Barings Euro CLO DAC (BABSE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RKQN78.000-Q2Z-90.00%-Zzylcsje3xHo-2303jDm+230-692.00000
GZCP56.000-Rk2DD-33.00%-Vwcijhci3vCx-1353oFn+135-111.00000
YFWX57.000-Daa3FFF-42.70%-Phwqsinn3gRv-3753zTu+375-845.00000
SUSBL80.000-JttVVV-33.00%-Wcqazwnn3hNq-803sTi+80-783.00000
WFML739.000-CkkBBB-40.00%-Zbeohiwd3wEq-803aYg+80-822.00000
IZVR5.000-I3U--1.00%-Tzlqsync3fMw-8963tEf+896--
TnnOHU98.200-VIJL---------Retained
MTMO94.000-Dq3NN--9.00%-Elmdyrnw3rQv-7053zAe+705--
Tranche Comments
W: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144U/Ldp O; SU: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144I/Qlo J; G: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Z/Jdb Q; R: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144W/Avp O; Y: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144G/Bwh V; M: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144O/Uml W; I: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144D/Lhe Q; Tnn: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144M/Xod Y;
Deal Comments
Fuj Kntt Qqlouue 1.00
Risk Retention
ZB - Zdyyyxdu/Lyywyfdyvy
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 10, 1998

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan