Barings Euro CLO DAC (BABSE) 2024-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KAAE34.0008.70-YK50.89%-Bzjhpinf3tYz-2203yEw+220-921.00000
DznHPC24.200------------Retained
MCVD58.8007.20-UUU-TTT-50.00%-Umpzmsyw3aAr-4003qNg+389-79.97000
NGUE71.0002.00-YY-RR-8.63%-Kzujkuys3mDa-6953eIz+679-71.00000
B2XTP34.0005.40-VVFF58.79%-WzmbgIGU--5.00%5.000%262.00000
YADC459.0009.00-RRRMMM65.00%-Ubjvbfvg3eNg-1293iCl+129-389.00000
Y1IIR39.6008.20-GGUU94.32%-Qcyleiht3oFi-1903bDs+190-292.00000
AFTH50.0001.70-C-O-5.10%-Tlqatlyp3kPb-9853eYs+899-79.00000
Tranche Comments
Y: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144E/Ihn Z; Y1: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144Y/Amd W; B2: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144D/Nrd C; K: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144X/Bpb Q; M: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144Z/Phs X; N: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144I/Vlf H; A: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144Z/Rxc X; Dzn: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144T/Yuf W;
Deal Comments
Hzx Zjvv Cbbozdq 1.5
Risk Retention
Yrgnrvwt
Pricing Speed
20 NGL
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Dec 1, 2018
WAL Test Period (YRS)
6.6