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
Q-2	DJM	88.200	-	-	YYY	RRR	35.00%	-	Lbyow	JQR	-	-	-	5.000%	5.000%	149.00000
V	DWD	37.000	-	-	JJ-	AA-	25.50%	-	Lffcxdvd	3qBu	-	900e	900	3fUu+717	-	18.00000
X-1	ZYW	907.500	-	-	XXX	QQQ	86.00%	-	Zslyqcrl	3bKh	-	-	220	3pTv+220	-	187.00000
V	BBL	44.000	-	-	Z	K	63.00%	-	Udyeovte	3nCy	-	400j	400	3dQa+400	-	126.00000
A-1	TUG	55.000	-	-	GG	KK	48.90%	-	Scxfptix	3qNj	-	300f	300	3lKy+300	-	208.00000
Q	POT	61.000	-	-	T-	O-	8.00%	-	-	-	-	-	-	-	-	Retained
Uyv	IEL	65.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	OFN	7.000	-	-	WW	CC	60.90%	-	Whybl	UFR	-	-	-	6.500%	6.500%	472.00000
X	XNG	73.000	-	-	GGG	WWW-	47.00%	-	Bbfmvwyn	3pJe	-	625-650	640	3pXk+623	-	43.00000

Tranche Comments

X-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pbz E Xjof; Q-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Rot A Vucw; A-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Yef Z Fxlp; Y-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Dds C Dvng; V: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ncz U Sjfu; X: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Bzo D Zmca; V: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Heb I Bvct; Q: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jsq H Cfon; Uyv: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Hpg B Ojxc;

Deal Comments

Opt Wqvv Ehkapjx 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)