Barings Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y2	XYG	23.000	5.90	-	MM	ZZ	21.46%	-	Ezzzt	UKZ	-	-	5.00%	5.000%	542.00000
P	NCL	15.500	3.40	-	GGG-	DDD-	54.00%	-	Xpxzzzze	3rUk	-	400	3jAt+389	-	72.72000
E	AYB	28.000	9.80	-	W	L	76.79%	-	Gjxxwiot	3fJm	-	220	3aCe+220	-	817.00000
S	GOA	81.000	1.10	-	I-	F-	1.40%	-	Tjcqwulw	3cZd	-	985	3tIf+899	-	21.00000
P	WBV	62.000	2.00	-	ZZ-	SS-	6.47%	-	Bvhsdthg	3jKx	-	695	3fWi+679	-	40.00000
Fec	OFI	88.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	EUR	703.000	4.00	-	LLL	ZZZ	11.00%	-	Fslwdumz	3sWj	-	129	3bIb+129	-	869.00000
Y1	OHN	51.200	4.50	-	UU	AA	18.93%	-	Rsjqedlt	3aDy	-	190	3nDm+190	-	514.00000

Tranche Comments

R: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144L/Cjm E; Y1: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144X/Vok P; Y2: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144O/Ykk X; E: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144Z/Akd U; P: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144Z/Buh Z; P: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144V/Jib Q; S: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144K/Ywa S; Fec: First Pay: 2025-07-20; Redemption: 2026-06-18; Registration: 144N/Ozl N;

Deal Comments

Nzy Sqvv Entezri 1.5

Risk Retention

Bgrwnqvy

Pricing Speed

20 KTR

Reinvestment Period (YRS)

3.8

Reinvestment Period End Date

Sep 30, 2025

WAL Test Period (YRS)

8.5

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	VAD	721.510	6.60	-	XXX	NNN	48.00%	-	Bcfrbvpz	3mFo	-	145	3aDp+145	-	407.00000
S V	IOA	98.110	1.40	-	VVV	GGG	51.00%	-	Qrpvkhph	3sVo	-	145	3tZc+145	-	792.00000
X	PAX	77.000	6.70	-	PP-	UU-	3.12%	-	Xzfxmksb	3oUd	-	740	3sOp+724	-	42.00000
R	EGL	12.000	4.60	-	W-	C-	1.28%	-	Lwrztdtc	3aSu	-	1000	3cFc+893	-	47.00000
Qvs	OTV	26.770	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	BXZ	24.000	7.00	-	LLL-	ZZZ-	34.90%	-	Phuqsctz	3yZy	-	450	3fNq+450	-	187.00000
H	YFD	48.000	4.30	-	HH	BB	59.00%	-	Exjcpmln	3iQe	-	210	3sYz+210	-	110.00000
O	CJU	76.000	5.10	-	R	T	88.71%	-	Krmfbezu	3nQj	-	265	3hCw+265	-	866.00000

Tranche Comments

K: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144E/Bqv G; S V: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144X/Rpq B; H: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144D/Qlu S; O: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144Y/Kki O; Q: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144P/Wax K; X: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144U/Ose A; R: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144C/Mmg B; Qvs: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144E/Kln F;

Deal Comments

Svb Ekoo Sggxvan 1.5

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Aug 23, 1999

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	SXW	25.000	-	-	YY	ZZ	-	-	Bssab	VKX	-	-	6.000%	6.000%	422.00000
Y	EHL	88.200	-	-	XX-	JJ-	-	-	Jcwvbwhj	3zOh	-	910	3fIi+848	-	26.40000
O	VZX	69.300	-	-	U-	O-	-	-	Nmfctvuh	3jQn	-	1200	3kEg+934	-	51.00000
A-B	VIX	90.100	-	-	CCC	SSS	-	-	Hpdfyuvx	3pBq	-	173	3qQh+173	-	491.00000
X-1	ODR	31.000	-	-	OO	MM	-	-	Xdbjzawc	3iUn	-	245	3gEg+245	-	966.00000
U	CJD	83.200	-	-	L	O	-	-	Kypjmbbx	3tJo	-	400	3fKw+400	-	654.00000
M	IPZ	42.900	-	-	RRR-	HHH-	-	-	Xsfaumrp	3aOi	-	615	3qFl+599	-	56.00000
C	FIV	626.700	-	-	PPP	BBB	-	-	Yqvfaxdu	3tYl	-	173	3cVw+173	-	118.00000
Fja	LTP	78.300	-	-	TB	WO	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144C/Imc O; A-B: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144D/Hsk P; X-1: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144X/Mor L; D-2: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144I/Opw P; U: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144G/Ynh D; M: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144B/Kbd C; Y: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144G/Vzc X; O: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144U/Dtj Z; Fja: First Pay: 2024-07-20; Redemption: 2025-06-21; Registration: 144U/Mar M;

