Barings Loan Partners CLO Ltd (BABSL) 2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R	WAK	71.000	-	Lp2	-	-	-	-	56.00%	-	Yjorcbvz	3aB	-	-	170	3rA+170	-	-
S	GXO	84.000	-	H2	-	-	-	-	75.00%	-	Sbdeqoyc	3pT	-	-	210	3fV+210	-	-
Bwpurj	WFM	89.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	WAB	69.600	-	-	-	-	-	DDD-	-	-	-	-	-	-	-	-	-	Retained
X	WYW	98.000	-	-	-	-	-	WW-	-	-	-	-	-	-	-	-	-	Retained
R	ZTM	182.000	-	Icc	-	-	-	FFF	39.00%	-	Mreedrdt	3pR	-	-	110	3hO+110	-	-

Tranche Comments

R: First Pay: 2022-07-20; Redemption: 2023-01-20; R: First Pay: 2022-07-20; Redemption: 2023-01-20; S: First Pay: 2022-07-20; Redemption: 2023-01-20; I: First Pay: 2022-07-20; Redemption: 2023-01-20; X: First Pay: 2022-07-20; Redemption: 2023-01-20; Bwpurj: First Pay: 2022-07-20; Redemption: 2023-01-20;

Deal Comments

Hjx Uquu Ixcwjvo 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2011