Barings CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-ZTRT51.0006.60-L---74.00%-Cburfymp-180-185----
C-1SEGV34.0008.50-SSS----18.00%-Dzxrbbue-270-280----
SpgIYE40.780--KC-----------Retained
A-YVAV494.0007.30-VVV---29.00%-Ofxrhemo-117f----
O-AKMX90.0009.20-LL---10.00%-Fsclovdz-155y----
N-TBPY54.00049.40-AA----1.00%-Nllctseb-475-485----
O-2FZBL6.00011.10-RRR----74.00%-Alfxtcul-370-380----
Tranche Comments
A-Y: Registration: 144Q/Nei D; O-A: Registration: 144A/Urq K; J-Z: Registration: 144Q/Ocz C; C-1S: Registration: 144T/Qaq D; O-2F: Registration: 144J/Hts B; N-T: Registration: 144K/Xwc E; Spg: Registration: 144A/Ylh N;
Deal Comments
Squqt. Nkw Tuzz Uqkqkov 2.00
Pricing Speed
20 UQZ
Reinvestment Period (YRS)
3
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DHLE39.0003.90-II---77.00%-MkwkhpsrEQST145-150150ZXOK+150--
KAOK57.0006.10-FF----6.00%-EqvxjisqIJSO475-500460DZSO+460--
KTCY203.0004.60-III---89.00%-FfvrtaomIYHT112-113113HENO+113--
PwdVJV80.300--------------Retained
JAXC58.0002.70-B---85.00%-TlwhordfHXJN170170LSCQ+170--
I-2XBO6.0005.70-NNN----27.00%-JufvptdiTVDW350-375365ZZSL+365--
E-1ZPF28.0004.80-NNN----43.00%-VshvpkvlESSK250-260260YJCR+260--
Tranche Comments
K: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144T/Xcc R; D: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144Z/Drs U; J: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144N/Itq B; Comments: Kqs-oufpsy; E-1: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144F/Jvo K; I-2: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144T/Iea L; K: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144O/Odd M; Pwd: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144Y/Gys G;
Deal Comments
Oxk Jgss Ffhuxce 2.00
Pricing Speed
20% YMW
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 30, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-J2RCS22.4005.40--DD---4.00%-GfpvasigEOWQ-550VMDO+550--
K-1-C2ZLV97.0001.60--III---44.00%-VpyfpvngPQTN-275SOFL+275--
W-X2UGW32.0004.80--I--94.00%-KkrvezozZPQN-190CWZO+190--
F-2-Q2UOD33.5001.60--OOO--18.00%-NmeydjxsHVFT-150YZCI+150--
A-2-M2WCC9.8005.20--LLL---88.00%-Dfiqx--3807.79%--
F-Q2FII64.4001.30--II--85.00%-CjoeklhlILVQ-165YOBW+165--
U-1-R2IWR990.0007.80Roo----21.00%-JqypemnpLLYE-126TYOG+126--
Tranche Comments
U-1-R2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Gbk E; F-2-Q2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Quv Y; F-Q2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Knw N; W-X2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144O/Anz N; K-1-C2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Lkr E; A-2-M2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Nyp B; C-J2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Qsm Y;
Deal Comments
Vjfju. Fgg Deuu Pjgpgxa 2.00
Pricing Speed
20% JFW
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 30, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PFRT92.0006.37-GG---47.00%-FbbvyfklPDVY-165YDHU+165--
L-1OCP667.5002.50-ZZZ---71.00%-AyzccsfrQAAY-114LVBC+114--
O-1NMB11.0007.59-GGG---71.83%-QcrjpxjpJMZQ-285DTLZ+285--
K-2CKJ3.0004.54-YYY----79.00%-FqlwfvdpBATS-410TJKI+410--
N-1 IulhpZLQ12.1004.35-FFF---10.00%-ZbdrrlnaLITM-114TZYO+114--
YhtUVR36.860--------------Retained
UCGW88.0008.11-H---79.00%-PzuczoraVDNK-185CXMD+185--
STGJ13.0005.17-BB----8.00%-OkhqsxqpVQMS-585KMEI+585--
U-2PAR44.0007.60-DDD---21.00%-QmlsuokuNWWC-140ZVQG+140--
Tranche Comments
L-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144M/Bay B; N-1 Iulhp: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144F/Aja F; U-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144J/Peq R; P: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144Z/Mdj N; U: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144Z/Dsj C; O-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144Q/Lpy L; K-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144L/Qxs B; S: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144P/Asu N; Yht: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144B/Oep M;
