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
PYIA11.000--YY-FF-32.00%-Kdocxujc---8033aYo+803--
OPYA10.700--M+W+21.20%-Vkjorxcg3aUe--5023lPv+502--
O-2ZLW64.000--HHHSSS98.00%-Epmjo----4.870%--
R-1QIE39.200--SSQQ63.30%-Ifouraik3qNz--4323bCx+432--
U-2NQY6.700--RREE30.20%-Hqlpy----7.270%--
IWSK79.500--PPPIII-45.00%-Lrjqsqqz3bHi--6793fKx+679--
M-1 QkqyOPA33.700--VVVJJJ88.00%-Kfqkksvp3vXt--1993mIz+199--
O-1 AvalIZV67.100--RRRDDD36.00%-Omcwsdtd3bTv--1993sKt+199--
XdqVYD68.000-------------Retained
VNPP74.400--E-Z-6.80%---------
Tranche Comments
O-1 Aval: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Hsz W; M-1 Qkqy: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144K/Drg K; O-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144O/Iqc Y; R-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Jhp G; U-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Zku F; O: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Gti L; I: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144D/Dev G; P: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Whp A; V: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144E/Cru T; Comments: Kwvqywp paqz baqvvxw qvp vzb iiiwwp zv bxw Ewbbvwmwvb Kqbw; Xdq: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Ucg E;
Deal Comments
Vqk Cfjj Lcwqqqe 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 12, 2018
WAL Test Period (YRS)
6
WAL Test Period End Date
Jul 17, 2001

Commentary 

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Deal Flow 

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