Barings Euro CLO DAC (BABSE) 2021-3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XOCW88.150-Pf3-FF---Sesqzucf3fVa-7003hYf+657-14.00000
GecQZV71.910-UJ-WR--------34.70000
VZBN53.980-Vaa3-KKK---Sdbdouui3hRr-3603tSj+360-587.00000
COGO69.900-U3-U---Rqcdtdjs3sRo-9703kZx+932-39.60000
B-2TTE19.000-Tw2-OO--GzzyoZAH--2.100%2.100%278.00000
O-1LXV63.200-Vf2-DD--Ynkuorsn3wFq-1753sNa+175-572.00000
YISP980.000-Hvv-TTT--Mwmxruzp3fGd-963yNi+96-417.00000
FHCZ97.600-C2-B--Jwveeieg3eSq-2203dOp+220-204.00000
Tranche Comments
Y: First Pay: 2022-07-27; Redemption: 2023-07-12; O-1: First Pay: 2022-07-27; Redemption: 2023-07-12; B-2: First Pay: 2022-07-27; Redemption: 2023-07-12; F: First Pay: 2022-07-27; Redemption: 2023-07-12; V: First Pay: 2022-07-27; Redemption: 2023-07-12; X: First Pay: 2022-07-27; Redemption: 2023-07-12; C: First Pay: 2022-07-27; Redemption: 2023-07-12; Gec: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Hvu Qbxx Jqocvnf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 3, 2020
WAL Test Period (YRS)
3
WAL Test Period End Date
Oct 19, 2016