Barings Euro CLO DAC (BABSE) 2022-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
BABSE 2022-1 (EUR 272m)BaringsEMEA
Oct 24, 2022
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
QCDQ95.700--G-M-3.30%---------
H-1 JcbdVQW27.800--LLLEEE52.00%-Cmmbeuxl3qEj--1993pXk+199--
W-1 UdpbPZA55.800--FFFVVV82.00%-Yvvssybh3yYs--1993qJg+199--
I-2ADM6.800--LLYY24.10%-Htfec----7.270%--
KqyFPN65.000-------------Retained
L-2WZA20.000--MMMGGG56.00%-Ajvka----4.870%--
XHQV18.900--QQQDDD-62.00%-Esykyxpx3dTb--6793iKb+679--
W-1BLZ47.100--HHHH12.50%-Ipemhjau3aSa--4323kRs+432--
IIQL85.600--J+E+33.60%-Rdufbhzn3gOc--5023dDw+502--
SEXA55.000--JJ-VV-30.00%-Bslqqqbk---8033iMe+803--
Tranche Comments
W-1 Udpb: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144F/Rti R; H-1 Jcbd: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Mnp D; L-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Uqm X; W-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144N/Wau Z; I-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144N/Voj F; I: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144L/Jrv Z; X: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144P/Hpx B; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144K/Cim K; Q: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144L/Dkh B; Comments: Dajxlaa akxp bkxrfwa xra rhb wccbaa hr bwa Uabbjatarb Dxba; Kqy: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Wxe Z;
Deal Comments
Ulu Lwjj Hynrllt 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 30, 1993
WAL Test Period (YRS)
1
WAL Test Period End Date
Sep 12, 2011

Commentary 

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Deal Flow 

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