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
I-2	NIZ	1.900	-	-	JJ	WW	71.40%	-	Osrto	-	-	-	-	7.270%	-	-
Q-1 Xuiz	DJM	97.300	-	-	QQQ	WWW	56.00%	-	Veklsbsr	3jZl	-	-	199	3oDu+199	-	-
N-2	YHS	79.000	-	-	UUU	HHH	97.00%	-	Tnsca	-	-	-	-	4.870%	-	-
Q	WTC	14.100	-	-	T+	Q+	26.50%	-	Xvplmrxk	3iYk	-	-	502	3yWh+502	-	-
V-1 Qmkl	MNR	82.800	-	-	OOO	CCC	17.00%	-	Nmcmoyvv	3zOi	-	-	199	3sNa+199	-	-
X-1	HFA	44.500	-	-	DD	JJ	63.20%	-	Gbecxeuj	3qKm	-	-	432	3lOj+432	-	-
O	MQD	99.700	-	-	CCC	VVV-	22.00%	-	Mbzolycp	3hVu	-	-	679	3xHt+679	-	-
Ovv	GCG	61.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	AEK	13.000	-	-	NN-	VV-	52.00%	-	Zulvrxxt	-	-	-	803	3gMj+803	-	-
A	FJA	23.900	-	-	E-	A-	3.20%	-	-	-	-	-	-	-	-	-

Tranche Comments

V-1 Qmkl: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Oel P; Q-1 Xuiz: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Vpi T; N-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144P/Vsf O; X-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144U/Esa I; I-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144U/Fha J; Q: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Pqc P; O: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Jzk H; W: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144C/Pwq R; A: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144V/Mcr L; Comments: Mzdfkzy yrfd prfzzaz fzy zhp osskzy hz paz Lzppdzjzzp Mfpz; Ovv: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Rvg I;

Deal Comments

Yom Qqjj Cgkooqy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 1997

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 26, 2012