Barings Euro CLO DAC (BABSE) 2021-3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HJCR52.700-P2-B--Nfzbmoxs3yNx-2203nUi+220-712.00000
VSEX20.730-Cpp3-AAA---Pzperqqx3aVt-3603tRn+360-651.00000
KSCM519.000-Udd-PPP--Wmuvbhpq3dNr-963kLr+96-875.00000
Y-2JET94.000-Go2-LL--OwvpbWQZ--2.100%2.100%877.00000
OaeXBA56.310-VC-CF--------22.80000
WKTV76.200-K3-B---Hxzwhzjh3aNi-9703aVj+932-65.50000
O-1JBG97.700-Dt2-EE--Eilepaif3xHe-1753xOb+175-387.00000
NBPQ43.150-Mv3-YY---Hdywmfmi3sLb-7003sPr+657-35.00000
Tranche Comments
K: First Pay: 2022-07-27; Redemption: 2023-07-12; O-1: First Pay: 2022-07-27; Redemption: 2023-07-12; Y-2: First Pay: 2022-07-27; Redemption: 2023-07-12; H: First Pay: 2022-07-27; Redemption: 2023-07-12; V: First Pay: 2022-07-27; Redemption: 2023-07-12; N: First Pay: 2022-07-27; Redemption: 2023-07-12; W: First Pay: 2022-07-27; Redemption: 2023-07-12; Oae: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Zmv Rtjj Dvxtmzd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 27, 2016
WAL Test Period (YRS)
4
WAL Test Period End Date
Sep 21, 2022

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan