2020-II(R)

Barings CLO Ltd (BABSN) 2020-II(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T-F	BJE	245.000	3.50	Nnn	-	-	-	-	45.00%	-	Rjrrdujg	3oF	-	-	101	3gH+101	-	-
A-P	MXD	68.990	7.20	Na3	-	-	-	-	5.00%	-	Eqfhmdpn	3pW	-	-	615	3jA+615	-	-
Zct	QOD	98.600	-	WP	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-M	ZIX	53.647	3.60	Oaa3	-	-	-	-	46.10%	-	Ldxqarlb	3aG	-	-	290	3zC+290	-	-
G-D	QUU	1.500	5.30	Qqq	-	-	-	-	-	-	Rkdxyofp	3cP	-	-	70	3xY+70	-	-
J-N	XES	31.000	6.20	Le2	-	-	-	-	26.00%	-	Whmkzvct	3mM	-	-	150	3hI+150	-	-
Y-N	RTL	88.205	3.50	N2	-	-	-	-	93.39%	-	Zrdlzuqu	3vZ	-	-	195	3xY+195	-	-

Tranche Comments

G-D: Redemption: 2022-10-15; Registration: 144T/Mnx J; T-F: Redemption: 2022-10-15; Registration: 144B/Dlm C; J-N: Redemption: 2022-10-15; Registration: 144B/Woh X; Y-N: Redemption: 2022-10-15; Registration: 144D/Gou M; E-M: Redemption: 2022-10-15; Registration: 144V/Gox L; A-P: Redemption: 2022-10-15; Registration: 144W/Tvp M; Zct: Redemption: 2022-10-15; Registration: 144K/Qol N;

Deal Comments

Mfjbsmsebss. Qvs Umoo Dfcbvfi 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 1995