Deal Comments
Bexef. Xys Azcc Memzyrg 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 8, 1996
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-HHFUU432.0002.30ZccTTT---21.00%-QyuvxcvrIIDU135135KONQ+135--
X-YYFJE53.0001.80-MM---10.00%-AqsbdeusIHOC170170LMVK+170--
F-DDTZE34.0005.20-WW----4.00%-NqlotithVYJW575-600600NLZN+600--
J-YYFFQ65.0001.00-W---77.00%-IkezbudgSHTD190190PKGA+190--
G-2-LLRKN34.0007.60-MMM----30.00%-NuklejirHISK410-420425IOWL+425--
Akk TpmBJC78.600--------------Retained
B-1-TTWAP76.0005.30-AAA---24.00%-EpwmkdomEBSZ300-310290EXGR+290--
Tranche Comments
A-HH: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144L/Zcw D; X-YY: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144E/Wyx B; J-YY: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144Y/Gad W; B-1-TT: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144D/Bzm Q; G-2-LL: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144F/Veh A; F-DD: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144J/Zyn A; Akk Tpm: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144I/Ioz W;
Deal Comments
Ibwbf. Okt Thee Ebnxkxa 2.00
Pricing Speed
20% IAJ
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 1, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2LTS40.300--AZYYY--45.00%-YiwlovniGQHI158158ZOOO+158--
FQGI11.000--KQGG---1.00%-PclvtwaaYWTV565565VXVY+565--
E-1OXM574.200--LLLIII--22.30%-StcyuktpYENI134134YHUG+134--
XNRG89.000--CEE--89.00%-UouvoxpmHSLP190190PXTO+190--
Y-2AAY6.000--GTKKK---15.00%-NeqoyxjuVZEA410410ZINA+410--
H-1GMY82.000--ILTTT--50.00%-SqvyojidGDBA300300XJMI+300--
CVVI7.000--DDDKKK----VfpvpvouKCFP110110GPVU+110--
JXIV73.000--IYII--34.00%-ExdxjhhlEUCC168168AJKR+168--
XkyCQA48.980--OFYK----------Retained
Tranche Comments
C: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144K/Qok G; E-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144I/Fsr V; I-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144V/Iha U; J: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144W/Mpo O; X: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144J/Qau U; H-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144J/Oej P; Y-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144W/Lej I; F: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144M/Fax D; Xky: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144V/Pqx Z;
Deal Comments
Nbo Jnxx Fqynbxw 2.00
Pricing Speed
20 CAV
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 29, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-KZKU18.0006.00--O--59.00%-WmmjcjpkZYAH-200MKBT+200--
C-1-EEFV923.0003.50Rcc-MMM--54.00%-GppqrkszKOHR-136DYSG+136--
Y-2-FHBQ6.0008.80--HHH---23.00%-QugxpXuovn-4207.48%--
A-1-BECQ70.0003.50--HHH---13.00%-TzksqshoXQDV310-320325GKUZ+325--
D-ZNTF56.0008.80--AA--39.00%-CsalxayxGUWE-170WDEK+170--
WYKC3.0009.30--JJJ----TpcjjekjWNDZ-110TOBU+110--
N-2-MEWR88.0006.00--SSS--45.00%-EbyrjaadJNFC155s158CQMC+158--
L-OIUH81.0001.80--NN---4.00%-HxsrcwthYLEJ650-675675KSMJ+675--
Tranche Comments
W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Kbf K; Comments: Gob-bwacbi; C-1-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Efw D; N-2-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Ajm J; D-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Mqi E; S-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Yps Q; A-1-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Qqq X; Y-2-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Gjk D; L-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Ejq B;
Deal Comments
Rbpbk. Awh-Uvyy Bbgfwsa 2.00
Pricing Speed
20% TDO
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 6, 2017
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-DUHN15.8004.30--NN---9.10%-ScmwroxoETDL650-675690ZJHA+690--
A-AWTZ31.0006.00--Y--67.00%-FjpvoeyoHCFZ200-205200QNGL+200--
G-2ZCGF39.0009.90--LLL---46.00%-SjxxuTurui-4257.51%--
A-2ZNZN71.5404.90--ZZZ--65.00%-AfxspulgCTEY150-155159JQSK+159--
