Barings CLO (BABSN) 2020-I(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD1.000-Aaa------Floating3mL-653mL+65--
A-RUSD224.000-Aaa----36.00%-Floating3mL-1153mL+115--
B-RUSD42.000-Aa2----24.00%-Floating3mL-1653mL+165--
C-RUSD19.250-A2----18.50%-Floating3mL-2003mL+200--
D-RUSD21.000-Baa3----12.50%-Floating3mL-3203mL+320--
E-RUSD15.750-Ba3----8.00%-Floating3mL-6653mL+665--
Tranche Comments
X: First Pay: 2022-01-15; Redemption: 2023-10-15; A-R: First Pay: 2022-01-15; Redemption: 2023-10-15; B-R: First Pay: 2022-01-15; Redemption: 2023-10-15; C-R: First Pay: 2022-01-15; Redemption: 2023-10-15; D-R: First Pay: 2022-01-15; Redemption: 2023-10-15; E-R: First Pay: 2022-01-15; Redemption: 2023-10-15;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2026
Reset
Yes
Research
AllReportsSurveillanceOther

Explore all other research.