FINSIGHT

Barings Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	EUR	231.800	-	-	AAA	AAA	39.00%	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
A-2	EUR	12.200	-	-	AAA	AAA	39.00%	-	Fixed	YLD	-	-	5.00%	5.000%	100.00000
B-1	EUR	37.000	-	-	AA	AA	28.50%	-	Floating	3mEu	300a	300	3mEu+300	-	100.00000
B-2	EUR	5.000	-	-	AA	AA	28.50%	-	Fixed	YLD	-	-	6.50%	6.500%	100.00000
C	EUR	22.000	-	-	A	A	23.00%	-	Floating	3mEu	400a	400	3mEu+400	-	100.00000
D	EUR	24.000	-	-	BBB	BBB-	17.00%	-	Floating	3mEu	625-650	640	3mEu+623	-	99.00000
E	EUR	18.000	-	-	BB-	BB-	12.50%	-	Floating	3mEu	900a	900	3mEu+717	-	90.00000
F	EUR	14.000	-	-	B-	B-	9.00%	-	-	-	-	-	-	-	Retained
Sub	EUR	45.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only; A-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only; B-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only; B-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only; C: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only; D: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only; E: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only; F: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only; Sub: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Reg S Only;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

Barings