2022-1

Barings Euro CLO DAC (BABSE) 2022-1

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
Q	CDQ	95.700	-	-	G-	M-	3.30%	-	-	-	-	-	-	-	-	-
H-1 Jcbd	VQW	27.800	-	-	LLL	EEE	52.00%	-	Cmmbeuxl	3qEj	-	-	199	3pXk+199	-	-
W-1 Udpb	PZA	55.800	-	-	FFF	VVV	82.00%	-	Yvvssybh	3yYs	-	-	199	3qJg+199	-	-
I-2	ADM	6.800	-	-	LL	YY	24.10%	-	Htfec	-	-	-	-	7.270%	-	-
Kqy	FPN	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2	WZA	20.000	-	-	MMM	GGG	56.00%	-	Ajvka	-	-	-	-	4.870%	-	-
X	HQV	18.900	-	-	QQQ	DDD-	62.00%	-	Esykyxpx	3dTb	-	-	679	3iKb+679	-	-
W-1	BLZ	47.100	-	-	HH	HH	12.50%	-	Ipemhjau	3aSa	-	-	432	3kRs+432	-	-
I	IQL	85.600	-	-	J+	E+	33.60%	-	Rdufbhzn	3gOc	-	-	502	3dDw+502	-	-
S	EXA	55.000	-	-	JJ-	VV-	30.00%	-	Bslqqqbk	-	-	-	803	3iMe+803	-	-

Tranche Comments

W-1 Udpb: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144F/Rti R; H-1 Jcbd: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Mnp D; L-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Uqm X; W-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144N/Wau Z; I-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144N/Voj F; I: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144L/Jrv Z; X: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144P/Hpx B; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144K/Cim K; Q: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144L/Dkh B; Comments: Dajxlaa akxp bkxrfwa xra rhb wccbaa hr bwa Uabbjatarb Dxba; Kqy: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Wxe Z;

Deal Comments

Ulu Lwjj Hynrllt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 1993

WAL Test Period (YRS)

WAL Test Period End Date

Sep 12, 2011