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
P-1	JBU	11.000	-	-	PP	UU	-	-	Aurqthsr	3dDz	-	-	245	3aNc+245	-	871.00000
X	KYO	63.600	-	-	TT-	MM-	-	-	Oxcskxpj	3yDq	-	-	910	3fHq+848	-	11.60000
L	LCR	80.400	-	-	V-	U-	-	-	Grrymdwp	3dLx	-	-	1200	3zId+934	-	13.00000
R-2	ZSV	33.000	-	-	OO	YY	-	-	Jauej	SFU	-	-	-	6.000%	6.000%	177.00000
W	ESW	589.800	-	-	XXX	PPP	-	-	Lrvzbeso	3iJk	-	-	173	3jIn+173	-	279.00000
W-U	OZB	37.500	-	-	LLL	RRR	-	-	Zpxmmysl	3fTm	-	-	173	3wQu+173	-	282.00000
S	YVE	62.300	-	-	Q	I	-	-	Esmlzvam	3pZa	-	-	400	3cVu+400	-	669.00000
I	ASK	25.800	-	-	YYY-	BBB-	-	-	Vskmrjoi	3fYq	-	-	615	3qLc+599	-	75.00000
Sta	KNS	27.700	-	-	LV	SZ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144T/Xzg M; W-U: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144I/Bok G; P-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144I/Hvl D; R-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144U/Hmf A; S: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144U/Jph O; I: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144Q/Rmz D; X: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144L/Hji G; L: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144F/Trp X; Sta: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144H/Coj E;

Deal Comments

Ocs Mnoo Xpygcxm 1.5

Risk Retention

FW - Wbm

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Aug 18, 2007

WAL Test Period (YRS)

4.4

WAL Test Period End Date

Jul 31, 2028