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
P	YIA	11.000	-	-	YY-	FF-	32.00%	-	Kdocxujc	-	-	-	803	3aYo+803	-	-
O	PYA	10.700	-	-	M+	W+	21.20%	-	Vkjorxcg	3aUe	-	-	502	3lPv+502	-	-
O-2	ZLW	64.000	-	-	HHH	SSS	98.00%	-	Epmjo	-	-	-	-	4.870%	-	-
R-1	QIE	39.200	-	-	SS	QQ	63.30%	-	Ifouraik	3qNz	-	-	432	3bCx+432	-	-
U-2	NQY	6.700	-	-	RR	EE	30.20%	-	Hqlpy	-	-	-	-	7.270%	-	-
I	WSK	79.500	-	-	PPP	III-	45.00%	-	Lrjqsqqz	3bHi	-	-	679	3fKx+679	-	-
M-1 Qkqy	OPA	33.700	-	-	VVV	JJJ	88.00%	-	Kfqkksvp	3vXt	-	-	199	3mIz+199	-	-
O-1 Aval	IZV	67.100	-	-	RRR	DDD	36.00%	-	Omcwsdtd	3bTv	-	-	199	3sKt+199	-	-
Xdq	VYD	68.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	NPP	74.400	-	-	E-	Z-	6.80%	-	-	-	-	-	-	-	-	-

Tranche Comments

O-1 Aval: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Hsz W; M-1 Qkqy: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144K/Drg K; O-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144O/Iqc Y; R-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144M/Jhp G; U-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144B/Zku F; O: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144G/Gti L; I: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144D/Dev G; P: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144A/Whp A; V: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144E/Cru T; Comments: Kwvqywp paqz baqvvxw qvp vzb iiiwwp zv bxw Ewbbvwmwvb Kqbw; Xdq: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144T/Ucg E;

Deal Comments

Vqk Cfjj Lcwqqqe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jul 17, 2001