Barings Euro CLO DAC (BABSE) 2023-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
BABSE 2023-1 (EUR 350m)BaringsEMEA
Feb 3, 2023
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
L-2CKL4.000--GGMM17.50%-QwjtpHFV---6.500%6.500%550.00000
RMUW32.000--KK-OO-83.50%-Ptwbxjtu3pVn-900y9003hWv+717-75.00000
KYAQ11.000--AA39.00%-Xewpdxyf3hEw-400c4003sOj+400-782.00000
R-2BNG18.700--PPPDDD60.00%-IwalsGJO---5.000%5.000%507.00000
XTSP97.000--SSSVVV-91.00%-Mrauvazt3rEf-625-6506403aFn+623-86.00000
C-1MPO46.000--FFMM25.50%-Bhfhhfcv3aJi-300s3003iPf+300-839.00000
SjrBED24.500-------------Retained
P-1WVJ234.900--DDDKKK74.00%-Kfpzbfvw3cKz--2203pHo+220-301.00000
AVFV27.000--E-C-1.00%--------Retained
Tranche Comments
P-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Uvc E Anqc; R-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Hpc C Fgmv; C-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pqe I Ikbj; L-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ljq V Hfgo; K: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Xqu S Hsrf; X: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ucz G Navh; R: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Dki G Ixru; A: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Gzh R Wncd; Sjr: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Koe X Mmtv;
Deal Comments
Ebb Xmcc Oklrbfy 2.00
Reinvestment Period (YRS)
8
WAL Test Period (YRS)
5

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan