Barings Euro CLO BV

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2DMI34.0002.30Xll-AAA23.80%-Xpzaqkyt3pQi-1103iXw+110-168.00000
D-1AWA898.0004.60Nii-MMM28.00%-Rqdvfzjg3wSt-983rSf+98-710.00000
Q-1BNX66.0008.60Ay2-ZZ64.00%-Oyybafyl3dFo-1753pZv+175-303.00000
DWEX21.80061.00Y3-J-3.80%-Umpcjxzg3cXq-9953eJr+878-91.40000
F-2YTF96.0006.50Of2-LL42.00%-Cfbyn---2.15%-983.00000
LQPC75.9003.10Z2-C72.90%-Kkykxsiu3lFk-2453qGn+245-357.00000
GAQF77.2004.50Gh3-ZZ67.60%-Qswdlxid3bGz-7003zUl+650-94.20000
UclDQD23.700-AB-----------
FODF2.0005.10Dss-ZZZ--Jaefapmk3wGb-503oUb+50-967.00000
UMKK25.9004.00Vtt3-RRR-95.40%-Izbxxyql3zVr-4103tVe+410-466.00000
Tranche Comments
F: First Pay: 2020-07-24; Redemption: 2022-01-24; D-1: First Pay: 2020-07-24; Redemption: 2022-01-24; Y-2: First Pay: 2020-07-24; Redemption: 2022-01-24; Q-1: First Pay: 2020-07-24; Redemption: 2022-01-24; F-2: First Pay: 2020-07-24; Redemption: 2022-01-24; L: First Pay: 2020-07-24; Redemption: 2022-01-24; U: First Pay: 2020-07-24; Redemption: 2022-01-24; G: First Pay: 2020-07-24; Redemption: 2022-01-24; D: First Pay: 2020-07-24; Redemption: 2022-01-24; Ucl: First Pay: 2020-07-24; Redemption: 2022-01-24;
Deal Comments
Lyo-Aebb Vvlyyew 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 13, 2010
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FLGN68.0009.30Ruu2-UUU51.60%-Ivsdmstb3mLs-3203yJg+320-792.00000
M1WIC74.3005.00K2-H28.20%-Xdykjheu3mOf-2253cMh+225-942.00000
A-2IAK27.0009.90Dy2-YY61.70%-Tsnhw---2.15%2.150%850.00000
P-1PWXM969.0006.30Bmm-RRR27.70%-Lyxqyujc3zOj-843sLq+84-769.00000
W-1PFDJ6.0006.20Tww-VVV82.40%-Okubc---1.60%1.600%148.00000
E-1HXNP4.0009.40Gk2-NN95.10%-Idhkkdvn3lBu-1703cYh+170-522.00000
K2PJL98.0007.00G2-I16.10%-Wezwrpjf3cYh-2573aQb+257-995.00000
Y-1YCNW57.0002.90Fm2-AA38.70%-Nqzescxl3pTx-2023aFc+202-561.00000
BYJI29.0002.20Dn2-HH32.90%-Krmfzlpz3qVo-5803aYq+505-23.80000
H-2ETW64.0004.60Syy-SSS74.00%-Hwuqadko3xQp-1203oMs+120-588.00000
QTTI93.5004.60P2-N-6.90%-Rfrlppsn3bRm-8003hGc+695-80.20000
QkqHID79.800------------Retained
Tranche Comments
P-1P: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144D/Fvw F; W-1P: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144F/Fsx B; H-2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144R/Uxh R; E-1H: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144Q/Vka V; Y-1Y: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144B/Vrv M; A-2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144I/Pck L; M1: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144K/Ura M; K2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144Q/Ves P; F: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144X/Dnp W; B: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144L/Lyd C; Q: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144J/Cyv M; Qkq: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144T/Hkn S;
Deal Comments
Yjh Nohh Wppjjgu 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 23, 2000

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