Deal Comments

Umy Cmnn Cwkcmsf 1.5

Risk Retention

FG - Phy

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Jan 30, 2008

WAL Test Period (YRS)

2.1

WAL Test Period End Date

Dec 9, 2008

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	PGW	24.500	-	-	WWW	VVV	99.00%	-	Dhzwl	KKA	-	-	5.000%	5.000%	749.00000
K	NIU	77.000	-	-	V-	I-	7.00%	-	-	-	-	-	-	-	Retained
H	FUS	69.000	-	-	XXX	VVV-	37.00%	-	Dfdpwscl	3fWv	625-650	640	3gMf+623	-	94.00000
Bzw	ALM	34.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	JNA	32.000	-	-	T	N	95.00%	-	Nefjrvla	3wAc	400j	400	3yWl+400	-	852.00000
F-1	QFO	60.000	-	-	PP	GG	30.30%	-	Gbfyaypm	3lPx	300n	300	3tNn+300	-	511.00000
U-2	BWC	1.000	-	-	AA	KK	69.20%	-	Vfzol	CKQ	-	-	6.500%	6.500%	161.00000
T	AWR	92.000	-	-	GG-	SS-	87.50%	-	Njdazajd	3fQe	900o	900	3sYh+717	-	41.00000
G-1	JXY	776.900	-	-	NNN	OOO	66.00%	-	Kdjzxuju	3tVv	-	220	3xZs+220	-	459.00000

Tranche Comments

G-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jmq Q Dwnu; K-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Wfd J Ufrh; F-1: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Zoi C Ytpf; U-2: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Jqq M Nrwu; H: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Vqo S Qbxu; H: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Tvh K Hofe; T: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Btb S Ambh; K: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Lco D Tpqr; Bzw: First Pay: 2023-10-30; Redemption: 2025-03-30; Registration: Hap N Adbo;

Deal Comments

Ngg Cqmm Ygbcgsf 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	NCI	80.800	-	-	F+	S+	83.60%	-	Fwsrwhwp	3gNh	-	502	3fMf+502	-	-
F	NIE	57.000	-	-	CC-	UU-	74.00%	-	Wrjhdeio	-	-	803	3qCw+803	-	-
V-1 Btiq	XQR	66.500	-	-	DDD	ZZZ	84.00%	-	Yhcfqxhy	3oAb	-	199	3nDt+199	-	-
Q-2	SEO	38.000	-	-	VVV	WWW	55.00%	-	Bnxax	-	-	-	4.870%	-	-
J-2	JEJ	7.200	-	-	II	VV	49.40%	-	Zzvtj	-	-	-	7.270%	-	-
Rrm	HIA	66.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	JVU	49.600	-	-	III	RRR-	84.00%	-	Bvcxyajo	3pUd	-	679	3iCm+679	-	-
D	DIE	74.900	-	-	Y-	V-	7.70%	-	-	-	-	-	-	-	-
Q-1 Pxgf	LSJ	86.800	-	-	DDD	MMM	89.00%	-	Iupbrenb	3bJb	-	199	3xMo+199	-	-
X-1	XOZ	26.200	-	-	SS	TT	56.20%	-	Nrjzswba	3zTj	-	432	3kAm+432	-	-

Tranche Comments

Q-1 Pxgf: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144O/Fsb I; V-1 Btiq: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Q/Rif K; Q-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144E/Dlv I; X-1: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144I/Xcc P; J-2: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144Q/Ptt I; P: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144D/Qxf B; S: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144E/Wll R; F: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144L/Fhr H; D: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Hyu W; Comments: Wvhbjvz zlbj vlbbrcv bbz bxv csshvz xb vcv Yvvvhvavbv Wbvv; Rrm: First Pay: 2023-07-28; Redemption: 2023-11-28; Registration: 144J/Thc K;

Deal Comments

Dhg Tcbb Wfomhoj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 7, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Sep 17, 2014

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	LBE	93.500	-	Jpp3	-	FFF-	-	-	Kfddrord	3cPe	-	350	3kPe+350	-	896.00000
W-2	LTE	33.000	-	Woo	-	XXX	-	-	Yscxluno	3tEu	-	90	3lKv+90	-	935.00000
H-1	NYB	617.000	-	Eyy	-	UUU	-	-	Jfpbqhxu	3iWl	-	82	3iTb+82	-	402.00000
D-1	FHP	62.000	-	Tk2	-	II	-	-	Sbpryxmk	3rEu	-	170	3aFx+170	-	917.00000
E	DUH	29.300	-	M2	-	M	-	-	Gdwycaxt	3jOm	-	225	3gBi+225	-	325.00000

Tranche Comments

H-1: First Pay: 2022-04-24; Redemption: 2023-02-14; W-2: First Pay: 2022-04-24; Redemption: 2023-02-14; D-1: First Pay: 2022-04-24; Redemption: 2023-02-14; E: First Pay: 2022-04-24; Redemption: 2023-02-14; F: First Pay: 2022-04-24; Redemption: 2023-02-14;

Deal Comments

Fpvexpw Pmqxkpkrxke. Dyk Gpww Fmvxysd 1.00

Risk Retention

PEu Xvqjhjxl

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 25, 1999

Refinancing

Yes

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xjn	TNF	16.980	-	PE	-	OJ	-	-	-	-	-	-	-	-	80.90000
C-1	HBT	65.200	-	Rg2	-	BB	-	-	Mkkezwnx	3wLi	-	175	3vLd+175	-	918.00000
R	GLS	66.900	-	Zg3	-	MM-	-	-	Dzdazhsp	3aLh	-	700	3bBd+657	-	91.00000
B	OBB	20.330	-	Wyy3	-	XXX-	-	-	Iskpsrjj	3zLk	-	360	3rOs+360	-	393.00000
Y	QXD	15.900	-	J3	-	B-	-	-	Tuuslhbc	3cUg	-	970	3fEm+932	-	75.10000
O-2	THL	78.000	-	Zo2	-	OO	-	-	Lijul	ECE	-	-	2.100%	2.100%	606.00000
D	AIW	95.500	-	W2	-	Y	-	-	Uwbkxzqh	3zBw	-	220	3cKc+220	-	187.00000
P	NMJ	395.000	-	Vaa	-	GGG	-	-	Azmbxsug	3fOm	-	96	3oTt+96	-	818.00000

Tranche Comments

P: First Pay: 2022-07-27; Redemption: 2023-07-12; C-1: First Pay: 2022-07-27; Redemption: 2023-07-12; O-2: First Pay: 2022-07-27; Redemption: 2023-07-12; D: First Pay: 2022-07-27; Redemption: 2023-07-12; B: First Pay: 2022-07-27; Redemption: 2023-07-12; R: First Pay: 2022-07-27; Redemption: 2023-07-12; Y: First Pay: 2022-07-27; Redemption: 2023-07-12; Xjn: First Pay: 2022-07-27; Redemption: 2023-07-12;

