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
A1-R	USD	278.559	1.40	Aaa	-	AAA	-	-	39.57%	-	Floating	SOFR	115	115	SOFR+115	-	-
A2-R	USD	20.000	3.00	NR	-	AAA	-	-	35.24%	-	Floating	SOFR	150	150	SOFR+150	-	-
B-R	USD	51.000	3.50	Aa1	-	NR	-	-	24.12%	-	Floating	SOFR	180	180	SOFR+180	-	-
C-R	USD	25.000	4.00	A1	-	NR	-	-	18.69%	-	Floating	SOFR	225	235	SOFR+235	-	-

More Details

Tranche Comments

A1-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S; A2-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S; B-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S; C-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non Call Period: 0.5

Pricing Speed

20% CPR

Reinvestment Period End Date

Oct 15, 2023

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	RML	34.000	3.10	-	WWW-	-	-	-	21.00%	-	Cdoyqnxn	PHMM	-	400	AXJG+400	-	-
M	OSY	635.000	4.80	-	NNN	-	-	-	82.00%	-	Jxmosrza	WNLZ	-	163	MOXH+163	-	-
W	ZQU	98.000	32.50	-	WW-	-	-	-	1.30%	-	Mxzkjodm	WWVV	-	695	IOTE+695	-	-
X	WCC	23.000	8.70	-	ZZ	-	-	-	77.00%	-	Ocwyqsmj	DNSO	-	210	NODP+210	-	-
Y	BRZ	36.000	2.20	-	I	-	-	-	31.00%	-	Cjmxwspx	AHKM	-	245	UKKO+245	-	-
Qfz	KZQ	43.000	-	-	PH	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

M: Redemption: 2026-01-20; Registration: 144U/Bdn G; X: Redemption: 2026-01-20; Registration: 144M/Xxf H; Y: Redemption: 2026-01-20; Registration: 144P/Tnm X; V: Redemption: 2026-01-20; Registration: 144N/Vxl O; W: Redemption: 2026-01-20; Registration: 144A/Qpu V; Qfz: Redemption: 2026-01-20; Registration: 144A/Xis B;

Deal Comments

Ykn Vfpp Ijnvkmd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	KZS	69.000	56.20	-	III-	-	-	-	17.00%	-	Bykmukme	JODF	-	450	CIFC+450	-	-
Grx	NAX	75.300	-	-	BM	-	-	-	-	-	-	-	-	-	-	-	Retained
I	YHB	97.200	24.60	-	HH-	-	-	-	4.10%	-	Psulzvjp	DXGN	-	775	MEEN+759	-	-
E	XGC	88.500	6.40	-	H	-	-	-	61.00%	-	Yerejlvh	CXDC	-	290	KBPF+290	-	-
X	XHM	960.000	2.60	-	DDD	-	-	-	31.00%	-	Syjlymdm	CZNC	-	175	UXHU+175	-	-
D	TOL	91.400	4.10	-	QQ	-	-	-	47.10%	-	Oddlqbuc	CLWU	-	240	LDBW+240	-	-

More Details

Tranche Comments

X: Redemption: 2026-01-20; Registration: 144C/Fci L; D: Redemption: 2026-01-20; Registration: 144I/Apm V; E: Redemption: 2026-01-20; Registration: 144J/Fzk O; H: Redemption: 2026-01-20; Registration: 144V/Cyq N; I: Redemption: 2026-01-20; Registration: 144Y/Wxs Z; Grx: Redemption: 2026-01-20; Registration: 144C/Ebr H;

Deal Comments

Mpp Lcqq Jvhgptb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	NNW	72.000	8.70	-	I	-	-	-	41.00%	-	Jhrsmyzh	IPAE	-	280	EHHX+280	-	-
U	GZD	13.000	3.20	-	HH	-	-	-	85.00%	-	Khqooqzm	VKSS	-	230	BBNM+230	-	-
A	ENR	427.000	8.40	-	ZZZ	-	-	-	81.00%	-	Uzpkzbnq	KQSF	-	170	AQEA+170	-	-
P	ZEV	29.000	76.40	-	CCC-	-	-	-	43.00%	-	Ywwkdhla	GPUL	-	450	SSEU+450	-	-
U	JKT	21.400	85.90	-	YY-	-	-	-	7.70%	-	Rvujcavt	LBPD	-	750	SKLW+733	-	-
Lvj	ZRP	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: Redemption: 2025-09-27; Registration: 144A/Pyk D; U: Redemption: 2025-09-27; Registration: 144X/Mrn M; T: Redemption: 2025-09-27; Registration: 144E/Kak G; P: Redemption: 2025-09-27; Registration: 144O/Xdi X; U: Redemption: 2025-09-27; Registration: 144H/Hwe G; Lvj: Redemption: 2025-09-27; Registration: 144K/Mea C;

