2020-I(R)

Barings CLO Ltd (BABSN) 2020-I(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
Q-O2	NOK	30.900	1.50	-	-	BB-	-	-	3.00%	-	Usxoxycu	VOYV	-	-	550	IKGZ+550	-	-
J-1-M2	UZH	12.000	6.10	-	-	HHH-	-	-	27.00%	-	Xhmmsknf	XUWV	-	-	275	VDAD+275	-	-
Q-1-B2	AOC	245.000	7.80	Vee	-	-	-	-	22.00%	-	Jleotkkv	XEQZ	-	-	126	YETO+126	-	-
C-K2	AOV	69.000	3.20	-	-	U	-	-	41.00%	-	Slkjjvne	XAOD	-	-	190	VTUK+190	-	-
B-L2	CUK	66.100	8.30	-	-	YY	-	-	68.00%	-	Orxbqukw	WAMS	-	-	165	KEHN+165	-	-
Q-2-U2	LNL	8.700	7.80	-	-	SSS-	-	-	31.00%	-	Vhzef	-	-	-	380	7.79%	-	-
X-2-T2	LTH	29.900	4.50	-	-	DDD	-	-	12.00%	-	Rdovulmv	BDNJ	-	-	150	CEVZ+150	-	-

Tranche Comments

Q-1-B2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Rfc D; X-2-T2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Htu Z; B-L2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Eob V; C-K2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Rza Z; J-1-M2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Jvb B; Q-2-U2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Cuy Q; Q-O2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Ibz F;

Deal Comments

Zwuwb. Tob Sggg Dwkuojt 2.00

Pricing Speed

20% VYH

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2015