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
Z-2	CIT	74.000	-	-	CC	AA	-	-	Mfvok	PEN	-	-	-	5.000%	5.000%	659.00000
M	TYU	55.000	-	-	MMM-	CCC-	-	-	Ibeutyrb	3zVp	-	-	340	3pDd+340	-	893.00000
I	MBR	42.000	-	-	I-	Z-	-	-	Ikwsjhbu	3mMn	-	-	867	3pEm+925	-	31.60000
K-1	CBT	38.000	-	-	GG	EE	-	-	Qxjsmvod	3xNn	-	-	200	3lPo+200	-	139.00000
T	DVP	45.000	-	-	B	A	-	-	Jfedmfxt	3wZy	-	-	245	3nAn+245	-	814.00000
M	PYK	203.000	-	-	VVV	QQQ	-	-	Emfymicd	3bBx	-	-	138	3yUc+138	-	556.00000
O	ASP	61.000	-	-	KK-	II-	-	-	Zvyztpnb	3lJy	-	-	625	3hRx+625	-	941.00000
Tnm	IXM	49.200	-	-	YN	TT	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144P/Ixj S; K-1: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144P/Iuf Q; Z-2: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144Y/Ezj B; T: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144X/Edd O; M: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144V/Plh J; O: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144P/Ujc V; I: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144G/Rzz R; Tnm: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144C/Tjm W;

Deal Comments

Qjyju. Bon Jcww Yjbrome 2.00

Risk Retention

EW - Vjt

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 25, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Mar 19, 2021