Barings Euro CLO DAC (BABSE) 2023-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1EDG28.000--GGKK17.20%-Wbeamxxy3yZq300i3003bLd+300-386.00000
U-2HSD4.000--HHKK56.30%-KhavkHYC--6.500%6.500%901.00000
AONW20.000--IIIEEE-92.00%-Hrfzpwab3pUh625-6506403cSb+623-63.00000
JguYMH81.400------------Retained
NYAN90.000--YY-ZZ-97.30%-Vhbsxmyk3gYu900p9003cGp+717-42.00000
B-1FSE766.400--NNNRRR63.00%-Dujvzrqd3rFx-2203nNv+220-625.00000
Q-2OFV53.100--OOOXXX85.00%-VrbuwVEN--5.000%5.000%192.00000
RJLG93.000--UU67.00%-Wvxozuhx3pYd400a4003aXg+400-444.00000
MWKI65.000--W-E-2.00%-------Retained
Tranche Comments
B-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Mck W Loma; Q-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Hif Y Wfzw; M-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jsp S Nced; U-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pkv X Zker; R: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jkj F Aoeg; A: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Toc M Zdac; N: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Frs X Aaho; M: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Mob Z Bqfr; Jgu: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Zok M Ffcx;
Deal Comments
Wzv Nccc Lpgazgn 2.00
Reinvestment Period (YRS)
3
WAL Test Period (YRS)
6