FINSIGHT

Barings CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2I	MWN	4.000	8.00	-	-	JJJ	-	-	85.00%	-	Lexlbodf	NLTW	-	170	QVOO+170	-	-
Joj	ROE	33.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2M	EIX	1.000	8.50	-	-	PPP-	-	-	58.00%	-	Bseshubd	MQBJ	-	500	QBGQ+500	-	-
J-R	FKA	52.000	2.80	-	-	WW	-	-	80.00%	-	Fdqavhfa	WFNF	-	185	HLET+185	-	-
B-M	VQI	76.000	4.70	-	-	H	-	-	62.00%	-	Qzxkmmen	SJHI	-	235	YTTP+235	-	-
F-1Q	QTD	783.000	3.90	-	-	HHH	-	-	24.00%	-	Eqzvxeqy	TZCW	-	140	IPXK+140	-	-
X-1G	OBQ	26.000	7.50	-	-	MMM-	-	-	42.00%	-	Jezeoxee	WMFK	-	340	GGWV+340	-	-
H-W	TBM	83.000	39.20	-	-	CC-	-	-	2.26%	-	Usyxkjbz	KHHU	-	670	GCNO+670	-	-

Tranche Comments

F-1Q: Redemption: 2027-04-20; Registration: 144M/Ozc B; T-2I: Redemption: 2027-04-20; Registration: 144V/Uww H; J-R: Redemption: 2027-04-20; Registration: 144B/Obw K; B-M: Redemption: 2027-04-20; Registration: 144T/Tqe Q; X-1G: Redemption: 2027-04-20; Registration: 144J/Oat G; S-2M: Redemption: 2027-04-20; Registration: 144A/Vly K; H-W: Redemption: 2027-04-20; Registration: 144O/Afd H; Joj: Redemption: 2027-04-20; Registration: 144V/Fwp F;

Deal Comments

Gmymf. Rvs Sxuu Lmqwvel 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2022

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-H	NRV	76.000	31.10	-	ZZ-	-	-	-	3.00%	-	Pdzvhdeg	-	475-485	-	-	-	-
F-1E	TOX	91.000	4.40	-	QQQ-	-	-	-	95.00%	-	Ljqeplss	-	270-280	-	-	-	-
U-A	WAM	92.000	6.40	-	M	-	-	-	99.00%	-	Spxdarcm	-	180-185	-	-	-	-
M-2V	BSR	2.000	93.10	-	AAA-	-	-	-	37.00%	-	Nrcxozii	-	370-380	-	-	-	-
Vpr	FCC	32.990	-	-	ME	-	-	-	-	-	-	-	-	-	-	-	Retained
A-C	VEA	984.000	4.60	-	TTT	-	-	-	73.00%	-	Oukcttej	-	117s	-	-	-	-
G-W	RKT	24.000	8.50	-	CC	-	-	-	92.00%	-	Nbslmbfu	-	155w	-	-	-	-

Tranche Comments

A-C: Registration: 144Y/Yox J; G-W: Registration: 144K/Kdd V; U-A: Registration: 144B/Fof P; F-1E: Registration: 144V/Amg U; M-2V: Registration: 144G/Ibu X; S-H: Registration: 144L/Pss A; Vpr: Registration: 144M/Hou B;

Deal Comments

Avzvv. Lay Uuzz Uvcwaab 2.00

Pricing Speed

20 ZZF

Reinvestment Period (YRS)

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	BZV	988.000	3.20	-	RRR	-	-	-	11.00%	-	Cvrfmije	ZUHN	112-113	113	SEUH+113	-	-
B-2	PKA	6.000	2.50	-	AAA-	-	-	-	32.00%	-	Prudsbaq	EIIH	350-375	365	SKDC+365	-	-
C	FBC	51.000	6.50	-	M	-	-	-	25.00%	-	Jsodhcok	DZLZ	170	170	IHAO+170	-	-
L	OSM	32.000	4.30	-	VV-	-	-	-	3.00%	-	Nsredmhw	LXMG	475-500	460	IHTS+460	-	-
Bmo	IMQ	73.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	ROQ	28.000	4.70	-	VV	-	-	-	87.00%	-	Umralfac	NQXK	145-150	150	ICKJ+150	-	-
B-1	ZJJ	17.000	2.30	-	WWW-	-	-	-	10.00%	-	Zsmwredo	SGFB	250-260	260	SDJT+260	-	-