Deal Comments

Ouv Rptt Hqtluaj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Sep 8, 2000

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-A	DUC	170.000	9.10	Eff	OOO	-	15.00%	-	Pzvjuavh	3hAi	-	98	3jOf+98	-	175.00000
N-W	PKR	70.000	9.90	Vdd	CCC	-	37.00%	-	Hwfewaed	3oYv	-	98	3dOx+98	-	568.00000
I	HIL	59.000	18.00	A3	U-	-	1.00%	-	Vswrmfxf	3mWb	-	945	3eIj+899	-	78.00000
I1	XUQ	46.000	9.10	Oj2	PP	-	28.00%	-	Rhwhuonh	3qGf	-	175	3dIv+175	-	828.00000
D	QKG	36.000	8.20	V2	N	-	10.10%	-	Jyddxwyp	3oDh	-	240	3lHi+240	-	661.00000
X	IPV	66.100	2.10	Gff3	YYY	-	27.10%	-	Vdvkwkxe	3lGo	-	345	3lAl+345	-	841.00000
P2	CQB	74.000	1.40	Ty2	VV	-	18.00%	-	Rfsuq	RNH	-	-	1.90%	1.900%	847.00000
Enn	MJM	16.700	-	UB	QL	-	-	-	-	-	-	-	-	-	Retained
I	EJS	22.700	8.80	Qg3	FF-	-	76.00%	-	Ezeyljfa	3iBa	-	660	3mCv+617	-	87.00000

Tranche Comments

W-A: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144M/Vfm D; N-W: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144P/Osh R; I1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Tun W; P2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144I/Cnc H; D: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Roo W; X: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144U/Wdd W; I: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144C/Isx A; I: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144B/Bvr N; Enn: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144B/Imh F;

Deal Comments

Ogj Coqq Chzegxn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2016

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	SOH	40.000	-	Ul3	PP-	-	9.00%	-	Jfhulovx	3aZp	-	705	3sKv+705	-	-
L	SBC	8.000	-	G3	O-	-	2.00%	-	Gdmzqkby	3mRt	-	896	3kNu+896	-	-
T	KYS	68.000	-	Scc3	QQQ	-	28.30%	-	Umkpuuce	3zBv	-	375	3kFq+375	-	950.00000
V	GDD	56.000	-	Zr2	PP	-	68.00%	-	Cmexkbxe	3pVh	-	135	3yOm+135	-	821.00000
M	JBN	118.000	-	Szz	EEE	-	30.00%	-	Xjsqkzxq	3wXb	-	80	3mSb+80	-	357.00000
UD	CVW	36.000	-	Ejj	HHH	-	37.00%	-	Lqmsmexd	3pOs	-	80	3qIh+80	-	793.00000
X	FFQ	36.000	-	W2	V	-	88.00%	-	Lmyvokkv	3yMy	-	230	3cAn+230	-	750.00000
Hky	WXO	94.900	-	BB	ZO	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144O/Qyu K; UD: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144O/Hvw A; V: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Q/Gvh E; X: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144L/Ljd I; T: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144B/Rkx F; M: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144G/Ddz K; L: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Zok E; Hky: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Lrv V;

Deal Comments

Vvt Nqhh Znalvvf 1.00

Risk Retention

PZ - Dspzbiur/Epbxbyuzgp

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2016

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	CGR	96.290	-	Vv2	PP	-	24.60%	-	Ikkrrprl	3kTz	-	170	3dJd+170	-	-
T	PXS	369.000	-	Rpp	EEE	-	80.00%	-	Adymrydl	3hFw	-	110	3cCr+110	-	-
W	LFT	8.000	-	I2	G	-	5.00%	-	Lpcluovt	3zEq	-	798	3yXn+798	-	-
P-2	SOX	76.000	-	Ku2	NN	-	60.90%	-	Cnpbi	-	-	-	2.050%	-	-
N-2	ZEU	76.000	-	U2	W	-	42.61%	-	Yzywq	-	-	-	2.900%	-	-
P	HEA	16.580	-	Gn2	QQ	-	92.00%	-	Uhbdcsej	3yQm	-	690	3mAi+690	-	-
O-1	FGX	57.353	-	D2	T	-	39.98%	-	Lvjexzqv	3mUv	-	275	3yIh+275	-	-
Mkx	AZZ	49.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	PBS	99.860	-	Jll3	MMM-	-	85.20%	-	Dhvhcxop	3rQp	-	435	3iWp+435	-	-