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
V-2	VOK	82.000	-	-	MM	DD	-	-	Ptzgz	WEO	-	-	-	5.000%	5.000%	432.00000
I	SHT	73.000	-	-	BB-	KK-	-	-	Wcmzoiht	3jZj	-	-	625	3eHy+625	-	320.00000
D	WQT	12.000	-	-	P-	F-	-	-	Nkwpqoqm	3zBu	-	-	867	3hQg+925	-	57.20000
Gmb	NEZ	59.700	-	-	KW	HV	-	-	-	-	-	-	-	-	-	Retained
Q	WVS	950.000	-	-	NNN	PPP	-	-	Cyqqecht	3mJv	-	-	138	3sGk+138	-	249.00000
Y	SSI	92.000	-	-	EEE-	QQQ-	-	-	Zzewdeww	3rDp	-	-	340	3yPu+340	-	171.00000
I-1	BVH	69.000	-	-	LL	RR	-	-	Zdhpuqcj	3dOi	-	-	200	3jRp+200	-	998.00000
I	BUL	70.000	-	-	R	K	-	-	Ksphawao	3kPx	-	-	245	3bYj+245	-	570.00000

Tranche Comments

Q: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144U/Oau F; I-1: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144L/Loj J; V-2: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144O/Ien X; I: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144N/Whq V; Y: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144N/Muw C; I: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144W/Tfo S; D: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144P/Znq I; Gmb: First Pay: 2025-10-20; Redemption: 2027-01-20; Registration: 144W/Bhr O;

Deal Comments

Gwbwg. Gvw Vjuu Twzavmo 2.00

Risk Retention

WF - Lqj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Oct 9, 2005