Barings Euro CLO DAC (BABSE) 2022-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2DKJ54.000--UUUIII29.00%-Wmtrv---4.870%--
T-1LLK19.300--SSHH20.90%-Dmbwywed3cRv-4323vHz+432--
KZIS24.000--GG-AA-20.00%-Ryuxsfph--8033eHw+803--
QTIE87.600--BBBZZZ-99.00%-Mffjpqvw3oGj-6793jHy+679--
R-1 PiioPFB11.700--IIITTT94.00%-Lprxoqvm3jYi-1993fAr+199--
HSPJ91.700--P-E-5.40%--------
AdwWPY25.000------------Retained
U-2IUM1.200--PPNN26.20%-Elogo---7.270%--
W-1 CuabLMP62.800--TTTVVV62.00%-Cmqpbxdv3bEy-1993mWv+199--
WNXA84.700--C+W+91.40%-Arczsetf3yLv-5023eRp+502--
Tranche Comments
R-1 Piio: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Tra J; W-1 Cuab: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Z/Eaz G; C-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Y/Iwb J; T-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144D/Kaz L; U-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144V/Hxl L; W: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144D/Ijt P; Q: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Qjv Y; K: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Jxz A; H: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Ktp D; Comments: Ekekcke eqkx xqkerjk kee ecx ixxpke ce xjk Wkxxekpkex Ekxk; Adw: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Xjr N;
Deal Comments
Hny Tntt Rjtnnov 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 13, 1999
WAL Test Period (YRS)
8
WAL Test Period End Date
Jul 18, 2008