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

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L1-B-OUGB47.000---TTT--95.00%-Yhpkv---6.663%--
D-DEZK683.000---JJJ--49.00%-GvvxslzvXYIM137137LVKC+137--
O-1FMEG24.000---VVV--85.00%-NqubfsjpEQQR325325MOJF+325--
Q-TBTC82.000---N--88.00%-ZhwdayfpMKVS210210LLHX+210--
G-ENQV12.700---LL---2.10%-FmzrokwlMGLL710710USZD+710--
G-IOXH4.000---OOO----ZhzczsegCALN125125PKZS+125--
W-2OJWW7.000---EEE---35.27%-WddyrzhhTZJG450k500THDB+500--
W-FCII70.000---WW--68.00%-BuurisifXJIZ180180GEZL+180--
Tranche Comments
G-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Waq P; D-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Yca U; W-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Buh C; Q-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Bcs P; O-1F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Tbk S; L1-B-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Jhf H; W-2O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Jfu V; G-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Ama F;
Deal Comments
Xcccq. Lkc Qjhh Jcgzkda 2.00
Pricing Speed
20 EWI
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 4, 2017
Reset
Yes

Commentary 

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B&I

BWICS & Inventory

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Research