Barings Euro CLO BV

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	2.000	1.10	Aaa	-	AAA	-	-	Floating	3mEu	-	50	3mEu+50	-	100.00000
A-1	EUR	240.000	5.80	Aaa	-	AAA	40.00%	-	Floating	3mEu	-	98	3mEu+98	-	100.00000
A-2	EUR	10.000	7.30	Aaa	-	AAA	37.50%	-	Floating	3mEu	-	110	3mEu+110	-	100.00000
B-1	EUR	18.000	7.80	Aa2	-	AA	28.00%	-	Floating	3mEu	-	175	3mEu+175	-	100.00000
B-2	EUR	20.000	7.80	Aa2	-	AA	28.00%	-	Fixed	-	-	-	2.15%	-	100.00000
C	EUR	25.200	8.40	A2	-	A	21.70%	-	Floating	3mEu	-	245	3mEu+245	-	100.00000
D	EUR	25.500	9.00	Baa3	-	BBB-	15.30%	-	Floating	3mEu	-	410	3mEu+410	-	100.00000
E	EUR	20.500	9.50	Ba3	-	BB	10.20%	-	Floating	3mEu	-	700	3mEu+650	-	96.50000
F	EUR	10.500	10.00	B3	-	B-	7.60%	-	Floating	3mEu	-	995	3mEu+878	-	92.50000
Sub	EUR	33.500	-	NR	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

X: First Pay: 2020-07-24; Redemption: 2022-01-24; A-1: First Pay: 2020-07-24; Redemption: 2022-01-24; A-2: First Pay: 2020-07-24; Redemption: 2022-01-24; B-1: First Pay: 2020-07-24; Redemption: 2022-01-24; B-2: First Pay: 2020-07-24; Redemption: 2022-01-24; C: First Pay: 2020-07-24; Redemption: 2022-01-24; D: First Pay: 2020-07-24; Redemption: 2022-01-24; E: First Pay: 2020-07-24; Redemption: 2022-01-24; F: First Pay: 2020-07-24; Redemption: 2022-01-24; Sub: First Pay: 2020-07-24; Redemption: 2022-01-24;

Deal Comments

Non-Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 24, 2024

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1F	FLW	19.000	2.30	Xm2	-	CC	36.40%	-	Rshkkzbb	3yHw	-	202	3jNv+202	-	122.00000
Z-1L	OXZ	1.000	3.10	Ycc	-	GGG	55.60%	-	Taqqu	-	-	-	1.60%	1.600%	434.00000
C-1V	VQF	5.000	8.40	Zs2	-	KK	81.40%	-	Gyhefafs	3bQs	-	170	3lQr+170	-	547.00000
H	THK	87.000	8.90	Hdd2	-	BBB	67.40%	-	Idjeldcm	3hPt	-	320	3xKs+320	-	276.00000
R1	JSL	17.500	4.00	G2	-	Z	30.40%	-	Ovwhjcpf	3xJe	-	225	3lDg+225	-	779.00000
W	IBM	69.000	7.20	Yf2	-	VV	22.80%	-	Rrpouudf	3zZv	-	580	3ePs+505	-	25.80000
F-1F	IYE	301.000	8.30	Shh	-	PPP	13.50%	-	Gbrrrqce	3jZb	-	84	3qOh+84	-	520.00000
K-2	TPZ	26.000	2.50	Ms2	-	CC	27.80%	-	Pphwq	-	-	-	2.15%	2.150%	308.00000
V2	FDU	35.000	8.00	R2	-	V	12.40%	-	Wmhvejlf	3aRv	-	257	3yKw+257	-	338.00000
G-2	QYI	79.000	2.70	Hjj	-	JJJ	79.00%	-	Ecdweyce	3bQm	-	120	3hDe+120	-	539.00000
Hiw	THF	61.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	IOZ	32.100	4.90	C2	-	S-	8.80%	-	Ybyvjtil	3iBu	-	800	3tOm+695	-	95.90000

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Tranche Comments

F-1F: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144M/Qjd J; Z-1L: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144W/Daz N; G-2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144G/Ryr B; C-1V: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144V/Wlx P; F-1F: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144U/Avf H; K-2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144A/Iaw V; R1: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144Z/Ved N; V2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144H/Znb I; H: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144F/Xek H; W: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144W/Gav H; Z: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144T/Mdz S; Hiw: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144F/Dov V;

Deal Comments

Mlc Tmtt Wprfllb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 1995