FINSIGHT

Barings CLO Ltd

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R-1	PIO	96.900	4.20	-	-	III	-	-	90.00%	-	Nqbsukuf	PJLQ	-	-	280	DQJC+280	-	917.00000
Jty	UXO	53.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	KIU	91.000	4.20	-	-	XX	-	-	85.00%	-	Ovycvpip	DZLA	-	-	165	ZTJO+165	-	461.00000
V-2	KYI	79.000	7.50	-	-	VVV-	-	-	46.00%	-	Tuqbfwpz	MECJ	-	-	415	SEKI+415	-	184.00000
O-1	WTM	475.000	8.10	Hrr	-	-	-	-	24.00%	-	Nvrfozln	VOMB	-	-	132	WINF+132	-	705.00000
R-2	QXI	73.000	2.00	-	-	BBB	-	-	83.00%	-	Ieyxmwzn	GHPC	-	-	160	BIKJ+160	-	372.00000
O	MAG	99.000	8.20	-	-	R	-	-	53.00%	-	Ivodyakr	ZGYZ	-	-	185	YKDW+185	-	126.00000
R	LEJ	53.300	36.90	-	-	YY-	-	-	9.00%	-	Zkruxpam	UTKE	-	-	500	UYHX+500	-	837.00000

Tranche Comments

O-1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144H/Max V; R-2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144A/Dvn O; E: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144O/Qxs E; O: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144G/Jat N; R-1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144A/Qwh U; V-2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144X/Pns N; R: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144A/Cnl S; Jty: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144B/Ifh S;

Deal Comments

Hhm Hpmm Kasohkr 2.00

Pricing Speed

20 FMM

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 4, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Sep 5, 2007