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
A	JGW	81.000	3.80	-	G-	L-	6.80%	-	Thjbblqh	3hEf	Azn tz Ymd 900i	-	985	3hXi+899	-	71.00000
M2	KYZ	64.000	8.30	-	GG	KK	68.90%	-	Rzfzu	WCO	-	-	-	5.00%	5.000%	551.00000
C	BEG	40.000	7.00	-	HH-	BB-	9.46%	-	Nojqaotd	3yLn	Vbx vb Zaz 600j	-	695	3aBq+679	-	18.00000
T	YPX	46.200	7.50	-	PPP-	XXX-	21.00%	-	Zmxrdeuu	3iLu	320-330	-	400	3tAy+389	-	49.36000
W1	MHG	42.300	3.60	-	UU	QQ	29.10%	-	Wqeqkhsf	3mZy	-	-	190	3vZd+190	-	730.00000
L	XXZ	572.000	8.00	-	AAA	RRR	68.00%	-	Ofesasyy	3bNv	128-130	-	129	3zYw+129	-	921.00000
S	EAV	60.000	6.90	-	Y	D	53.47%	-	Prumvkkz	3sXb	-	-	220	3iEy+220	-	583.00000
Zmp	LPV	80.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144F/Mer T; W1: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144H/Vaq B; M2: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144K/Tcq E; S: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144W/Kmp Q; T: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144A/Wue J; C: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144T/Jdm F; A: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144X/Cqr Q; Zmp: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144I/Oer Z;

Deal Comments

Lmo Cgss Pumfmoy 1.5

Risk Retention

Cbreedsu

Pricing Speed

20 TGF

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

Aug 31, 2008

WAL Test Period (YRS)

3.2