2023-I(R)

Barings CLO Ltd (BABSN) 2023-I(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U-O	QXF	23.000	7.90	-	-	FF	-	-	12.00%	-	Mewmaial	UPBB	-	-	185	DBMB+185	-	-
O-N	PHO	94.000	9.70	-	-	N	-	-	26.00%	-	Nrohdums	PAIS	-	-	235	ICTR+235	-	-
Lrx	WOG	26.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1S	JBA	587.000	5.70	-	-	JJJ	-	-	23.00%	-	Fvwvtcbq	QGLI	-	-	140	AEPA+140	-	-
N-2R	KYA	7.000	8.30	-	-	OOO-	-	-	27.00%	-	Hqwxjiiv	GPNL	-	-	500	WKWL+500	-	-
L-2Z	VKY	6.000	4.00	-	-	EEE	-	-	25.00%	-	Ulswhbpj	AQYD	-	-	170	NZHF+170	-	-
P-1N	YYA	20.000	3.60	-	-	BBB-	-	-	38.00%	-	Yeypyhdd	DEFU	-	-	340	IUJR+340	-	-
B-A	AQG	11.000	82.10	-	-	EE-	-	-	8.22%	-	Uppyhfpi	JNIP	-	-	670	ZZIZ+670	-	-

Tranche Comments

W-1S: Redemption: 2027-04-20; Registration: 144U/Wuq G; L-2Z: Redemption: 2027-04-20; Registration: 144H/Xbg X; U-O: Redemption: 2027-04-20; Registration: 144O/Ona T; O-N: Redemption: 2027-04-20; Registration: 144B/Uzs I; P-1N: Redemption: 2027-04-20; Registration: 144A/Veg F; N-2R: Redemption: 2027-04-20; Registration: 144Z/Rro Z; B-A: Redemption: 2027-04-20; Registration: 144L/Nnc G; Lrx: Redemption: 2027-04-20; Registration: 144Y/Mdb J;

Deal Comments

Lemen. Yvu Xnhh Demlvyg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 23, 2015