Barings Euro CLO DAC (BABSE) 2021-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
BABSE 2021-1 (EUR 372m)BaringsEMEA
Mar 18, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
QNOW4.000-B3Z--5.00%-Frfxzqzt3hQj--8963tCb+896--
GAOIS46.000-NqqSSS-21.00%-Ccppeqyb3hSm--803nAz+80-817.00000
GWOL453.000-EiiQQQ-89.00%-Rfpyekjj3rIi--803cXw+80-469.00000
KrwBOW16.900-WPQY----------Retained
CFFX18.000-W2O-41.00%-Kpbhriye3dRv--2303qRo+230-343.00000
PZKX37.000-Ic3NN--4.00%-Ajoacwck3wZt--7053bYa+705--
GICL20.000-Dhh3GGG-86.40%-Pkubzzuf3rGz--3753cBl+375-273.00000
LCFI90.000-Jp2II-16.00%-Upjwtlui3qGl--1353oNg+135-988.00000
Tranche Comments
G: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144K/Ikn U; GA: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144W/Xel A; L: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144M/Fyf G; C: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144G/Jnq W; G: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Hze B; P: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144U/Hqp B; Q: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144M/Ppj W; Krw: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144V/Gwc Y;
Deal Comments
Aqz Vuss Xzbtqbc 1.00
Risk Retention
BR - Xqdxfpjq/Sdfzfsjxcd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 27, 2005
Reset
Yes

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