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
W-2ZNI19.000--EEEWWW33.00%-Eupxi----4.870%--
X-1 AtrcXYC55.200--HHHEEE49.00%-Vuoxpdrc3iSa--1993gBe+199--
CZPU49.500--X+F+96.20%-Lerpcaml3yJf--5023zPg+502--
JHIW86.400--IIIIII-32.00%-Dzjjwwjk3sAk--6793hYf+679--
N-1CHJ87.100--PPEE65.90%-Lpccfxli3pOw--4323nJd+432--
SIJV68.000--MM-UU-23.00%-Edbrfubp---8033hRd+803--
O-1 PvawCAT32.500--BBBKKK16.00%-Nduryyvv3tWn--1993tQf+199--
H-2TUL5.400--NNYY98.80%-Uuvoi----7.270%--
VSHM75.100--Q-C-6.60%---------
TzaYUT83.000-------------Retained
Tranche Comments
O-1 Pvaw: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144N/Qlm L; X-1 Atrc: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Mkq P; W-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144F/Ble P; N-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Knw I; H-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Q/Rma R; C: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Wiq H; J: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144I/Ldr K; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Mjd P; V: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144X/Kmn A; Comments: Htfaltk kgak egajrpt ajk jye ekkptk yj ept Cteeftttje Haet; Tza: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144V/Nbv X;
Deal Comments
Gcf Monn Ojftcpw 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 28, 2003
Refinancing
Yes
Reset
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Mar 19, 2006

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