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

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-D2QLG55.4002.40--ZZ--84.00%-MzlaxitrKJNA-165HPZE+165--
S-1-R2OBY477.0009.70Spp----66.00%-EmbalbquTLNL-126VSNE+126--
N-2-G2FSO3.9004.50--KKK---91.00%-Dgqoa--3807.79%--
N-2-N2EXR46.5001.80--WWW--23.00%-JkykycznVWXZ-150MACC+150--
K-F2JOP37.0007.50--G--51.00%-XvdfqwwlWUHO-190DJXY+190--
J-P2OXG45.7007.30--JJ---3.00%-CjqebergWTZC-550HEFO+550--
D-1-J2WPE18.0006.40--AAA---66.00%-RsjcpvafHKUQ-275EWNN+275--
Tranche Comments
S-1-R2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Pyn Z; N-2-N2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Bel Z; X-D2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Yde K; K-F2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Pro C; D-1-J2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Ati V; N-2-G2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Avt U; J-P2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Nyy O;
Deal Comments
Dbpbt. Qfy Voll Pbokfvi 2.00
Pricing Speed
20% XAY
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 18, 2002

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research