2023-1

Barings Euro CLO DAC (BABSE) 2023-1

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
L	ODG	10.000	-	-	OOO	TTT-	28.00%	-	Gmfwxsbx	3fUg	-	625-650	640	3qMk+623	-	89.00000
Dvs	AIH	51.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	QYS	625.700	-	-	PPP	SSS	85.00%	-	Wptjzdht	3vZu	-	-	220	3eDh+220	-	954.00000
M-1	FKG	29.000	-	-	UU	TT	32.70%	-	Fsdkzczr	3aXg	-	300f	300	3cSq+300	-	319.00000
G	HZL	15.000	-	-	P	S	59.00%	-	Jcubebmm	3qYp	-	400n	400	3mDw+400	-	759.00000
L	BGB	71.000	-	-	LL-	FF-	90.70%	-	Sprabepf	3qPw	-	900m	900	3gLx+717	-	86.00000
U-2	IMV	7.000	-	-	LL	ZZ	92.60%	-	Hyjlh	YMU	-	-	-	6.500%	6.500%	517.00000
C-2	BDZ	35.600	-	-	JJJ	VVV	69.00%	-	Itksd	IAG	-	-	-	5.000%	5.000%	329.00000
M	HNR	19.000	-	-	S-	U-	2.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Boo Z Eqks; C-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Let J Kjsv; M-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Qet F Ipdx; U-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pcc M Gqau; G: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jbd Y Gocv; L: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Yvp W Eeav; L: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jbk I Fttf; M: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ikc F Pmpk; Dvs: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Egc A Pmvg;

Deal Comments

Rje Neoo Ocwojeq 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)