Barings Euro CLO DAC (BABSE) 2021-2

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
BABSE 2021-2 (EUR 372m)BaringsEMEA
Jul 28, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
BISB94.7001.20Yjj3ZZZ-47.70%-Jmqrqosk3rKr--3453gNc+345-615.00000
DZKP85.3006.40Ud3DD--29.00%-Qxuhepig3lCb--6603xRt+617-60.00000
F-NOJK67.0008.50CeeXXX-77.00%-Zufmrwnj3qIf--983zNh+98-739.00000
G-TAOT782.0001.20ZhhFFF-16.00%-Ekkwlxmq3fGt--983fIp+98-549.00000
L1AWA12.0006.20Ch2LL-95.00%-Gkwzydda3sWl--1753eLy+175-603.00000
SHGB66.0004.20I2S-58.80%-Ceqlojuc3zVr--2403aGj+240-593.00000
N2JAX31.0004.60Gl2VV-14.00%-VbxbcMMR---1.90%1.900%899.00000
DybSQI61.400-ZPXJ----------Retained
DMOQ69.00032.00U3J--7.00%-Lfjvxpoh3gYb--9453oPp+899-94.00000
Tranche Comments
G-T: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Icp V; F-N: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144P/Jug K; L1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Z/Klx R; N2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144V/Yqm I; S: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144X/Arl P; B: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Xdg N; D: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144K/Ehr A; D: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Zlr T; Dyb: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144X/Fts R;
Deal Comments
Iop Obcc Bjysohk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 22, 2005

Commentary 

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Deal Flow 

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