2021-3

Barings Euro CLO DAC (BABSE) 2021-3

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z	HBK	693.000	-	Axx	-	OOO	-	-	Vepzfckx	3hJs	-	-	96	3vNh+96	-	660.00000
Q-1	ZCG	62.200	-	Kk2	-	DD	-	-	Vkydtfei	3mYy	-	-	175	3hJi+175	-	157.00000
U-2	TMF	62.000	-	Cj2	-	MM	-	-	Iayuh	CWX	-	-	-	2.100%	2.100%	719.00000
T	PVC	87.200	-	V2	-	F	-	-	Lujqjvvk	3rEv	-	-	220	3kFy+220	-	278.00000
V	IKI	17.900	-	I3	-	H-	-	-	Mjwbvfbl	3iCd	-	-	970	3mTj+932	-	69.90000
Wio	MQM	88.310	-	YI	-	YT	-	-	-	-	-	-	-	-	-	68.30000
X	WSO	80.890	-	Iq3	-	EE-	-	-	Lehbtory	3zRd	-	-	700	3bSw+657	-	54.00000
E	GQF	48.680	-	Mee3	-	FFF-	-	-	Xukmkshi	3iEt	-	-	360	3nVv+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)

Reinvestment Period End Date

May 26, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Mar 18, 2019