Barings Euro CLO DAC (BABSE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR198.000-AaaAAA-38.00%-Floating3mEu-803mEu+80-100.00000
ALEUR50.000-AaaAAA-38.00%-Floating3mEu-803mEu+80-100.00000
BEUR40.000-Aa2AA-28.00%-Floating3mEu-1353mEu+135-100.00000
CEUR28.000-A2A-21.00%-Floating3mEu-2303mEu+230-100.00000
DEUR25.000-Baa3BBB-14.80%-Floating3mEu-3753mEu+375-100.00000
EEUR23.000-Ba3BB--9.00%-Floating3mEu-7053mEu+705--
FEUR8.000-B3B--7.00%-Floating3mEu-8963mEu+896--
SubEUR36.400-NRNR---------Retained
Tranche Comments
A: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Reg S; AL: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Reg S; B: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Reg S; C: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Reg S; D: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Reg S; E: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Reg S; F: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Reg S; Sub: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU - Vertical/Originator
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 24, 2025