2023-2

Barings Euro CLO DAC (BABSE) 2023-2

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	MHE	77.600	-	-	JJ-	FF-	-	-	Gshffmif	3rLq	-	-	910	3vJz+848	-	60.50000
Azp	CNJ	79.300	-	-	YA	UD	-	-	-	-	-	-	-	-	-	Retained
K	CUD	27.400	-	-	Q	D	-	-	Zjtzpmtd	3lDq	-	-	400	3wNb+400	-	758.00000
V	FNK	53.300	-	-	HHH-	III-	-	-	Mqbzqklj	3hKs	-	-	615	3iFa+599	-	49.00000
X	HMI	61.900	-	-	C-	O-	-	-	Qbqfajvv	3yHp	-	-	1200	3hRc+934	-	81.00000
T-1	MZI	94.000	-	-	VV	ZZ	-	-	Wbjhbsly	3eIw	-	-	245	3iTf+245	-	665.00000
W	FAP	805.800	-	-	OOO	RRR	-	-	Rvaemafq	3kOv	-	-	173	3bVp+173	-	542.00000
D-J	MZF	29.800	-	-	PPP	RRR	-	-	Cwqcutkh	3sUr	-	-	173	3rEe+173	-	857.00000
H-2	FPF	23.000	-	-	LL	EE	-	-	Swtto	IYZ	-	-	-	6.000%	6.000%	341.00000

Tranche Comments

W: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144C/Fpu I; D-J: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144J/Uhh H; T-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144N/Xcv P; H-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144U/Fll L; K: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144C/Lkp Q; V: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144V/Udy B; G: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144P/Pze T; X: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144E/Cqf X; Azp: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144L/Vqu W;

Deal Comments

Xvs Txhh Ussfvvi 1.5

Risk Retention

NG - Xom

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Apr 25, 2005

WAL Test Period (YRS)

2.6

WAL Test Period End Date

Jun 14, 2021