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

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-PRGV9.7004.70Ymm------Fuaouysa3qU-703dB+70--
E-JBYV44.1317.70X2----47.62%-Thoswoqu3bJ-1953zB+195--
V-CVAT785.0001.30Wrr----66.00%-Eicfdtbi3xE-1013tQ+101--
F-AVBN20.4814.50Qgg3----23.30%-Wvxhkpon3vV-2903jU+290--
P-QYYR97.0002.50Tw2----47.00%-Qvsebaho3nK-1503hR+150--
VckMVW89.200-CC------------Retained
N-SRXM41.2208.80Qk3----3.00%-Zjczcvqj3cD-6153qQ+615--
Tranche Comments
S-P: Redemption: 2022-10-15; Registration: 144H/Ary O; V-C: Redemption: 2022-10-15; Registration: 144W/Max I; P-Q: Redemption: 2022-10-15; Registration: 144C/Zpm M; E-J: Redemption: 2022-10-15; Registration: 144M/Wzv O; F-A: Redemption: 2022-10-15; Registration: 144Q/Pzl R; N-S: Redemption: 2022-10-15; Registration: 144C/Fvf H; Vck: Redemption: 2022-10-15; Registration: 144N/Lch M;
Deal Comments
Gqvihphaihn. Zmh Fpnn Gqhimko 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 20, 1997

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