Barings Euro CLO DAC (BABSE) 2021-3

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
BABSE 2021-3 (EUR 407m)Barings
EMEA
Nov 26, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
ZHBK693.000-Axx-OOO--Vepzfckx3hJs--963vNh+96-660.00000
Q-1ZCG62.200-Kk2-DD--Vkydtfei3mYy--1753hJi+175-157.00000
U-2TMF62.000-Cj2-MM--IayuhCWX---2.100%2.100%719.00000
TPVC87.200-V2-F--Lujqjvvk3rEv--2203kFy+220-278.00000
VIKI17.900-I3-H---Mjwbvfbl3iCd--9703mTj+932-69.90000
WioMQM88.310-YI-YT---------68.30000
XWSO80.890-Iq3-EE---Lehbtory3zRd--7003bSw+657-54.00000
EGQF48.680-Mee3-FFF---Xukmkshi3iEt--3603nVv+360-729.00000
Tranche Comments
Z: First Pay: 2022-07-27; Redemption: 2023-07-12; Q-1: First Pay: 2022-07-27; Redemption: 2023-07-12; U-2: First Pay: 2022-07-27; Redemption: 2023-07-12; T: First Pay: 2022-07-27; Redemption: 2023-07-12; E: First Pay: 2022-07-27; Redemption: 2023-07-12; X: First Pay: 2022-07-27; Redemption: 2023-07-12; V: First Pay: 2022-07-27; Redemption: 2023-07-12; Wio: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Djc Szoo Tnsbjku 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 26, 2023
WAL Test Period (YRS)
7
WAL Test Period End Date
Mar 18, 2019

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