2023-2(R)

Barings Euro CLO DAC (BABSE) 2023-2(R)

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
C-1	OHW	94.000	-	-	YY	DD	-	-	Fsdvcyox	3nSn	-	-	200	3vOb+200	-	374.00000
H	WFQ	49.000	-	-	GGG-	ZZZ-	-	-	Pzecksml	3dYs	-	-	340	3kPt+340	-	241.00000
O	DVR	75.000	-	-	CC-	JJ-	-	-	Jbvwqqpr	3xSv	-	-	625	3vNi+625	-	517.00000
B	YXA	323.000	-	-	WWW	PPP	-	-	Fzexkzlq	3vMu	-	-	138	3jKe+138	-	455.00000
Xgm	KJR	45.600	-	-	IQ	PR	-	-	-	-	-	-	-	-	-	Retained
T-2	FOO	72.000	-	-	MM	AA	-	-	Pnzag	WRU	-	-	-	5.000%	5.000%	846.00000
V	YKU	63.000	-	-	A	M	-	-	Mcfhdtkr	3oWm	-	-	245	3kBo+245	-	178.00000
N	ZZG	62.000	-	-	S-	G-	-	-	Nqqzvkki	3sXj	-	-	867	3dHy+925	-	38.90000

Tranche Comments

B: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144K/Rfe G; C-1: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144Z/Jfk W; T-2: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144N/Wqn G; V: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144Y/Rzy K; H: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144C/Wfn B; O: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144L/Lhx F; N: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144C/Dlg P; Xgm: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144C/Aed V;

Deal Comments

Vehet. Eyh Uzxx Fejsybc 2.00

Risk Retention

IV - Qbr

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2014

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 22, 2017