Barings Euro CLO BV

Deals

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
J	YUV	23.200	13.00	D3	-	M-	1.80%	-	Aqyjfrsh	3jPw	-	-	995	3bSr+878	-	94.20000
Iru	ZCN	93.200	-	TH	-	-	-	-	-	-	-	-	-	-	-	-
J	VXX	3.000	4.20	Iuu	-	WWW	-	-	Jejzrxbl	3eMh	-	-	50	3iJc+50	-	224.00000
J-2	MVB	64.000	2.10	Eb2	-	RR	26.00%	-	Ojlao	-	-	-	-	2.15%	-	196.00000
K-2	AQP	24.000	7.50	Yaa	-	SSS	95.70%	-	Xmhwlcsa	3sTn	-	-	110	3bDj+110	-	312.00000
B-1	EXF	85.000	3.60	Fl2	-	KK	80.00%	-	Ymtapywt	3wGt	-	-	175	3zCj+175	-	298.00000
G	QXH	25.700	8.50	Z2	-	F	91.20%	-	Hdcwwipa	3zYe	-	-	245	3rOu+245	-	413.00000
A	OJG	22.100	8.00	Kcc3	-	RRR-	78.10%	-	Qywcjtuh	3rQc	-	-	410	3sJo+410	-	947.00000
C	KPH	78.300	1.40	Sg3	-	WW	89.40%	-	Fbmesuhf	3sZj	-	-	700	3zBb+650	-	38.70000
U-1	XOS	201.000	4.60	Uxx	-	GGG	73.00%	-	Npstvtxt	3oQo	-	-	98	3wZx+98	-	245.00000

Tranche Comments

J: First Pay: 2020-07-24; Redemption: 2022-01-24; U-1: First Pay: 2020-07-24; Redemption: 2022-01-24; K-2: First Pay: 2020-07-24; Redemption: 2022-01-24; B-1: First Pay: 2020-07-24; Redemption: 2022-01-24; J-2: First Pay: 2020-07-24; Redemption: 2022-01-24; G: First Pay: 2020-07-24; Redemption: 2022-01-24; A: First Pay: 2020-07-24; Redemption: 2022-01-24; C: First Pay: 2020-07-24; Redemption: 2022-01-24; J: First Pay: 2020-07-24; Redemption: 2022-01-24; Iru: First Pay: 2020-07-24; Redemption: 2022-01-24;

Deal Comments

Tmx-Vtuu Yghqmjk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2002

Reset

Yes