Barings Euro CLO DAC (BABSE) 2020-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1BJP69.590-Oq2JJ-37.70%-Dlsereox3eNo-1703pLc+170--
G-1OLX53.588-Z2A-84.60%-Ujrholwh3qKg-2753lIz+275--
HtoZBG10.800------------Retained
E-2YMG60.000-F2Z-26.24%-Ezkkc---2.900%--
VHGU5.000-Y2N-3.00%-Xrvutxph3zKn-7983gEh+798--
UWYT62.336-Jaa3JJJ--31.20%-Fuvzteok3tUc-4353bNp+435--
OMIQ31.840-Jq2KK-79.00%-Jccxbviq3eMi-6903lAk+690--
SLCU917.000-QttRRR-22.00%-Zbcxqvvl3vKq-1103rSi+110--
D-2ICM56.000-Lj2BB-30.60%-Tvpun---2.050%--
Deal Comments
Kuk Dzff Fgbeups 1.00
Risk Retention
SB Sbyd Swbwkbbskq Lwvbbyhv/Mvbpbkhbsv
Reinvestment Period (YRS)
4
Refinancing
Yes
WAL Test Period (YRS)
8