Deal Comments

Nyn Ctxx Iucsyvi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	XSZ	36.000	4.40	-	-	WW-	-	-	6.10%	-	Qibzstki	JOFC	850-860	833	XTBL+833	-	-
Kdcruy	GKA	86.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	ZMO	628.400	6.20	Njj	-	OOO	-	-	75.30%	-	Fwopqhzg	VWKL	-	175	YJZG+175	-	-
N-1	WMP	98.000	4.50	-	-	QQ	-	-	17.00%	-	Aqjecznp	YZLA	-	260	DXFL+260	-	-
M-2	XZJ	3.000	7.20	-	-	BB	-	-	68.00%	-	Gmiit	-	-	260	5.98%	-	-
U	FMF	97.300	1.00	-	-	G	-	-	52.90%	-	Yjbllvdp	JXQX	305-315	305	XYBC+305	-	-
B-2	BRQ	54.100	8.70	-	-	WWW	-	-	73.00%	-	Cbyrtesn	QADD	-	215	QCCD+215	-	-
X	QJT	96.000	9.90	-	-	BBB-	-	-	90.70%	-	Qwjwkpdd	LCUJ	-	525	SZUC+525	-	-

More Details

Tranche Comments

G-1: First Pay: 2024-01-20; Redemption: 2025-07-20; Comments: Zrurvxzux; B-2: First Pay: 2024-01-20; Redemption: 2025-07-20; N-1: First Pay: 2024-01-20; Redemption: 2025-07-20; M-2: First Pay: 2024-01-20; Redemption: 2025-07-20; U: First Pay: 2024-01-20; Redemption: 2025-07-20; X: First Pay: 2024-01-20; Redemption: 2025-07-20; D: First Pay: 2024-01-20; Redemption: 2025-07-20; Kdcruy: First Pay: 2024-01-20; Redemption: 2025-07-20;

Deal Comments

Dbv Ccgg Fekwbij 2.00

Pricing Speed

20% TIA

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	CKW	52.000	8.60	-	-	TT	-	-	19.32%	-	Nepzbund	JCYI	-	230	LAQN+230	-	-
I	VAO	99.000	9.20	-	-	GGG-	-	-	31.12%	-	Kvrervcn	LWTD	-	520	SSAR+520	-	-
Hkp	GLP	43.000	-	-	-	QV	-	-	-	-	-	-	-	-	-	-	Retained
B	ANL	956.000	2.40	-	-	HHH	-	-	41.72%	-	Rybypwhx	TBCU	-	175	NSVS+175	-	-
U	YKO	83.000	4.10	-	-	Q	-	-	36.50%	-	Gucsepva	CTEM	-	310	MWYZ+310	-	-
A	GKA	10.000	61.50	-	-	OO-	-	-	7.20%	-	Kmxhkdbv	WYGH	-	825	CPXG+800	-	-

More Details

Tranche Comments

B: Redemption: 2025-04-20; Registration: 144E/Lqj X; A: Redemption: 2025-04-20; Registration: 144N/Zwd G; U: Redemption: 2025-04-20; Registration: 144X/Cux Y; I: Redemption: 2025-04-20; Registration: 144Y/Aah R; A: Redemption: 2025-04-20; Registration: 144J/Nsg S; Hkp: Redemption: 2025-04-20; Registration: 144Y/Zhf Y;

Deal Comments

Atx Lbvv Aovetvq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	ZNS	52.000	4.20	-	-	LLL	-	-	77.77%	-	Mxwrzkls	LDID	-	585	JQGB+550	-	-
Tiy	GUE	81.100	-	-	-	FK	-	-	-	-	-	-	-	-	-	-	Retained
Y	WXU	465.000	9.70	-	-	YYY	-	-	45.00%	-	Euckwbvy	HJDQ	-	199	DKBF+199	-	-
T	UNS	94.000	3.10	-	-	R	-	-	56.00%	-	Tbquurny	WWML	-	395	QYIQ+395	-	-
D	GZQ	24.000	9.80	-	-	RR	-	-	76.30%	-	Twjhqwku	THOY	-	285	ZAMB+285	-	-
D	KEB	61.000	7.00	-	-	EE-	-	-	9.76%	-	Pjmrkkty	ASZC	-	985	SPCB+840	-	-

More Details

Tranche Comments

Y: Redemption: 2024-10-20; Registration: 144B/Chk T; D: Redemption: 2024-10-20; Registration: 144Z/Ipb M; T: Redemption: 2024-10-20; Registration: 144H/Mxe A; W: Redemption: 2024-10-20; Registration: 144B/Wzo D; D: Redemption: 2024-10-20; Registration: 144V/Zkt N; Tiy: Redemption: 2024-10-20; Registration: 144G/Dtz N;

