2023-1

Barings Euro CLO DAC (BABSE) 2023-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2	YBH	2.000	-	-	ZZ	WW	14.10%	-	Afqnl	CYO	-	-	6.500%	6.500%	119.00000
C	KEX	55.000	-	-	K	L	93.00%	-	Kwhwpkxh	3dQl	400v	400	3gTc+400	-	310.00000
Moq	CUD	98.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2	FMW	50.200	-	-	III	YYY	77.00%	-	Grtyd	OEW	-	-	5.000%	5.000%	532.00000
K	MSC	79.000	-	-	L-	R-	9.00%	-	-	-	-	-	-	-	Retained
S-1	VCZ	627.800	-	-	OOO	KKK	62.00%	-	Evidqbit	3vSz	-	220	3lCm+220	-	311.00000
W-1	HXB	28.000	-	-	RR	WW	92.30%	-	Brzpziqm	3tBq	300p	300	3eCu+300	-	270.00000
D	ZDV	70.000	-	-	SSS	MMM-	30.00%	-	Ohbesluq	3vHc	625-650	640	3iTs+623	-	99.00000
J	YXU	28.000	-	-	XX-	DD-	28.80%	-	Ddqpsezu	3hPn	900k	900	3zYu+717	-	18.00000

Tranche Comments

S-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Kts Q Ypvf; E-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Qbx H Hdza; W-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Tai Y Leju; W-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Ewh W Djvp; C: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Npi S Ucng; D: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Yad L Vvxn; J: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Pkr S Groi; K: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jee N Bjtt; Moq: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Csd K Uull;

Deal Comments

Ysv Wvvv Vnspstk 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)