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
G-2	GZA	70.000	3.80	Tkk	-	UUU	33.70%	-	Cisbhpij	3nFx	-	-	110	3zRe+110	-	219.00000
N-1	ADE	59.000	2.20	Cy2	-	EE	50.00%	-	Wexexokm	3iZs	-	-	175	3tDv+175	-	859.00000
R	YEV	88.100	9.60	L2	-	C	25.60%	-	Wcruaybu	3jMy	-	-	245	3rKi+245	-	528.00000
J	GWD	96.400	6.00	Xjj3	-	AAA-	72.80%	-	Zbkdudbl	3oHq	-	-	410	3fYa+410	-	842.00000
Uyv	MSM	32.700	-	JP	-	-	-	-	-	-	-	-	-	-	-	-
D	JUL	56.800	1.40	Rw3	-	RR	77.60%	-	Iswyrcdh	3wVl	-	-	700	3lVl+650	-	49.90000
F-2	GSE	27.000	1.90	Ef2	-	BB	13.00%	-	Snppg	-	-	-	-	2.15%	-	768.00000
E	BNE	19.200	86.00	S3	-	L-	3.90%	-	Mrfzdkhp	3qZa	-	-	995	3vNg+878	-	31.70000
L-1	TYM	987.000	6.90	Fxx	-	QQQ	12.00%	-	Ifhjeirw	3kTd	-	-	98	3rMy+98	-	771.00000
N	VPK	6.000	3.80	Kww	-	III	-	-	Kyqlqakk	3yXw	-	-	50	3mEs+50	-	427.00000

Tranche Comments

N: First Pay: 2020-07-24; Redemption: 2022-01-24; L-1: First Pay: 2020-07-24; Redemption: 2022-01-24; G-2: First Pay: 2020-07-24; Redemption: 2022-01-24; N-1: First Pay: 2020-07-24; Redemption: 2022-01-24; F-2: First Pay: 2020-07-24; Redemption: 2022-01-24; R: First Pay: 2020-07-24; Redemption: 2022-01-24; J: 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; Uyv: First Pay: 2020-07-24; Redemption: 2022-01-24;

Deal Comments

Azm-Cqqq Teqjzfx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 2006

Reset

Yes