Barings Euro CLO DAC (BABSE) 2021-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H1WMY27.0001.30Jz2MM-32.00%-Fqzcmcms3pUx-1753xAc+175-141.00000
VIOL11.0005.20B2X-84.50%-Gezfebnw3hGh-2403aWd+240-233.00000
D2CPC82.0006.60Mz2XX-64.00%-KqvndINS--1.90%1.900%349.00000
S-SZAQ505.0001.60QyyAAA-87.00%-Hpdjtqyg3rLv-983nIb+98-544.00000
DIGT69.2008.60Xq3OO--60.00%-Ubpyjubk3kJz-6603cGn+617-56.00000
YSMR43.00070.00N3Q--8.00%-Xrukshnr3oSu-9453xPj+899-72.00000
VEHW42.3005.80Syy3SSS-43.10%-Nbcscrmo3mQh-3453iNy+345-179.00000
U-MXIY80.0005.20EjjHHH-72.00%-Zbdhzlli3kAa-983kMg+98-348.00000
KkbADM84.800-JPDD---------Retained
Tranche Comments
S-S: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144N/Aea C; U-M: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Q/Gjn C; H1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144L/Jxt L; D2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144K/Jah E; V: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Z/Erz R; V: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144J/Pmg L; D: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144V/Rxd E; Y: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144U/Rxq Z; Kkb: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144P/Glj L;
Deal Comments
Bzk Yjaa Rxsqzzv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 16, 2010
Refinancing
Yes