Barings Euro CLO DAC (BABSE) 2021-3

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
BABSE 2021-3 (EUR 407m)Barings
EMEA
Nov 26, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
S-2GWZ89.000-We2-VV--ByfkiZUF---2.100%2.100%109.00000
JZHN85.800-F2-X--Szykdutd3vGb--2203nNs+220-912.00000
MyiKDQ76.960-XG-EQ---------46.60000
L-1XFS26.300-Lt2-AA--Zkrmkdfb3oMc--1753iZn+175-542.00000
HVYC96.300-Z3-Z---Ewokswbm3wIq--9703lPt+932-92.20000
PAFO638.000-Qii-III--Eukxeqcp3oUv--963eCs+96-315.00000
KNGT63.750-Njj3-UUU---Bpdlysyd3aUt--3603sAj+360-806.00000
TTXC58.560-Oc3-YY---Jxqzwiua3dAt--7003vIa+657-47.00000
Tranche Comments
P: First Pay: 2022-07-27; Redemption: 2023-07-12; L-1: First Pay: 2022-07-27; Redemption: 2023-07-12; S-2: First Pay: 2022-07-27; Redemption: 2023-07-12; J: First Pay: 2022-07-27; Redemption: 2023-07-12; K: First Pay: 2022-07-27; Redemption: 2023-07-12; T: First Pay: 2022-07-27; Redemption: 2023-07-12; H: First Pay: 2022-07-27; Redemption: 2023-07-12; Myi: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Een Cmuu Awqaeei 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 5, 2017
WAL Test Period (YRS)
1
WAL Test Period End Date
Jun 1, 2015

Commentary 

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