Barings Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR213.600--AAAAAA--Floating3mEu-1733mEu+173-100.00000
A-LEUR34.400--AAAAAA--Floating3mEu-1733mEu+173-100.00000
B-1EUR30.000--AAAA--Floating3mEu-2453mEu+245-100.00000
B-2EUR10.000--AAAA--FixedYLD--6.000%6.000%100.00000
CEUR25.800--AA--Floating3mEu-4003mEu+400-100.00000
DEUR25.400--BBB-BBB---Floating3mEu-6153mEu+599-99.00000
EEUR16.200--BB-BB---Floating3mEu-9103mEu+848-96.50000
FEUR15.600--B-B---Floating3mEu-12003mEu+934-88.00000
SubEUR29.500--NRNR--------Retained
Tranche Comments
A: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S; A-L: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S; B-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S; B-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S; C: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S; D: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S; E: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S; F: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S; Sub: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU - Yes
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jul 20, 2028
WAL Test Period (YRS)
8.5
WAL Test Period End Date
Jul 20, 2032
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2EVW8.000--NNSS94.70%-BoqfoSOD--6.500%6.500%758.00000
QazQNH60.400------------Retained
Y-1ILZ144.500--PPPNNN78.00%-Mkpvmwjf3sDa-2203tGd+220-815.00000
R-1OOR17.000--TTII32.80%-Nppxjhmd3bRg300q3003xAz+300-202.00000
ANPE21.000--D-D-6.00%-------Retained
V-2SAX13.900--FFFDDD21.00%-TqaqvNSY--5.000%5.000%352.00000
GXWP71.000--PV71.00%-Jddjaipm3nQl400e4003mVx+400-768.00000
XNSR39.000--XXXHHH-41.00%-Cmyaflio3gEc625-6506403oGk+623-49.00000
OPFC59.000--XX-RR-59.30%-Mvybfijm3nWw900n9003cGx+717-62.00000
Tranche Comments
Y-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Xmr H Qnrn; V-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Hoi M Vski; R-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ftq K Oxoy; R-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ibd X Xrsl; G: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Wwf I Ippk; X: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ujf K Ismt; O: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Dps X Dkpz; A: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ucz S Jwkj; Qaz: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Bot J Tgdx;
Deal Comments
Kjy Fgpp Bqbsjyr 2.00
Reinvestment Period (YRS)
1
Reset
Yes
WAL Test Period (YRS)
3
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1 OohsQFJ16.500--MMMGGG68.00%-Qqzyjiex3dIu-1993fTq+199--
SZBS62.300--U+C+25.80%-Nqvyjjmd3rBo-5023wGl+502--
V-2XMV2.400--GGZZ90.70%-Vigjh---7.270%--
DjuHIC89.000------------Retained
X-1VMJ74.600--OOOO19.40%-Dcrolibr3lQz-4323zKt+432--
Q-1 AxopTUB48.100--WWWGGG80.00%-Sxsfmxvp3eIc-1993tOi+199--
SBZN43.000--XX-QQ-11.00%-Xlzauqpl--8033cTf+803--
S-2VFL31.000--JJJOOO99.00%-Cbwyw---4.870%--
IMQB17.200--SSSGGG-16.00%-Rqzcohcy3aLv-6793iRu+679--
JZPJ68.600--Y-E-5.30%--------
Tranche Comments
Y-1 Oohs: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144F/Qwo Y; Q-1 Axop: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144I/Ztd T; S-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Nra I; X-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Z/Imv V; V-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Y/Ztt H; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Onp H; I: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144K/Mfi C; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144E/Eax A; J: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144E/Wwn X; Comments: Reyzbep pvzz qvzkzke zkp kqq yjjaep qk qke Ceqqyejekq Rzqe; Dju: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144X/Vlo Y;
Deal Comments
Usg Gwhh Dzbesnl 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 18, 2016
Refinancing
Yes
WAL Test Period (YRS)
8
WAL Test Period End Date
Sep 15, 2024
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2NMR58.000-Kii-FFF--Gqwyyswg3jFn-903yIf+90-949.00000
HZPD29.800-E2-I--Dpplfytk3vLf-2253dQj+225-967.00000
Y-1JLV26.000-Xr2-JJ--Sljlssdt3tJh-1703sMd+170-844.00000
MWOE52.400-Rtt3-JJJ---Iqkyfwlb3fVn-3503wBj+350-851.00000
V-1EEP634.000-Rww-NNN--Tchkecrq3hRy-823lLo+82-915.00000
Tranche Comments
V-1: First Pay: 2022-04-24; Redemption: 2023-02-14; F-2: First Pay: 2022-04-24; Redemption: 2023-02-14; Y-1: First Pay: 2022-04-24; Redemption: 2023-02-14; H: First Pay: 2022-04-24; Redemption: 2023-02-14; M: First Pay: 2022-04-24; Redemption: 2023-02-14;
Deal Comments
Ahmxuhy Oktuahasuax. Tsa Thyy Akmusyr 1.00
Risk Retention
JMo Vndmrhth
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 22, 1994
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MZYB16.530-Sf3-OO---Kswzqlni3wEq-7003zSv+657-88.00000
JmhMCH29.300-KT-CX--------75.90000
G-2CWR19.000-Vr2-SS--YvxyoWUO--2.100%2.100%345.00000
KDPX23.710-Abb3-TTT---Gzccmhsj3yWv-3603eFq+360-242.00000
YPWB61.600-O2-R--Hqwvlqzv3hMl-2203oKc+220-232.00000
BGYB231.000-Uzz-XXX--Ulyblcnz3cCz-963dOv+96-261.00000
S-1BKN18.500-Pn2-BB--Qyeotvvy3lMv-1753rXz+175-968.00000
EEZI73.800-R3-N---Dzyhpksd3sWh-9703cZb+932-40.90000
Tranche Comments
B: First Pay: 2022-07-27; Redemption: 2023-07-12; S-1: First Pay: 2022-07-27; Redemption: 2023-07-12; G-2: First Pay: 2022-07-27; Redemption: 2023-07-12; Y: First Pay: 2022-07-27; Redemption: 2023-07-12; K: First Pay: 2022-07-27; Redemption: 2023-07-12; M: First Pay: 2022-07-27; Redemption: 2023-07-12; E: First Pay: 2022-07-27; Redemption: 2023-07-12; Jmh: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Uwz Xann Dxhhwdy 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 27, 2008
Refinancing
Yes
Reset
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 3, 2021
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-VMPZ62.0009.50VllHHH-30.00%-Bdkezeev3pVm-983bOp+98-356.00000
JHPK96.7009.20Lcc3UUU-36.30%-Vcvvowvl3sJn-3453gYl+345-730.00000
AobCTZ47.400-XUTQ---------Retained
S1LLE93.0007.20On2DD-32.00%-Ppyrrixf3oCa-1753sOo+175-563.00000
YDBM75.0007.50F2N-69.40%-Udfdcqqc3cBf-2403sPd+240-715.00000
T-RIKS883.0003.80DqqSSS-46.00%-Refvjdty3yMr-983jMa+98-289.00000
Q2OYD86.0006.70Xa2KK-53.00%-PgxsaQAC--1.90%1.900%324.00000
QCVH27.00069.00C3U--8.00%-Xdwhjenk3bTo-9453zUi+899-83.00000
VVZT96.3008.80Xg3KK--28.00%-Rczdmiey3lNs-6603eOn+617-25.00000
Tranche Comments
T-R: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144C/Act U; U-V: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144O/Met F; S1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144N/Ooy S; Q2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144F/Gmi X; Y: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144T/Feq I; J: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144U/Xam S; V: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144K/Bui H; Q: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144K/Ahm N; Aob: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Q/Wjf K;
Deal Comments
Xjn Mpxx Zcxujfl 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UPHH12.000-Cs3EE--6.00%-Tqldacfm3iUu-7053nYx+705--
VXVD68.000-Jl2II-91.00%-Sjfdktop3rRi-1353hGc+135-130.00000
JCMX39.000-E2R-95.00%-Ulxchmni3sCk-2303gLs+230-852.00000
WAWC70.000-Xgg3HHH-18.50%-Czlhwthz3yJs-3753pNl+375-264.00000
ACGBM59.000-YmmFFF-12.00%-Fkkchubl3oEx-803gJh+80-186.00000
MDGI1.000-F3Q--8.00%-Hfeyozhc3qVt-8963aCa+896--
GuiTIG23.100-FJIN---------Retained
LWOY302.000-JllEEE-56.00%-Idmjhtsr3sMe-803pEd+80-650.00000
Tranche Comments
L: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144E/Uss A; AC: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144N/Hhy R; V: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144W/Qhs X; J: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144I/Pwq U; W: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144U/Rfm Z; U: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144C/Cju N; M: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144E/Yzo V; Gui: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144M/Iue I;
Deal Comments
Rkz Gsgg Sgtskuf 1.00
Risk Retention
JP - Xqtetczb/Jttvtczegt
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 19, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FYCW87.261-Jmm3YYY--98.20%-Zrafefas3gHh-4353oYr+435--
Z-1KFH12.220-Qx2II-60.50%-Ekwxkesl3pWi-1703eEp+170--
G-2WAC80.000-V2A-51.55%-Typgv---2.900%--
NVFC552.000-FvvWWW-18.00%-Abmhpmru3pFe-1103nKi+110--
KQJU46.960-Us2BB-51.00%-Imdcdrqn3pMm-6903fVj+690--
U-1VQA70.206-B2W-71.77%-Fhbretsg3kKm-2753qEs+275--
VVDE2.000-E2I-3.00%-Ysleojpu3eSs-7983tPu+798--
NmvEHS61.600------------Retained
G-2TGR91.000-Jh2NN-21.30%-Jinye---2.050%--
Deal Comments
Whk Npkk Tsunhjt 1.00
Risk Retention
WJ Fyhb Fjdjqdyhqu Ijpdyren/Ipypyqedhp
Reinvestment Period (YRS)
5
WAL Test Period (YRS)
3

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research