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
O-2	VKS	12.000	7.40	-	-	AAA-	-	-	23.00%	-	Omtwlaut	OEIO	-	-	415	PWSZ+415	-	366.00000
Z-2	SWS	94.000	8.00	-	-	III	-	-	42.00%	-	Ovcpdeby	NTDD	-	-	160	IAQD+160	-	501.00000
S	JJC	79.000	9.30	-	-	W	-	-	59.00%	-	Veqyfmku	MUEB	-	-	185	XVSX+185	-	429.00000
R-1	OFA	97.400	5.80	-	-	TTT	-	-	11.00%	-	Uqzfbvux	ZUFI	-	-	280	WKZV+280	-	111.00000
N	KOI	57.400	96.70	-	-	PP-	-	-	5.00%	-	Mslwcpxc	TQUX	-	-	500	XSJV+500	-	189.00000
Wqm	VEU	89.180	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1	LMA	173.000	3.10	Pjj	-	-	-	-	72.00%	-	Hdqpkbbp	MEEH	-	-	132	JKAD+132	-	951.00000
Q	TVK	62.000	5.70	-	-	AA	-	-	90.00%	-	Dloahhtn	NXWW	-	-	165	VPNN+165	-	514.00000

Tranche Comments

R-1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144T/Mlq T; Z-2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144T/Lko M; Q: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144M/Lub B; S: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144M/Hee A; R-1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144O/Vuf V; O-2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144P/Kwq A; N: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144X/Ake A; Wqm: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144V/Gla B;

Deal Comments

Kfk Hcbb Peeqfta 2.00

Pricing Speed

20 XTK

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Dec 20, 2013