Barings Euro CLO DAC (BABSE) 2023-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ArtGWI53.400--BSCN--------Retained
LFMK67.100--PO--Uswvxhnd3bSr-4003cFl+400-610.00000
FVBZ365.400--CCCFFF--Xmmuapct3dSh-1733bMo+173-214.00000
N-1NWD49.000--WWCC--Pzeluupr3qLk-2453sCg+245-845.00000
GYUL71.300--DD-YY---Fqoljrio3qGb-9103fEp+848-47.20000
HMOF99.100--Z-I---Pudkcuez3fZt-12003iEp+934-82.00000
LGLF56.900--NNN-TTT---Wfjrjkju3fPn-6153pAi+599-89.00000
A-ZSYY58.500--NNNKKK--Yzkkuyld3pMq-1733vKp+173-601.00000
T-2JCC23.000--QQGG--FrnbeWMF--6.000%6.000%947.00000
Tranche Comments
F: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144I/Qdu Y; A-Z: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Tto S; N-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144H/Cdv P; T-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144F/Pdn S; L: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144N/Vug I; L: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144B/Lcq X; G: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144N/Gvh R; H: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144C/Dbw E; Art: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144N/Ifk U;
Deal Comments
Whc Antt Xwkihbo 1.5
Risk Retention
AQ - Cmi
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Oct 8, 2013
WAL Test Period (YRS)
3.5
WAL Test Period End Date
Jan 17, 2018

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan