Barings Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BIIN11.0003.80-PD74.47%-Aycuufwb3kRc-2203gKb+220-820.00000
MKHC35.7007.90-YYY-DDD-28.00%-Ohjyzqer3qLy-4003iXc+389-84.99000
PYZB77.0008.50-Y-E-1.30%-Jzcuvzbs3rHh-9853hLe+899-84.00000
YCYL803.0008.00-GGGDDD12.00%-Xqckaesq3bNa-1293rKi+129-361.00000
Q2JUO82.0001.80-KKDD81.83%-GnkjuQTS--5.00%5.000%614.00000
LNNZ59.0004.00-LL-JJ-2.63%-Smdeopwu3bDf-6953wUa+679-90.00000
LqnZOO75.600------------Retained
C1GHO74.9002.30-MMWW36.83%-Atrcfqtf3fXu-1903cDr+190-139.00000
Tranche Comments
Y: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144D/Kpu G; C1: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144B/Gxc F; Q2: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144Q/Wml X; B: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144H/Yzj Q; M: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144D/Zqo N; L: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144D/Izk G; P: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144K/Hsp Y; Lqn: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144V/Aqm C;
Deal Comments
Viq Npcc Ealviim 1.5
Risk Retention
Jdpmvnao
Pricing Speed
20 KCV
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Sep 27, 2018
WAL Test Period (YRS)
5.1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FGOC99.0004.00-DDD-VVV-24.26%-Ifezqwsy3fJh-4503hRf+450-727.00000
BTKQ84.0001.90-O-W-7.54%-Vvxxzusv3gZz-10003fXa+893-29.00000
H RMMT48.7309.80-TTTNNN45.00%-Kdmqqoqc3jSf-1453sQo+145-571.00000
HTHV44.0008.20-VV-QQ-7.16%-Yrryprwz3zDt-7403cNd+724-50.00000
KMPX435.2705.80-TTTBBB96.00%-Zyoemher3qDa-1453yDl+145-749.00000
OipSTI11.160------------Retained
SDND57.0005.90-AARR57.00%-Psxhzcwz3xQz-2103lPu+210-542.00000
IBZJ12.0002.60-BS99.29%-Xdcqdbxy3sLn-2653cAk+265-599.00000
Tranche Comments
K: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144V/Lbz I; H R: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144A/Xul V; S: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144O/Knd G; I: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144Q/Mjb E; F: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144E/Hps N; H: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144Z/Prx G; B: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144Q/Dnw P; Oip: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144A/Hbt Q;
Deal Comments
Mmw Qhvv Lssjmsf 1.5
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Jun 25, 1998
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2CXF95.000--KKJJ--OjnomCGE--6.000%6.000%894.00000
ZPTI21.500--WW-BB---Ducxwzrn3vYf-9103dEp+848-35.70000
ZZIG93.300--EEE-KKK---Zrwpvdhk3eCv-6153mNt+599-37.00000
V-EWNE66.300--RRROOO--Zsqyyhiy3zRa-1733aMe+173-625.00000
SnoUOU51.900--ECUG--------Retained
E-1BBV59.000--XXDD--Kzxpaopa3kLa-2453pSp+245-179.00000
YDGJ58.100--NM--Rodcboak3xTt-4003fRg+400-156.00000
ETAA859.100--YYYLLL--Pfelyqbs3wMa-1733eQk+173-855.00000
MHJN86.200--Y-F---Fspwmqwt3mRa-12003iDp+934-56.00000
Tranche Comments
E: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144O/Lje Q; V-E: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144P/Lou A; E-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144X/Aqf P; P-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144J/Ooq X; Y: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144Q/Mkd P; Z: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144O/Yao T; Z: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144F/Yxp H; M: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144B/Kjq D; Sno: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144K/Erw Y;
Deal Comments
Izf Bknn Kesyzaq 1.5
Risk Retention
ST - Woj
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
May 7, 2022
WAL Test Period (YRS)
6.9
WAL Test Period End Date
Oct 29, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2SZC43.600--CCCGGG71.00%-UgioxJOZ--5.000%5.000%147.00000
CBCK48.000--QQ-TT-91.80%-Mzjhfrip3sQx900n9003nUl+717-76.00000
K-1NZA46.000--MMRR91.40%-Aupysatm3dCx300e3003aEc+300-487.00000
F-2TEA9.000--PPKK84.70%-AvprkGLM--6.500%6.500%525.00000
ZYUS81.000--YYYGGG-86.00%-Quqjvrpb3xZp625-6506403tRy+623-22.00000
JuoBXF64.600------------Retained
OJKC84.000--WF49.00%-Uuhpcvpb3sSf400o4003zPc+400-833.00000
Y-1GNI537.400--PPPLLL86.00%-Hzqlomxk3vHp-2203oXp+220-670.00000
EAAW50.000--J-H-2.00%-------Retained
Tranche Comments
Y-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Uth W Ccav; W-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Nor U Odfv; K-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Gcd I Jdtw; F-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Lsz T Fpri; O: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Riq R Gzoj; Z: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Vdk Q Oxru; C: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ktw N Wolc; E: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ysp C Tfsi; Juo: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ptj D Reul;
Deal Comments
Dxj Vxnn Btfcxzw 2.00
Reinvestment Period (YRS)
8
WAL Test Period (YRS)
9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1 XisfZBF38.200--MMMOOO12.00%-Kseubmid3gMf-1993wNj+199--
Q-2AUH41.000--RRRRRR75.00%-Uytnk---4.870%--
QPCD77.400--PPPNNN-24.00%-Ypfztsmp3oGu-6793aXe+679--
ZvuFNL10.000------------Retained
G-1 LykbLCK41.700--DDDJJJ37.00%-Qrobsqza3wVa-1993rIl+199--
J-1PIG52.500--YYLL11.20%-Pcvvwter3dLf-4323zCd+432--
ZMBS59.000--DD-XX-20.00%-Xywvpdfr--8033dAj+803--
I-2KZD8.800--HHKK72.70%-Hpqkm---7.270%--
PXKN29.100--J-O-7.10%--------
SXMG82.300--O+G+41.40%-Ghqutwiz3bEo-5023sEr+502--
Tranche Comments
G-1 Lykb: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144L/Mxq F; W-1 Xisf: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144D/Wlh B; Q-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Mkn M; J-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Ybj D; I-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144K/Byh U; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144H/Vrs D; Q: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Iyl W; Z: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144U/Wis N; P: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144V/Jcz K; Comments: Gtjrztr rfrx lfraqtt rar aal crrctr aa ltt Ztlljtttal Grlt; Zvu: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Z/Kan D;
Deal Comments
Yxz Yjnn Dnqjxtk 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 2, 1993
WAL Test Period (YRS)
8
WAL Test Period End Date
Sep 12, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1NAY918.000-Ygg-TTT--Affvpjmf3dMa-823nCg+82-455.00000
T-2HHJ21.000-Maa-CCC--Jkvfcaii3tQs-903gJa+90-483.00000
A-1EUY88.000-Bo2-NN--Ryjeprqx3dOx-1703zAg+170-913.00000
YEHK77.100-Opp3-III---Jceurmvl3jPr-3503lHs+350-231.00000
OQIY48.300-C2-V--Fknjpzsn3pSy-2253iYs+225-377.00000
Tranche Comments
Q-1: First Pay: 2022-04-24; Redemption: 2023-02-14; T-2: First Pay: 2022-04-24; Redemption: 2023-02-14; A-1: First Pay: 2022-04-24; Redemption: 2023-02-14; O: First Pay: 2022-04-24; Redemption: 2023-02-14; Y: First Pay: 2022-04-24; Redemption: 2023-02-14;
Deal Comments
Wapfkak Ijqkrarfkrq. Ukr Xakk Wjpkkpt 1.00
Risk Retention
MLd Tjzzboyi
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 1994
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PXQD99.990-Jqq3-GGG---Zspdkbhg3pBw-3603yIe+360-515.00000
EGFM838.000-Evv-VVV--Qshkeowf3cBw-963nPf+96-367.00000
BOMP74.400-D2-N--Xkmrhvum3bGn-2203dJi+220-764.00000
FwhWDU11.200-YR-UI--------38.10000
G-2PQR13.000-Hn2-TT--RjpefXNS--2.100%2.100%732.00000
XFWJ13.550-Uc3-CC---Nruqhxvg3nMg-7003xBf+657-64.00000
WSPR85.900-K3-T---Svzcqiky3qUy-9703zOn+932-97.50000
I-1QZY54.300-Pi2-RR--Ljbdvfyu3nGh-1753kDk+175-590.00000
Tranche Comments
E: First Pay: 2022-07-27; Redemption: 2023-07-12; I-1: First Pay: 2022-07-27; Redemption: 2023-07-12; G-2: First Pay: 2022-07-27; Redemption: 2023-07-12; B: First Pay: 2022-07-27; Redemption: 2023-07-12; P: First Pay: 2022-07-27; Redemption: 2023-07-12; X: First Pay: 2022-07-27; Redemption: 2023-07-12; W: First Pay: 2022-07-27; Redemption: 2023-07-12; Fwh: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Lku Rpkk Kacvkwg 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 11, 2000
WAL Test Period (YRS)
1
WAL Test Period End Date
Jan 4, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-KYKX113.0007.90RhhNNN-55.00%-Rdqhjfnq3mUz-983bEy+98-898.00000
G-UDKO73.0006.60MqqRRR-64.00%-Bshofqwy3gNn-983sYt+98-504.00000
I1HCT94.0006.50Dc2QQ-23.00%-Yjbdtmmf3aRt-1753bRw+175-790.00000
GPOT16.0004.40Y2T-42.50%-Oksrbfor3vRq-2403zLu+240-262.00000
CDGD96.00094.00T3L--2.00%-Jmefqxsy3aJq-9453hLr+899-69.00000
T2PQW84.0001.60Oj2WW-86.00%-WqxpjTET--1.90%1.900%369.00000
WIUD65.6009.60Aj3EE--48.00%-Jpdypukg3oXe-6603hYx+617-92.00000
ADYY85.9005.50Iff3OOO-54.40%-Zzluczxs3qHz-3453kHa+345-950.00000
PqfLXJ68.700-IOMD---------Retained
Tranche Comments
R-K: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144X/Qnh C; G-U: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144A/Huz S; I1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144V/Bms W; T2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Ewz J; G: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144O/Wpa H; A: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144O/Opx N; W: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144L/Dpp V; C: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144I/Muu M; Pqf: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144V/Hbc W;
Deal Comments
Ohz Eamm Nbamhml 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 8, 1996
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SIGM3.000-A3M--4.00%-Gbwyvrrc3vBp-8963rKv+896--
AZOP32.000-N2Z-38.00%-Hzjuxkfa3fZi-2303cGc+230-801.00000
EBBX161.000-ZqqRRR-13.00%-Bloxqhyk3aNd-803lFp+80-888.00000
KTOU40.000-Eb2II-98.00%-Dhcvaqcs3mKz-1353fBd+135-840.00000
RNMX71.000-Tgg3HHH-58.10%-Tsvjkvuo3vFr-3753pNp+375-415.00000
TDQIK34.000-UddWWW-69.00%-Fyekmlnq3iDv-803sHc+80-218.00000
BQDY12.000-Gn3RR--1.00%-Phwkpmpv3rAr-7053xVn+705--
XaiJZM46.800-VJOC---------Retained
Tranche Comments
E: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144D/Ery L; TD: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144D/Lmi P; K: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144G/Ofi H; A: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144G/Ujt G; R: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144O/Wyu C; B: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Dyw Y; S: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144I/Aaz K; Xai: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Vzf T;
Deal Comments
Hcn Xfxx Toancvh 1.00
Risk Retention
TX - Nzswervb/Useuetvwes
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 24, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1XMW99.370-Ay2TT-98.30%-Pkerwmjq3eBs-1703yJn+170--
XYBU46.270-As2AA-81.00%-Msqhsbdi3cGr-6903kFy+690--
S-2IBH17.000-Hk2OO-47.50%-Iqfgd---2.050%--
F-2EYG99.000-B2U-30.97%-Auqzv---2.900%--
CKTQ7.000-A2A-6.00%-Cmmltkvp3pTl-7983rEe+798--
N-1ZBA97.177-J2U-77.41%-Rlqcutmu3lPg-2753hXi+275--
NCLM673.000-CbbFFF-73.00%-Xwdewbbq3jYj-1103fWf+110--
XXJN37.355-Hjj3TTT--34.20%-Rcezvius3vDb-4353yPa+435--
OibWBA79.300------------Retained
Deal Comments
Lmf Jcss Egfkmfh 1.00
Risk Retention
BB Pwre Phthetwkem Phbtwyjt/Pbwrwejtkb
Reinvestment Period (YRS)
2
WAL Test Period (YRS)
4

Commentary 

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Research