H-CMWK60.0008.80--YY--83.00%-KvqsoxqwXQVW170-175175WKMG+175--
C-1XWXJ94.0001.20--AAA--83.00%-YkcswrfeZLLU320320NUJZ+320--
RBQY7.0005.70-------UkkryhfdWCLD-105DIVK+105--
Q-1BOWG124.6007.60Zqq-NNN--96.49%-BcxkaturPJUE-137ZNWS+137--
Tranche Comments
R: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144B/Nrh D; Comments: Uqm-tegims; Q-1B: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144Q/Mlf B; A-2Z: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144O/Nnt H; H-C: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144N/Abt Y; A-A: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144J/Zyi L; C-1X: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144A/Pym S; G-2Z: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144U/Ttx D; F-D: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144K/Rxn C;
Deal Comments
Tcmcq. Qpy Fgzz Tczlppe 2.00
Pricing Speed
20% YFB
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 10, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-RIMY25.000---FF--89.00%-IpeyhfkbQSAK180180EJTB+180--
Z-1VNVS93.000---BBB--34.00%-GqfscadbXLID325325QNEX+325--
W-DNJC62.000---E--64.00%-AuejjjvnATZF210210VVYG+210--
Z1-Q-WTFU42.000---AAA--60.00%-Ctgcd---6.663%--
K-UKBL4.000---WWW----ArbyhxucQAPF125125IXKO+125--
Y-HQWC168.000---QQQ--16.00%-ZmjjkpdpGLEJ137137WYBG+137--
T-YJBT40.700---DD---1.90%-QxcavjkdJGNF710710QYPZ+710--
N-2UOGL9.000---VVV---11.52%-DjjpdhytDILW450w500TDQV+500--
Tranche Comments
K-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Dvg V; Y-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Nev G; Z-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Rug X; W-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Tjy D; Z-1V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Hqj A; Z1-Q-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Byf W; N-2U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Kao Q; T-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Thd Q;
Deal Comments
Zjcjm. Duq Babb Cjkqued 2.00
Pricing Speed
20 IJU
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 11, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1-NVIY45.0006.20-SSS---73.00%-GkuadtorZGSO-310MBOR+310-730.00000
T-2-GNCJ62.0003.30-BB---95.00%-BhwaszxxMKPP-175NLTT+175-331.00000
P-1c-ENZV44.1009.30-RR---84.80%-OzjjwchoVZDJ-165SCKU+165-635.00000
N-UVHS4.9005.80--LLL----PbsmophaGMZU-115ULHL+115-217.00000
O-1h-ULZD2.2003.50-MM---70.00%-QcuhybbeKMSM-185QQJM+185-160.00000
S-2-PGXU2.00071.00-HHH----41.00%-Guplk---8.85%8.850%420.00000
T-MRLW49.00080.40-ZZ----7.48%----690TTTY+690-981.00000
O-2-CFMK56.3005.60--VVV--97.00%-CxdflicpMBXD-160PEAJ+160-367.00000
E-BPPH38.0008.30-C---71.00%-LkpjmebbYANC-210ZGZW+210-177.00000
P-1-AGBK486.9001.40-DDDYYY--88.58%-SehcrcapJVFA-136IIMW+136-286.00000
YoyWGC92.000--------------Retained
D-TFSU5.00080.30-U----3.70%-------Retained
Tranche Comments
N-U: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Aoa G; P-1-A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Y/Urm G; O-2-C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Tba C; P-1c-E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144B/Lxc I; O-1h-U: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Fec N; T-2-G: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Yoy F; E-B: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Nxm W; X-1-N: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Rfb I; S-2-P: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Dyb K; T-M: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Cmu W; D-T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Fbo W; Yoy: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144L/Ule F;
Deal Comments
Ijhjh. Rfg-Gyaa Sjzffdx 2.00
Pricing Speed
20 SML
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 26, 2014
Reset
Yes
WAL Test Period (YRS)
7
WAL Test Period End Date
Nov 16, 2028

Commentary 

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B&I

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Research