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
R-J	FEI	23.200	-	-	RRR	NNN	-	-	Urcxklsi	3qAs	-	-	173	3aKv+173	-	575.00000
T-1	DJD	21.000	-	-	OO	JJ	-	-	Fvkowfkk	3gIj	-	-	245	3rFx+245	-	567.00000
D	XGZ	550.800	-	-	III	SSS	-	-	Xptbzote	3tZc	-	-	173	3cWh+173	-	940.00000
Q-2	MLZ	94.000	-	-	WW	KK	-	-	Wcmmx	EXR	-	-	-	6.000%	6.000%	309.00000
B	LKQ	63.900	-	-	II-	JJ-	-	-	Drwpohjf	3gIm	-	-	910	3nBc+848	-	94.40000
Orq	VXI	41.300	-	-	KX	QX	-	-	-	-	-	-	-	-	-	Retained
S	OJU	97.300	-	-	D	F	-	-	Cczhkaip	3lAt	-	-	400	3cSv+400	-	340.00000
M	WOZ	40.800	-	-	ZZZ-	QQQ-	-	-	Rrkrblvh	3iUi	-	-	615	3yDk+599	-	71.00000
B	TNG	88.600	-	-	T-	J-	-	-	Dxfkjalf	3wFn	-	-	1200	3zZl+934	-	50.00000

Tranche Comments

D: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144G/Lqa S; R-J: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144L/Mrc K; T-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144P/Bqa O; Q-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144W/Myz P; S: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144B/Xcr X; M: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144I/Yvl G; B: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144C/Tnq K; B: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144D/Amh U; Orq: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144U/Gsx M;

Deal Comments

Vtj Kuzz Wnrftvc 1.5

Risk Retention

GJ - Xkr

Reinvestment Period (YRS)

5.7

Reinvestment Period End Date

May 10, 2025

WAL Test Period (YRS)

8.1

WAL Test Period End Date

Mar 16, 2003