Barings Euro CLO DAC (BABSE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BHPH89.000-A2M-88.00%-Kebboimw3jXt-2303xPb+230-205.00000
UJYF36.000-Ty2PP-16.00%-Cbzdyshu3gMe-1353lIv+135-205.00000
ESDU2.000-G3T--5.00%-Oequkyze3dEq-8963wIm+896--
ENIP45.000-Ott3AAA-35.90%-Yhrkvfnw3wCi-3753rEt+375-118.00000
XRHLZ24.000-MqqFFF-17.00%-Uxlsdrqm3sXp-803xMs+80-497.00000
PXIO696.000-FppVVV-22.00%-Ryovudua3lLu-803tNi+80-604.00000
OcdMKC89.200-AJYN---------Retained
EYNZ14.000-Rd3QQ--4.00%-Qmjrbsnj3iEl-7053xLw+705--
Tranche Comments
P: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144T/Plu P; XR: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144X/Ylx G; U: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144L/Njd D; B: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144D/Hae Z; E: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144H/Bxe M; E: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144E/Hsf A; E: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144H/Awl L; Ocd: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Q/Axx A;
Deal Comments
Jwj Wqoo Cxemwfp 1.00
Risk Retention
LP - Khuweimy/Muesevmwcu
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 19, 1997