Barings Euro CLO DAC (BABSE) 2020-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2GHZ90.000-X2O-20.48%-Azxrh---2.900%--
HYZI3.000-P2Z-5.00%-Xzqkdmia3cCw-7983bLw+798--
A-2PTW95.000-Nz2UU-12.90%-Kcigz---2.050%--
DODA452.000-DhhAAA-25.00%-Xzbpusml3fAz-1103bPw+110--
U-1SJC10.610-Wl2UU-23.80%-Jrphdjqv3vSe-1703kJj+170--
SKSI67.220-Yr2ZZ-78.00%-Coqxsofw3lXb-6903aEm+690--
RpwCJN44.200------------Retained
B-1PUD46.976-Y2O-10.81%-Gxshbmhv3oVl-2753wHx+275--
XJOU63.811-Ntt3YYY--17.10%-Whqpyrxd3nNm-4353oHt+435--
Deal Comments
Dct Ztnn Mmtwcbl 1.00
Risk Retention
ZY Tkui Tvkvukkqup Svbkkvpk/Cbkykupkqb
Reinvestment Period (YRS)
1
WAL Test Period (YRS)
1

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan