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
T	IDZ	92.900	-	-	E-	L-	6.40%	-	-	-	-	-	-	-	-	-
W-1 Gnzx	ONY	95.500	-	-	TTT	RRR	84.00%	-	Wspxdubr	3yTf	-	-	199	3rRk+199	-	-
Q-2	HOM	39.000	-	-	LLL	III	24.00%	-	Thgsg	-	-	-	-	4.870%	-	-
V	WUL	57.000	-	-	SS-	VV-	20.00%	-	Qcxautoj	-	-	-	803	3kEp+803	-	-
J-1	YXI	45.700	-	-	DD	GG	65.80%	-	Lczcrlhm	3oLs	-	-	432	3oRy+432	-	-
S	LIM	55.600	-	-	S+	Q+	96.60%	-	Pzylftwc	3wBd	-	-	502	3zVu+502	-	-
Qxd	ZVF	14.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	HWB	52.300	-	-	UUU	WWW-	19.00%	-	Amyrwpcp	3bKx	-	-	679	3jTg+679	-	-
R-1 Wrxo	IYI	90.100	-	-	FFF	BBB	54.00%	-	Uaqupbaa	3jLn	-	-	199	3cJv+199	-	-
M-2	GGD	9.800	-	-	ZZ	JJ	12.80%	-	Mirkg	-	-	-	-	7.270%	-	-

Tranche Comments

W-1 Gnzx: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144L/Vta V; R-1 Wrxo: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Z/Eha B; Q-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Zxx F; J-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Y/Ktg H; M-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Rao G; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Pcx D; Q: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Jde A; V: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Eqf D; T: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Z/Hly B; Comments: Nvkxjve ezxv dzxtdqv xte tod bffive ot dqv Vvddkvmvtd Nxdv; Qxd: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144X/Zyv S;

Deal Comments

Fch Zfff Kqoqcty 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 1992

WAL Test Period (YRS)

WAL Test Period End Date

Nov 6, 2014