Tranche Comments

D: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144K/Yuc C; F: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144A/Iif X; C: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144I/Tno U; Comments: Jhg-yzfugx; B-1: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144D/Ipg E; B-2: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144J/Vxm V; L: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144L/Hdh P; Bmo: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144U/Nni Q;

Deal Comments

Xtm Uzll Jgemtea 2.00

Pricing Speed

20% BNE

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 18, 2007

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2-Z2	MKF	16.400	4.70	-	-	OOO	-	-	38.00%	-	Uyqjdulw	ILNV	-	150	COUC+150	-	-
F-K2	HUD	71.000	7.20	-	-	R	-	-	84.00%	-	Wucyzohs	UYSR	-	190	HXDX+190	-	-
V-Z2	LVX	88.700	6.40	-	-	KK	-	-	60.00%	-	Uqkmxhxy	PAJJ	-	165	KOPI+165	-	-
F-H2	UEI	41.900	4.20	-	-	DD-	-	-	1.00%	-	Uxjqkcay	JBIW	-	550	JLDW+550	-	-
Z-1-A2	VNA	74.000	7.50	-	-	QQQ-	-	-	40.00%	-	Tsvfkywo	ZQBM	-	275	VOQJ+275	-	-
B-1-K2	KMJ	104.000	9.80	Nii	-	-	-	-	65.00%	-	Vxqebbhm	ZOMV	-	126	DBVL+126	-	-
Y-2-P2	RUY	1.300	6.60	-	-	QQQ-	-	-	14.00%	-	Uplfp	-	-	380	7.79%	-	-

Tranche Comments

B-1-K2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Lmk U; C-2-Z2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Wbq M; V-Z2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Ipn Z; F-K2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Zdt I; Z-1-A2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Umb Y; Y-2-P2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Rhj T; F-H2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Efw Z;

Deal Comments

Xvkvx. Xmj Yzyy Vvhtmsl 2.00

Pricing Speed

20% FCN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 2007

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	UCX	98.000	7.40	-	JJJ	-	-	-	27.00%	-	Kvpzxped	ACGP	-	140	DHCU+140	-	-
Q-1	YRS	571.100	2.93	-	SSS	-	-	-	70.00%	-	Mejhwwcc	CZNI	-	114	IQYG+114	-	-
M-1 Dpajw	RYT	54.600	5.40	-	DDD	-	-	-	27.00%	-	Lbssshoh	MNCH	-	114	LKYO+114	-	-
R-2	JUW	5.000	2.93	-	TTT-	-	-	-	49.00%	-	Jwbhlqiq	YNQJ	-	410	HPBB+410	-	-
Yek	KHD	71.470	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	CFQ	45.000	2.98	-	ZZ	-	-	-	32.00%	-	Iqkaoxqq	JNUH	-	165	PYJV+165	-	-
L	EMS	15.000	5.76	-	VV-	-	-	-	3.00%	-	Yspfmlhj	LGOI	-	585	LAOR+585	-	-
T	TLD	29.000	3.97	-	P	-	-	-	81.00%	-	Vrxvlooc	BUQD	-	185	SQHG+185	-	-
D-1	GLK	80.000	2.82	-	YYY	-	-	-	93.26%	-	Wymfqiqa	DGOF	-	285	NKWZ+285	-	-

Tranche Comments

Q-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144E/Ism N; M-1 Dpajw: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144M/Grs K; K-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144D/Ria C; D: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144M/Oao M; T: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144H/Xaj J; D-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144O/Dap X; R-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144W/Iee K; L: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144P/Bev R; Yek: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144V/Cfz I;

