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
LODG10.000--OOOTTT-28.00%-Gmfwxsbx3fUg-625-6506403qMk+623-89.00000
DvsAIH51.300-------------Retained
M-1QYS625.700--PPPSSS85.00%-Wptjzdht3vZu--2203eDh+220-954.00000
M-1FKG29.000--UUTT32.70%-Fsdkzczr3aXg-300f3003cSq+300-319.00000
GHZL15.000--PS59.00%-Jcubebmm3qYp-400n4003mDw+400-759.00000
LBGB71.000--LL-FF-90.70%-Sprabepf3qPw-900m9003gLx+717-86.00000
U-2IMV7.000--LLZZ92.60%-HyjlhYMU---6.500%6.500%517.00000
C-2BDZ35.600--JJJVVV69.00%-ItksdIAG---5.000%5.000%329.00000
MHNR19.000--S-U-2.00%--------Retained
Tranche Comments
M-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Boo Z Eqks; C-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Let J Kjsv; M-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Qet F Ipdx; U-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pcc M Gqau; G: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jbd Y Gocv; L: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Yvp W Eeav; L: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jbk I Fttf; M: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ikc F Pmpk; Dvs: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Egc A Pmvg;
Deal Comments
Rje Neoo Ocwojeq 2.00
Reinvestment Period (YRS)
8
WAL Test Period (YRS)
7

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan