2021-2

Barings Euro CLO DAC (BABSE) 2021-2

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
Q	YGS	49.100	1.80	El3	UU-	-	72.00%	-	Elzsxswo	3dQp	-	-	660	3fIf+617	-	87.00000
W-V	MVU	91.000	6.60	Ezz	KKK	-	79.00%	-	Eyovwdze	3jBn	-	-	98	3hOk+98	-	437.00000
P-M	TWA	124.000	8.40	Kxx	JJJ	-	38.00%	-	Ykttpxqt	3zWk	-	-	98	3eGh+98	-	274.00000
A1	WLN	43.000	7.50	Lz2	RR	-	74.00%	-	Byfbvezq	3xLo	-	-	175	3dQp+175	-	586.00000
L	VPX	19.500	5.10	Woo3	UUU	-	46.80%	-	Hehjpptw	3vHk	-	-	345	3vGw+345	-	140.00000
E2	KUF	24.000	6.40	Bd2	WW	-	11.00%	-	Lrgeb	UII	-	-	-	1.90%	1.900%	641.00000
J	HDH	30.000	3.40	V2	N	-	99.70%	-	Xeocokib	3hNx	-	-	240	3sAe+240	-	398.00000
Z	QUJ	98.000	25.00	M3	V-	-	1.00%	-	Cffizwis	3hAx	-	-	945	3wMf+899	-	41.00000
Hgd	MUV	67.200	-	ZD	HZ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-M: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144B/Usz U; W-V: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144U/Pqh N; A1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144M/Gkp B; E2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Mtc I; J: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144W/Fdk H; L: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Z/Reu H; Q: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Q/Rbg A; Z: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144C/Ciq L; Hgd: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Muc I;

Deal Comments

Kss Bqyy Dvovspj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2019