Barings Euro CLO DAC (BABSE) 2023-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BPAT79.000--TTTDDD-33.00%-Jfbxhjzd3vUo625-6506403tYm+623-58.00000
I-1NUR37.000--VVAA59.30%-Hzbqcsbi3lRc300i3003vLf+300-842.00000
Q-1QVR957.900--NNNBBB21.00%-Vlzuryir3xGj-2203qBv+220-460.00000
ZPZN14.000--SS-QQ-29.70%-Ncwbkhwr3zFt900k9003cEs+717-96.00000
Z-2MVE3.000--HHEE25.20%-CpwbgHZE--6.500%6.500%762.00000
TWGI96.000--I-W-3.00%-------Retained
AWNO45.000--GI56.00%-Wwqesceb3nNi400p4003dXy+400-393.00000
C-2ETO32.800--OOOTTT88.00%-GsfztPPK--5.000%5.000%126.00000
HaeEFW84.100------------Retained
Tranche Comments
Q-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Cpi A Bpky; C-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Aoq V Ztln; I-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Dpb Y Pbsj; Z-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Uas X Runq; A: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Qfw Y Ytxj; B: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Nrr X Fvpy; Z: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Emv D Uuxf; T: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Kow Z Ubag; Hae: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Wcr E Fxeq;
Deal Comments
Hmb Sncc Iclpmrs 2.00
Reinvestment Period (YRS)
8
Refinancing
Yes
WAL Test Period (YRS)
1