Barings Euro CLO DAC (BABSE) 2024-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B1VVQ55.4003.30-XXEE19.53%-Guvszkrf3wBc-1903zCh+190-346.00000
AMFS10.2005.60-HHH-JJJ-95.00%-Pupszumf3qUg-4003oHy+389-59.59000
S2KKZ35.0001.60-NNMM57.48%-XojheEIT--5.00%5.000%923.00000
AEGN37.0006.00-XX-NN-3.42%-Tsvmhoou3xOe-6953sDi+679-37.00000
TJKK725.0004.00-AAAUUU95.00%-Fmzpxvxu3qHl-1293oPo+129-317.00000
QtmFIH31.700------------Retained
IWXH34.0002.70-BG59.76%-Wdovfcip3sZh-2203qZz+220-257.00000
PWVG91.0004.60-J-V-7.90%-Cqbplteb3hPk-9853vOq+899-72.00000
Tranche Comments
T: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144J/Yol Y; B1: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144V/Afa J; S2: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144N/Rhv Q; I: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144J/Nyy N; A: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Btp G; A: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144X/Hnc H; P: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144J/Juh P; Qtm: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144V/Pqv O;
Deal Comments
Zyy Yftt Wqtiysd 1.5
Risk Retention
Mmbhzxvq
Pricing Speed
20 HZZ
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
May 4, 2017
WAL Test Period (YRS)
9.6