Barings Euro CLO BV (BABSE) 2018-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2OZW29.0009.20Jll-HHH29.00%-Xpupouzl3xUq-1203fQo+120-214.00000
K-1KJQZ51.0007.70Wt2-UU98.80%-Oufobhyi3dKy-2023kCq+202-106.00000
S1QUI10.2003.00G2-E28.30%-Zwcyosjb3nEa-2253kSk+225-342.00000
QVUP56.0008.90Sbb2-GGG64.10%-Wwsfrbyb3lXr-3203ePl+320-970.00000
P-1HSKH5.0001.70Vyy-OOO53.10%-Jjyzk---1.60%1.600%118.00000
W-2VSH91.0006.50Tl2-TT55.80%-Klykx---2.15%2.150%138.00000
G-1KTIK3.0001.70Xl2-JJ16.40%-Umyxjmno3fGd-1703gHk+170-364.00000
E-1EIIK653.0006.20Bdd-UUU95.40%-Buucbvhp3cFx-843sNs+84-877.00000
B2YTF23.0007.00X2-Z32.80%-Zesfqlkn3oOb-2573ySq+257-203.00000
TYXB74.0003.60Ix2-AA83.70%-Mskhwmxg3wXl-5803vXo+505-27.50000
XGAO91.5003.80U2-Y-5.20%-Twolzrzi3mYq-8003tMt+695-51.50000
YzgLON96.400------------Retained
Tranche Comments
E-1E: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144T/Orb L; P-1H: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144C/Fqd Q; Y-2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144Z/Hxk V; G-1K: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144I/Iuu G; K-1K: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144W/Hnl T; W-2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144E/Yzx N; S1: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144M/Jci T; B2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144Q/Pjs J; Q: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144X/Bvz H; T: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144M/Tmw W; X: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144N/Xte G; Yzg: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144I/Iwn G;
Deal Comments
Wmx Rxoo Apgnmpy 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 22, 1999