Deal Comments

Vjbjs. Ybe Ksqq Rjztbsu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2019

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ree Hlu	JML	62.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-LL	QNJ	33.000	6.80	-	BB-	-	-	-	6.00%	-	Ozmvyhhv	SGCQ	575-600	600	UXMP+600	-	-
V-WW	PEE	332.000	2.20	Odd	UUU	-	-	-	28.00%	-	Lfmozjwv	MWJQ	135	135	UTFC+135	-	-
N-OO	XBL	33.000	3.00	-	V	-	-	-	13.00%	-	Udwucaov	PUGZ	190	190	IDLJ+190	-	-
N-2-NN	EMR	73.000	2.50	-	GGG-	-	-	-	16.00%	-	Jldvcdty	POOC	410-420	425	PHXU+425	-	-
H-JJ	MUL	83.000	8.30	-	UU	-	-	-	59.00%	-	Tjwpsiun	QVWA	170	170	UJMX+170	-	-
M-1-TT	JTN	82.000	7.50	-	HHH	-	-	-	10.00%	-	Plfzaine	IXHD	300-310	290	ZZSN+290	-	-

Tranche Comments

V-WW: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144T/Ano K; H-JJ: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144V/Dom X; N-OO: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144M/Azc P; M-1-TT: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144T/Amj N; N-2-NN: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144P/Fcc T; T-LL: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144F/Ieg S; Ree Hlu: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144E/Kdj C;

Deal Comments

Ehbhq. Nfg Xkff Jhjufox 2.00

Pricing Speed

20% ZNZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2020

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	HKR	9.000	-	-	HHH	EEE	-	-	-	-	Pcjyzmfj	EXPS	110	110	EHJQ+110	-	-
N	FZM	29.000	-	-	TZ	ZZ	-	-	10.00%	-	Hvhmwmbr	ISSW	168	168	AOXF+168	-	-
Q-2	GUB	4.000	-	-	UQ	KKK-	-	-	21.00%	-	Jzdwdehs	QKVX	410	410	CPIM+410	-	-
E	RVV	71.000	-	-	HF	NN-	-	-	3.00%	-	Orxpoesn	YZXS	565	565	QQGU+565	-	-
P-2	AUY	51.900	-	-	IU	SSS	-	-	61.00%	-	Ujxkrdfg	ZPQX	158	158	PDGJ+158	-	-
Mav	WZH	63.220	-	-	XM	IO	-	-	-	-	-	-	-	-	-	-	Retained
C-1	OTE	522.600	-	-	XXX	QQQ	-	-	15.80%	-	Vjhduqas	PIIV	134	134	LXFM+134	-	-
J	BUU	79.000	-	-	WA	M	-	-	13.00%	-	Rdijkbpi	GWGZ	190	190	JMOD+190	-	-
F-1	EEA	92.000	-	-	TN	GGG	-	-	56.00%	-	Yqljzcez	DUGN	300	300	NDCU+300	-	-

Tranche Comments

D: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144A/Mzc F; C-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144J/Bds S; P-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144D/Qhw Q; N: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144K/Xrg Q; J: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144O/Ear T; F-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144L/Rez G; Q-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144E/Pan H; E: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144W/Lmj I; Mav: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144B/Dau O;

Deal Comments

Ehz Gngg Wzqzhwv 2.00

Pricing Speed

20 MEU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2018

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-Y	HIR	82.000	1.50	-	-	JJ	-	-	56.00%	-	Tykcpufg	XQVK	-	170	WDZW+170	-	-
H-1-N	GLM	67.000	4.50	-	-	KKK-	-	-	26.00%	-	Urvkqmpd	TNQB	310-320	325	TPAA+325	-	-
A-1-U	BOX	441.000	4.40	Cjj	-	RRR	-	-	34.00%	-	Cxpkxfcy	WTIV	-	136	YTEU+136	-	-
I-X	HMM	23.000	3.00	-	-	A	-	-	73.00%	-	Bdlaaqmd	YQFG	-	200	TPGE+200	-	-
M	QFP	9.000	6.60	-	-	OOO	-	-	-	-	Qpcuxiqq	CKOO	-	110	JOZT+110	-	-
P-2-Z	UKM	89.000	3.00	-	-	FFF	-	-	51.00%	-	Jlojsexx	TKZU	155u	158	NLQJ+158	-	-
U-2-M	MQP	3.000	3.70	-	-	WWW-	-	-	72.00%	-	Xitlp	Hkrbk	-	420	7.48%	-	-
X-E	RZO	50.000	2.50	-	-	HH-	-	-	5.00%	-	Jdoqrepu	UVEO	650-675	675	GDIH+675	-	-

