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	-	-	-	-	-	-	-	-	-	-	-

More Details

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
Q	ZZM	79.000	5.80	Xee2	-	TTT	12.10%	-	Zuqsvrlt	3yGg	-	320	3tZx+320	-	944.00000
P-1P	QJY	875.000	1.10	Jhh	-	BBB	60.40%	-	Spfexltp	3aJp	-	84	3yQc+84	-	928.00000
V-2	CJP	77.000	1.90	Ca2	-	FF	45.10%	-	Nocye	-	-	-	2.15%	2.150%	298.00000
X2	WYB	71.000	6.00	V2	-	N	23.40%	-	Bcdysqmf	3eLd	-	257	3lOl+257	-	475.00000
Y-2	CWJ	61.000	4.90	Ipp	-	LLL	59.00%	-	Ckhmcpca	3tOv	-	120	3sPl+120	-	649.00000
A	CFG	62.000	9.50	Sh2	-	SS	28.90%	-	Ipwmzmol	3dOq	-	580	3bPx+505	-	69.40000
I-1M	MKB	8.000	2.60	Lss	-	NNN	27.60%	-	Nkisv	-	-	-	1.60%	1.600%	966.00000
K-1N	DUW	9.000	7.30	Xd2	-	XX	64.40%	-	Iyyeswkb	3mDd	-	170	3zYw+170	-	389.00000
P-1P	EHB	90.000	8.60	Oy2	-	RR	33.90%	-	Qvxkezwa	3yQl	-	202	3nPz+202	-	671.00000
N1	WOP	66.100	2.00	I2	-	O	36.90%	-	Cjxbpetz	3cSb	-	225	3eNi+225	-	178.00000
A	DOI	55.100	6.40	Y2	-	O-	6.30%	-	Bzlsdfqj	3qOb	-	800	3oZe+695	-	42.70000
Mwr	IKA	61.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P-1P: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144X/Qbs G; I-1M: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144Y/Mjy O; Y-2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144W/Gsh C; K-1N: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144X/Wim J; P-1P: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144X/Wix E; V-2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144F/Fvr T; N1: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144M/Kem U; X2: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144P/Lad I; Q: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144L/Hzm F; A: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144B/Les P; A: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144H/Fzp M; Mwr: First Pay: 2019-04-15; Redemption: 2020-10-15; Registration: 144T/Ztp V;

Deal Comments

Snl Zytt Nnxfnlw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2006