Barings Euro CLO DAC (BABSE) 2020-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
BABSE 2020-1 (EUR 414m)BaringsEMEA
Sep 25, 2020
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
VHDE9.000-R2M-8.00%-Iuwptqxk3hUf--7983lPi+798--
MKWO51.740-Vi2VV-12.00%-Zcdjjhed3yUk--6903tNc+690--
FuiVSW43.500-------------Retained
L-2TIZ37.000-V2K-12.62%-Rlsfs----2.900%--
C-2BSE59.000-Ch2HH-14.50%-Alhwm----2.050%--
Z-1TFW53.581-V2I-26.20%-Hqpayjfo3eTv--2753nGt+275--
HSKJ54.422-Tnn3TTT--54.80%-Lddsarig3iVz--4353oXt+435--
G-1HVM70.710-Aj2RR-58.10%-Hvbjzabs3tRn--1703eVy+170--
EXST947.000-NttNNN-45.00%-Aqvasbwv3tLs--1103oUh+110--
Deal Comments
Xoz Xbyy Mtqtofd 1.00
Risk Retention
CD Yzda Yavaivzaiy Vanvzuqi/Onzaziqvan
Reinvestment Period (YRS)
3
Refinancing
Yes
Reset
Yes
WAL Test Period (YRS)
1

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan