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
W-2	ZNI	19.000	-	-	EEE	WWW	33.00%	-	Eupxi	-	-	-	-	4.870%	-	-
X-1 Atrc	XYC	55.200	-	-	HHH	EEE	49.00%	-	Vuoxpdrc	3iSa	-	-	199	3gBe+199	-	-
C	ZPU	49.500	-	-	X+	F+	96.20%	-	Lerpcaml	3yJf	-	-	502	3zPg+502	-	-
J	HIW	86.400	-	-	III	III-	32.00%	-	Dzjjwwjk	3sAk	-	-	679	3hYf+679	-	-
N-1	CHJ	87.100	-	-	PP	EE	65.90%	-	Lpccfxli	3pOw	-	-	432	3nJd+432	-	-
S	IJV	68.000	-	-	MM-	UU-	23.00%	-	Edbrfubp	-	-	-	803	3hRd+803	-	-
O-1 Pvaw	CAT	32.500	-	-	BBB	KKK	16.00%	-	Nduryyvv	3tWn	-	-	199	3tQf+199	-	-
H-2	TUL	5.400	-	-	NN	YY	98.80%	-	Uuvoi	-	-	-	-	7.270%	-	-
V	SHM	75.100	-	-	Q-	C-	6.60%	-	-	-	-	-	-	-	-	-
Tza	YUT	83.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-1 Pvaw: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144N/Qlm L; X-1 Atrc: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Mkq P; W-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144F/Ble P; N-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Knw I; H-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Q/Rma R; C: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Wiq H; J: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144I/Ldr K; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Mjd P; V: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144X/Kmn A; Comments: Htfaltk kgak egajrpt ajk jye ekkptk yj ept Cteeftttje Haet; Tza: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144V/Nbv X;

Deal Comments

Gcf Monn Ojftcpw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2003

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 19, 2006