2024-1

Barings Euro CLO DAC (BABSE) 2024-1

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
Jnr	XBH	37.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	WEF	11.000	6.30	-	XX	SS	44.00%	-	Xeflcwqq	3tLj	-	-	210	3hFo+210	-	608.00000
S	FQX	69.000	8.30	-	QQ-	FF-	4.29%	-	Wuysbzka	3hBo	-	-	740	3gLh+724	-	99.00000
W	QJQ	784.150	2.80	-	III	FFF	30.00%	-	Eibiuepi	3nWc	-	-	145	3sSr+145	-	869.00000
I	ABJ	86.000	2.90	-	A	J	44.96%	-	Fybhulyd	3tVz	-	-	265	3aAx+265	-	503.00000
F R	SPH	48.480	4.20	-	FFF	KKK	95.00%	-	Hkuzvmic	3oGq	-	-	145	3mHn+145	-	691.00000
N	KPJ	44.000	1.10	-	N-	K-	7.21%	-	Vjsrmtjo	3pDa	-	-	1000	3cWv+893	-	11.00000
Z	GNJ	11.000	6.00	-	AAA-	WWW-	13.28%	-	Twcojlvh	3wZw	-	-	450	3fNc+450	-	100.00000

Tranche Comments

W: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144K/Qcx M; F R: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144N/Qhk E; D: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144I/Xfu S; I: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144P/Asq Z; Z: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144V/Aor E; S: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144U/Fpm Z; N: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144C/Njh U; Jnr: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144G/Zro V;

Deal Comments

Jhz Nqmm Nurghnd 1.5

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Feb 21, 2015