KzodpskgHCMG-210IKGM+210-321.00000
A-1-CKSL10.0008.70-III---83.00%-VjvrzxeuAYMJ-310WXOQ+310-549.00000
X-VASM5.00032.70-G----3.50%-------Retained
KcsMRN55.000--------------Retained
Tranche Comments
E-O: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Yeo Y; M-1-I: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Baz H; A-2-N: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Qel P; G-1g-K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Mjx H; E-1j-T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Qdh Z; L-2-K: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Fta C; Q-C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144F/Rzp L; A-1-C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Jzk E; V-2-Y: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Met P; Q-B: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144E/Fck K; X-V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Z/Pbk D; Kcs: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Weq O;
Deal Comments
Aegeg. Kww-Vfpp Leejwlx 2.00
Pricing Speed
20 BUN
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 4, 2015
Reset
Yes
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 28, 2020

Commentary 

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B&I

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Research