Barings Euro CLO DAC (BABSE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XYVV18.000-H2G-84.00%-Yejtsdto3wAy-2303xEs+230-801.00000
DVNK78.000-Kh3TT--7.00%-Vqrurssa3bXj-7053hUh+705--
IHTG4.000-G3G--1.00%-Lbuqalwp3rXe-8963iWl+896--
UVBEI14.000-XppTTT-31.00%-Yrzasfac3oKe-803xVr+80-440.00000
JZEM42.000-Acc3YYY-20.50%-Iyurfqip3mXm-3753nSn+375-240.00000
ALNR564.000-WttOOO-98.00%-Xfcrzrze3dYe-803oPa+80-170.00000
DMDU12.000-Gu2LL-58.00%-Sbhhpifq3jNp-1353hEf+135-414.00000
AloMPZ43.200-XJWT---------Retained
Tranche Comments
A: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144J/Yut J; UV: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144E/Lbz I; D: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144H/Mze M; X: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144F/Izk U; J: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144J/Pet N; D: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Hfh N; I: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144H/Fwt G; Alo: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144G/Zrj B;
Deal Comments
Voq Kmcc Hggpoph 1.00
Risk Retention
BA - Rbmqxflj/Kmxgxllqhm
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 15, 2000
Refinancing
Yes