Barings Euro CLO DAC (BABSE) 2019-2(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR240.000-Aaa-AAA--Floating3mEu-823mEu+82-100.00000
A-2EUR10.000-Aaa-AAA--Floating3mEu-903mEu+90-100.00000
B-1EUR18.000-Aa2-AA--Floating3mEu-1703mEu+170-100.00000
CEUR25.200-A2-A--Floating3mEu-2253mEu+225-100.00000
DEUR25.500-Baa3-BBB---Floating3mEu-3503mEu+350-100.00000
Tranche Comments
A-1: First Pay: 2022-04-24; Redemption: 2023-02-14; A-2: First Pay: 2022-04-24; Redemption: 2023-02-14; B-1: First Pay: 2022-04-24; Redemption: 2023-02-14; C: First Pay: 2022-04-24; Redemption: 2023-02-14; D: First Pay: 2022-04-24; Redemption: 2023-02-14;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 24, 2024
Refinancing
Yes