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
W	EVC	86.700	3.90	Qss3	PPP	-	47.50%	-	Xhcoiaiz	3qAh	-	-	345	3cIy+345	-	761.00000
S-C	LKE	969.000	8.60	Hmm	NNN	-	46.00%	-	Fhyfacad	3qTc	-	-	98	3wId+98	-	411.00000
A	XAK	93.000	4.40	M2	G	-	91.90%	-	Uzjocwis	3vSi	-	-	240	3wEs+240	-	858.00000
D-E	IPV	97.000	4.80	Yrr	RRR	-	48.00%	-	Brkmcshm	3xDz	-	-	98	3lNg+98	-	563.00000
V1	VJD	86.000	9.10	Qm2	WW	-	20.00%	-	Qzcxdksy	3mZe	-	-	175	3oWc+175	-	817.00000
X2	OVI	83.000	3.90	Re2	AA	-	61.00%	-	Imcqh	ZWI	-	-	-	1.90%	1.900%	930.00000
O	SHG	42.000	12.00	X3	K-	-	8.00%	-	Udeovzoa	3sRw	-	-	945	3bHt+899	-	12.00000
Zpl	OFJ	93.400	-	AD	WS	-	-	-	-	-	-	-	-	-	-	Retained
Y	PYC	73.200	6.70	Ur3	YY-	-	94.00%	-	Qvfwfqsq	3zDy	-	-	660	3xVc+617	-	15.00000

Tranche Comments

S-C: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Bjn D; D-E: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144L/Csf J; V1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144K/Jrx L; X2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Axz B; A: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144P/Bik J; W: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Q/Iia R; Y: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144E/Iki W; O: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144T/Euj G; Zpl: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144K/Ybu I;

Deal Comments

Twv Vbnn Zytrwlu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2020