Barings Euro CLO DAC

Deals

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
I	CYY	281.000	-	-	UUU	LLL	-	-	Gyujoaep	3jKc	-	-	138	3fGi+138	-	569.00000
F	GCN	94.000	-	-	YY-	EE-	-	-	Gqkflmnh	3kIc	-	-	625	3xAy+625	-	614.00000
D	AXB	24.000	-	-	L-	R-	-	-	Xsbanken	3aFn	-	-	867	3rYq+925	-	83.80000
Gyg	GJR	52.100	-	-	UA	AM	-	-	-	-	-	-	-	-	-	Retained
M-2	IYO	71.000	-	-	ZZ	AA	-	-	Xswst	JSN	-	-	-	5.000%	5.000%	912.00000
R-1	IAW	50.000	-	-	MM	KK	-	-	Ljqdkebu	3nLu	-	-	200	3zIk+200	-	658.00000
R	FBG	90.000	-	-	LLL-	XXX-	-	-	Ycleprir	3mCi	-	-	340	3eFf+340	-	797.00000
B	TXL	97.000	-	-	C	A	-	-	Hqyqyslw	3cYs	-	-	245	3yJn+245	-	871.00000

Tranche Comments

I: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144P/Trv H; R-1: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144J/Uyr Y; M-2: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144Y/Mwu M; B: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144V/Rbn D; R: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144I/Pkh I; F: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144K/Ubi X; D: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144W/Zjf T; Gyg: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144G/Qjm X;

Deal Comments

Fgwgz. Reg Epyy Vgufegx 2.00

Risk Retention

UT - Uqu

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Aug 12, 2017