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
L	FGZ	46.000	-	-	U-	B-	-	-	Ifekerpz	3aHr	-	-	867	3jJx+925	-	78.30000
T-1	HCI	82.000	-	-	UU	YY	-	-	Sspxbbrk	3oKa	-	-	200	3oIy+200	-	904.00000
O-2	JJC	96.000	-	-	DD	BB	-	-	Sqiun	PYP	-	-	-	5.000%	5.000%	156.00000
L	NSU	93.000	-	-	J	N	-	-	Twmicjif	3yAk	-	-	245	3sMs+245	-	211.00000
C	MZJ	74.000	-	-	GG-	II-	-	-	Auhjlwpm	3dLt	-	-	625	3gWc+625	-	882.00000
Frb	PKK	97.500	-	-	PS	YC	-	-	-	-	-	-	-	-	-	Retained
Z	CYX	727.000	-	-	GGG	SSS	-	-	Mjkypmue	3dDz	-	-	138	3bHz+138	-	281.00000
I	OTY	22.000	-	-	QQQ-	YYY-	-	-	Vpuhvfru	3qTc	-	-	340	3pWl+340	-	348.00000

Tranche Comments

Z: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144M/Gwe E; T-1: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144X/Wni S; O-2: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144F/Apw T; L: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144K/Oaq G; I: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144W/Gwb U; C: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144K/Uvx M; L: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144D/Opl S; Frb: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144U/Lvc K;

Deal Comments

Otqtz. Lty Jfmm Etyctdl 2.00

Risk Retention

SE - Ryc

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Jan 8, 2028