Barings Euro CLO DAC (BABSE) 2023-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2FCM31.000--LLVV--PipknUSE--6.000%6.000%299.00000
APSG36.700--W-Y---Gjvvumvf3sCy-12003iXv+934-87.00000
DBDD93.300--MT--Evkspbfx3rNx-4003lOv+400-940.00000
X-DDNC96.600--MMMCCC--Devfqxqv3hKe-1733lAb+173-147.00000
U-1DHG77.000--DDTT--Sbpsoyyy3aWv-2453fUq+245-315.00000
PEGH73.200--XXX-MMM---Rbhzwvoj3xNs-6153jIc+599-79.00000
NBSG80.500--VV-EE---Vexylrbs3rOy-9103tAd+848-33.80000
QBJS429.600--FFFFFF--Nborjxtc3mFf-1733tNq+173-820.00000
GjkXYN21.400--WOWQ--------Retained
Tranche Comments
Q: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Mlf P; X-D: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144K/Yrz G; U-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144F/Chl T; K-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Laz Z; D: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144J/Ccr M; P: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Ovg N; N: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144G/Kwu Y; A: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Lyr E; Gjk: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144K/Ykh D;
Deal Comments
Bfg Yxaa Evheftk 1.5
Risk Retention
TH - Ege
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
Nov 4, 2007
WAL Test Period (YRS)
3.3
WAL Test Period End Date
Jun 11, 2017