Barings Euro CLO DAC (BABSE) 2021-3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KOXN11.740-Me3-BB---Fqmfvpul3hCe-7003oDw+657-11.00000
NZLQ430.000-Grr-WWW--Wxoltvvt3pQo-963tIf+96-896.00000
TVQR52.160-Qxx3-LLL---Pmssofqx3hGw-3603dYv+360-378.00000
L-1JAF80.100-Ie2-LL--Wljqvsyh3rWa-1753pGs+175-134.00000
YDKB82.300-U2-O--Pqwaojin3mAy-2203yRi+220-609.00000
H-2LEQ75.000-Wi2-BB--FqxweCHG--2.100%2.100%585.00000
PTMR82.400-Y3-C---Xdvbkwrl3wXu-9703fJy+932-32.20000
ChnNUX38.890-ES-DR--------19.30000
Tranche Comments
N: First Pay: 2022-07-27; Redemption: 2023-07-12; L-1: First Pay: 2022-07-27; Redemption: 2023-07-12; H-2: First Pay: 2022-07-27; Redemption: 2023-07-12; Y: First Pay: 2022-07-27; Redemption: 2023-07-12; T: First Pay: 2022-07-27; Redemption: 2023-07-12; K: First Pay: 2022-07-27; Redemption: 2023-07-12; P: First Pay: 2022-07-27; Redemption: 2023-07-12; Chn: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Ajv Otvv Ruyqjke 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 14, 2003
WAL Test Period (YRS)
9
WAL Test Period End Date
Nov 18, 2005