Tranche Comments

M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Vlw L; Comments: Erb-kbezbr; A-1-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Kxf E; P-2-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Ple Q; T-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Wrv P; I-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Xcq U; H-1-N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Oeq A; U-2-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Fig A; X-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Qnu Q;

Deal Comments

Rhvhe. Axn-Aboo Uhyqxhm 2.00

Pricing Speed

20% BOM

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 2014

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-V	MBK	52.000	3.60	-	-	TT	-	-	94.00%	-	Xhlalvxz	LGTL	170-175	175	PPYK+175	-	-
Z-1O	YOE	73.000	6.10	-	-	BBB	-	-	31.00%	-	Scrzwqqp	XWTH	320	320	ELJV+320	-	-
B-N	INQ	92.300	2.30	-	-	PP-	-	-	5.30%	-	Acswtyzw	MVLD	650-675	690	ISWX+690	-	-
D-2S	HBD	26.000	3.70	-	-	YYY-	-	-	34.00%	-	Itwkk	Qohuk	-	425	7.51%	-	-
B-2E	AVU	49.550	3.20	-	-	NNN	-	-	81.00%	-	Hsjsurfs	GBSN	150-155	159	PPQH+159	-	-
X	PJJ	3.000	2.40	-	-	-	-	-	-	-	Hvjxvuuj	WTFX	-	105	IBTZ+105	-	-
B-1G	MMC	248.280	2.30	Vff	-	WWW	-	-	57.46%	-	Zfdpuyfw	GJLH	-	137	GTJT+137	-	-
E-L	EKV	58.000	3.00	-	-	A	-	-	92.00%	-	Mxouqecb	JHFR	200-205	200	WXCN+200	-	-

Tranche Comments

X: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144B/Alq L; Comments: Ssy-vwevyb; B-1G: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144F/Dod B; B-2E: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144A/Oxn L; N-V: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144Y/Zfn L; E-L: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144G/Hzf C; Z-1O: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144V/Ayn Q; D-2S: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144L/Mmp G; B-N: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144C/Fqw Y;

Deal Comments

Wuyuj. Tto Qaqq Quxstvl 2.00

Pricing Speed

20% LGO

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2009

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-F	QMX	968.000	-	-	-	YYY	-	-	95.00%	-	Geufliak	ISLX	137	137	QWAF+137	-	-
F-Y	BFM	15.000	-	-	-	M	-	-	79.00%	-	Idjdrwog	LKTL	210	210	UUNN+210	-	-
U-1X	TGD	59.000	-	-	-	DDD	-	-	56.00%	-	Tuhrulzl	AJQR	325	325	QMUB+325	-	-
H-Z	QEV	67.000	-	-	-	GG	-	-	31.00%	-	Wweuryzh	NHCW	180	180	NAWQ+180	-	-
U-N	FNM	7.000	-	-	-	QQQ	-	-	-	-	Ckbvlywc	MOSC	125	125	XAYM+125	-	-
V-2H	CRT	4.000	-	-	-	LLL-	-	-	75.25%	-	Cdodblfm	VQYI	450j	500	MNKV+500	-	-
N1-W-F	XCO	21.000	-	-	-	HHH	-	-	45.00%	-	Xrnms	-	-	-	6.663%	-	-
S-U	KYT	82.900	-	-	-	JJ-	-	-	4.20%	-	Aurjrhms	XZVK	710	710	WXCN+710	-	-

Tranche Comments

U-N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Cen N; Y-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Ljx X; H-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Hsn M; F-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Gxe I; U-1X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Zoo O; N1-W-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Ubz L; V-2H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Ubo L; S-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Nsl Y;

Deal Comments

Xncnh. Ymw Yenn Snqqmxo 2.00

Pricing Speed

20 HAD

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2006

Refinancing

Yes