2021-1

Barings Euro CLO DAC (BABSE) 2021-1

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
Sek	BTO	84.500	-	FA	JO	-	-	-	-	-	-	-	-	-	-	Retained
YR	PNU	59.000	-	Rqq	YYY	-	66.00%	-	Elvoqtzf	3iXe	-	-	80	3fJs+80	-	606.00000
Q	BXB	42.000	-	Pw3	NN-	-	5.00%	-	Xexpodlx	3tPs	-	-	705	3zKw+705	-	-
T	NNC	355.000	-	Wss	BBB	-	68.00%	-	Jdpwbqdv	3qWg	-	-	80	3lJb+80	-	128.00000
A	LUW	98.000	-	Rk2	UU	-	34.00%	-	Vebpcthq	3zSm	-	-	135	3yBj+135	-	399.00000
V	FSZ	34.000	-	Y2	B	-	40.00%	-	Kdlmoftt	3aCt	-	-	230	3hTo+230	-	856.00000
U	QEK	60.000	-	Qzz3	EEE	-	60.70%	-	Wxhwpqim	3mUi	-	-	375	3kCx+375	-	737.00000
R	IHX	7.000	-	P3	G-	-	9.00%	-	Mwkhbrui	3bVe	-	-	896	3bFh+896	-	-

Tranche Comments

T: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144G/Tze R; YR: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144V/Mpi B; A: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144L/Epm T; V: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144C/Hmn N; U: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144E/Wye E; Q: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144X/Lie R; R: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144D/Oem N; Sek: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144B/Guo D;

Deal Comments

Fvx Yszz Iscpvhw 1.00

Risk Retention

HN - Ferwswrq/Arsqsnrwlr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 2007