Barings Euro CLO DAC (BABSE) 2021-3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CrsKDQ21.480-OK-BJ--------94.40000
S-2SEV44.000-Sv2-XX--DrpcmCTA--2.100%2.100%432.00000
JOUR48.200-I3-Z---Xkjkoowp3sFw-9703pTk+932-28.30000
CNPC27.800-X2-C--Uddfxcwk3bIt-2203dWv+220-598.00000
UZBR608.000-App-UUU--Bpwvuopr3mGq-963xOn+96-800.00000
WHVX34.570-Jr3-XX---Oswcvmqv3zHl-7003eFe+657-22.00000
O-1CBP72.700-Yy2-UU--Oyjyhcuk3oUv-1753hWw+175-215.00000
GIWL56.130-Hss3-EEE---Djfszeeo3xVg-3603sIr+360-108.00000
Tranche Comments
U: First Pay: 2022-07-27; Redemption: 2023-07-12; O-1: First Pay: 2022-07-27; Redemption: 2023-07-12; S-2: First Pay: 2022-07-27; Redemption: 2023-07-12; C: First Pay: 2022-07-27; Redemption: 2023-07-12; G: First Pay: 2022-07-27; Redemption: 2023-07-12; W: First Pay: 2022-07-27; Redemption: 2023-07-12; J: First Pay: 2022-07-27; Redemption: 2023-07-12; Crs: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Hos Vqaa Cwhjopi 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 2, 1995
WAL Test Period (YRS)
8
WAL Test Period End Date
Nov 18, 2011