Deal Comments

Skv Snxx Ppvzkmt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	OXT	97.000	5.10	-	-	WW-	-	-	9.00%	-	Emwduwwr	CHTF	-	840	QGVW+823	-	-
Ufhovc	BBG	43.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1	BIR	612.400	2.20	Gee	-	UUU	-	-	66.60%	-	Twejqhij	CCFX	-	190	JOVK+190	-	-
B	BJX	68.900	9.70	-	-	O	-	-	73.30%	-	Wrjaylbg	BBIQ	-	375	ZDTJ+375	-	-
K-2	HAS	88.400	1.50	-	-	TTT	-	-	19.00%	-	Xwxxzzle	BSYA	-	240	DINX+240	-	-
F	WIC	15.000	7.70	-	-	II	-	-	84.00%	-	Ojohqqsg	ZDDH	-	280	GDZC+280	-	-
I	VSZ	26.100	2.10	-	-	JJJ-	-	-	17.00%	-	Dheluiim	KOIP	-	520	NUHK+520	-	-

More Details

Tranche Comments

T-1: First Pay: 2023-04-20; Redemption: 2024-10-13; K-2: First Pay: 2023-04-20; Redemption: 2024-10-13; F: First Pay: 2023-04-20; Redemption: 2024-10-13; B: First Pay: 2023-04-20; Redemption: 2024-10-13; I: First Pay: 2023-04-20; Redemption: 2024-10-13; K: First Pay: 2023-04-20; Redemption: 2024-10-13; Ufhovc: First Pay: 2023-04-20; Redemption: 2024-10-13;

Deal Comments

Jkw Rkhh Slrvkrx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	EBO	762.000	8.30	-	-	RRR	-	-	15.00%	-	Syvwmpwv	3kB	-	180	3iC+180	-	-
J-1	ZFG	25.000	9.30	-	-	HH	-	-	93.90%	-	Wrxlavbu	3hM	-	250	3dF+250	-	-
J	EEP	81.000	6.00	-	-	C	-	-	73.41%	-	Phsftkzf	3sJ	-	315	3pA+315	-	-
G	IUS	85.000	34.70	-	-	II-	-	-	8.91%	-	Hqbfzuif	3dC	-	800	3rK+784	-	-
Gl	OJW	96.000	-	-	-	FB	-	-	-	-	-	-	-	-	-	-	Retained
T	JUH	38.000	4.80	-	-	BBB-	-	-	23.60%	-	Vkjxyvxs	3jW	-	425	3nY+425	-	-
K-2	YNE	92.000	6.30	-	-	EE	-	-	27.40%	-	Aasir	Yxrpx	-	240	2.40%	-	-

More Details

Tranche Comments

D: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144D/Ued F; J-1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144O/Bdi O; K-2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144K/Vnn Y; J: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Jfj Y; T: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Ckt O; G: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144P/Wni O; Gl: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144P/Tnk B;

Deal Comments

Fwo Cmzz Wakmwvj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	AYC	91.000	-	QY	S	-	-	-	57.60%	-	Mhozxdhq	DPZF	-	240	QTQE+240	-	-
Y	OOM	21.000	-	Fa3	GL	-	-	-	2.00%	-	Uxdoxzpn	KOJZ	-	700	BMKA+700	-	-
Xfm	NPT	63.000	-	QB	YZ	-	-	-	-	-	-	-	-	-	-	-	Retained
K-1	NIO	952.000	-	Xuu	KZ	-	-	-	38.00%	-	Bqeqtlou	VBIA	-	138	VZOX+138	-	-
F-2	WXD	12.000	-	Tss	DY	-	-	-	42.00%	-	Fipos	-	-	-	3.180%	-	-
A	AUR	69.000	-	EW	KKK-	-	-	-	81.00%	-	Nwpuehpq	TAEO	-	365	LWJI+365	-	-
J	UNN	64.000	-	IC	II	-	-	-	67.89%	-	Vkhwchue	LAXU	-	195	NLBZ+195	-	-

More Details

Tranche Comments

K-1: First Pay: 2022-10-19; Redemption: 2024-04-19; F-2: First Pay: 2022-10-19; Redemption: 2024-04-19; J: First Pay: 2022-10-19; Redemption: 2024-04-19; L: First Pay: 2022-10-19; Redemption: 2024-04-19; A: First Pay: 2022-10-19; Redemption: 2024-04-19; Y: First Pay: 2022-10-19; Redemption: 2024-04-19; Xfm: First Pay: 2022-10-19; Redemption: 2024-04-19;

Deal Comments

Hbo Dkww Smyvbbx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date