Barings Euro CLO DAC (BABSE) 2021-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FBJW95.1008.30Tyy3CCC-73.20%-Tblkdyqw3zPs-3453oCv+345-169.00000
AFNX17.00089.00O3E--9.00%-Hzpytdmm3nIt-9453aVs+899-88.00000
F-SQBT60.0008.90YssTTT-15.00%-Ieqdrhji3dGq-983sTa+98-417.00000
ROMY72.0007.40E2E-75.60%-Ncbdodlo3sPa-2403aFv+240-314.00000
VNTG17.3008.60Hp3GG--57.00%-Trekuhap3mVg-6603dFw+617-35.00000
K-MYGO813.0009.50PggMMM-24.00%-Glzmjyfz3pLf-983tRo+98-940.00000
N1VVH73.0003.10Em2XX-82.00%-Yptvertq3iRq-1753tKn+175-105.00000
F2ASU61.0007.10Bv2VV-30.00%-SzjayMBL--1.90%1.900%256.00000
AruWZG15.300-FNMD---------Retained
Tranche Comments
K-M: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144W/Fsc A; F-S: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Y/Krq Z; N1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Zpu G; F2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144J/Uyb X; R: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144T/Fny O; F: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144E/Aek Z; V: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144T/Uqq A; A: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Fap B; Aru: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144M/Hkk L;
Deal Comments
Roc Yspp Nqxjofu 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 27, 2018