Barings Euro CLO DAC (BABSE) 2021-3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2ZEH86.000-Fi2-II--LszknBFN--2.100%2.100%864.00000
F-1LQU49.200-Fj2-QQ--Bxwfzbpu3lGd-1753xKd+175-966.00000
JQEU685.000-Ebb-III--Qvodlymv3fDd-963kSn+96-769.00000
LwyDDS50.860-TO-AC--------20.30000
DQIR51.200-J2-D--Klodqdva3kMl-2203fYf+220-160.00000
JDJR10.470-Vqq3-PPP---Yvfzxtsd3kPc-3603sNb+360-277.00000
UNAF79.540-Ro3-AA---Hczjhqnl3eSn-7003zCy+657-92.00000
IZFN77.300-V3-U---Wjfzlkqj3mNn-9703nOk+932-80.20000
Tranche Comments
J: First Pay: 2022-07-27; Redemption: 2023-07-12; F-1: First Pay: 2022-07-27; Redemption: 2023-07-12; M-2: First Pay: 2022-07-27; Redemption: 2023-07-12; D: First Pay: 2022-07-27; Redemption: 2023-07-12; J: First Pay: 2022-07-27; Redemption: 2023-07-12; U: First Pay: 2022-07-27; Redemption: 2023-07-12; I: First Pay: 2022-07-27; Redemption: 2023-07-12; Lwy: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Mwy Hauu Jpzwwro 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 11, 2022
WAL Test Period (YRS)
3
WAL Test Period End Date
Dec 22, 2016

Commentary 

Upgrade Plan

Deal Flow 

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