Barings Euro CLO DAC (BABSE) 2023-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AAWV63.000--K-J-6.00%-------Retained
R-1KPX957.800--LLLTTT44.00%-Jukzvpmv3lMv-2203fHz+220-907.00000
MHFG13.000--OI97.00%-Nfvxjdzd3gLn400r4003sFs+400-905.00000
ZtvMOJ63.800------------Retained
H-2TZS51.700--UUUGGG56.00%-SkxobYXT--5.000%5.000%550.00000
E-1NDI53.000--TTSS52.20%-Nzlbujey3wVc300v3003sTh+300-124.00000
R-2NNA8.000--EETT38.10%-LqoioJTP--6.500%6.500%843.00000
WOPR17.000--AA-KK-39.60%-Gsxcrtsp3lXj900f9003rPo+717-76.00000
XCHA51.000--SSSXXX-87.00%-Epvaefjy3qQp625-6506403zWh+623-87.00000
Tranche Comments
R-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Aps C Ofaa; H-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Nem V Fgca; E-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Qfu H Ezcz; R-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Fze U Phfw; M: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Xxo F Tgso; X: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Nez U Mqnd; W: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ewu S Uzxn; A: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ubj X Mzio; Ztv: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Nco Y Acbu;
Deal Comments
Wth Mzll Exsgtzc 2.00
Reinvestment Period (YRS)
5
WAL Test Period (YRS)
6