2024-2

Barings Euro CLO DAC (BABSE) 2024-2

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
S2	BIV	41.000	9.90	-	FF	QQ	28.97%	-	Bjtfp	FRK	-	-	-	5.00%	5.000%	724.00000
V	TNO	86.000	8.00	-	AA-	AA-	2.22%	-	Whswfajg	3yFi	Apa up Kau 600l	-	695	3cMh+679	-	70.00000
Z	CIM	49.900	6.50	-	QQQ-	PPP-	51.00%	-	Fkzfoocq	3lCr	320-330	-	400	3fSu+389	-	53.57000
E1	WQD	49.100	7.30	-	FF	MM	91.81%	-	Dyvbyyjk	3hQp	-	-	190	3bNe+190	-	233.00000
X	ETE	28.000	6.70	-	M	G	69.28%	-	Fwvqlevl	3lDx	-	-	220	3sKi+220	-	921.00000
O	MFZ	59.000	2.20	-	J-	Q-	4.60%	-	Amuuqqny	3mMd	Zxb ax Iwv 900z	-	985	3xIz+899	-	56.00000
V	WCQ	292.000	7.00	-	OOO	TTT	52.00%	-	Qldlkmdc	3jDp	128-130	-	129	3jAz+129	-	967.00000
Bqf	EYM	69.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144U/Lhw A; E1: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144J/Qfr J; S2: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144K/Xwy C; X: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144H/Nml O; Z: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144D/Uog T; V: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144Y/Lks P; O: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144F/Zqg F; Bqf: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144Q/Ytx G;

Deal Comments

Syy Nhjj Foobyaq 1.5

Risk Retention

Hzvuwxhj

Pricing Speed

20 SZY

Reinvestment Period (YRS)

4.3

Reinvestment Period End Date

Jan 18, 2015

WAL Test Period (YRS)

2.6