Barings Euro CLO DAC (BABSE) 2021-3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.000-Aaa-AAA--Floating3mEu-963mEu+96-100.00000
B-1EUR24.500-Aa2-AA--Floating3mEu-1753mEu+175-100.00000
B-2EUR15.000-Aa2-AA--FixedYLD--2.100%2.100%100.00000
CEUR24.500-A2-A--Floating3mEu-2203mEu+220-100.00000
DEUR28.250-Baa3-BBB---Floating3mEu-3603mEu+360-100.00000
EEUR20.950-Ba3-BB---Floating3mEu-7003mEu+657-97.00000
FEUR11.600-B3-B---Floating3mEu-9703mEu+932-97.50000
SubEUR34.650-NR-NR--------94.50000
Tranche Comments
A: First Pay: 2022-07-27; Redemption: 2023-07-12; B-1: First Pay: 2022-07-27; Redemption: 2023-07-12; B-2: First Pay: 2022-07-27; Redemption: 2023-07-12; C: First Pay: 2022-07-27; Redemption: 2023-07-12; D: First Pay: 2022-07-27; Redemption: 2023-07-12; E: First Pay: 2022-07-27; Redemption: 2023-07-12; F: First Pay: 2022-07-27; Redemption: 2023-07-12; Sub: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 27, 2026
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 27, 2030