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
R	KLS	90.000	65.60	-	JJ-	-	-	-	4.60%	-	Pkxjtexj	QDOV	-	695	BWER+695	-	-
N	IRG	161.000	6.50	-	YYY	-	-	-	27.00%	-	Bpwdpykw	YHZU	-	163	DOZP+163	-	-
U	MCQ	54.000	9.90	-	P	-	-	-	55.00%	-	Pcyolvwk	TDBI	-	245	LAFR+245	-	-
J	KPO	16.000	4.60	-	HHH-	-	-	-	19.00%	-	Kfezdcir	KEEM	-	400	KPTA+400	-	-
M	RFU	81.000	9.40	-	EE	-	-	-	16.00%	-	Aqpsprkw	NCQI	-	210	ACTV+210	-	-
Gkz	BXL	20.000	-	-	DB	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

N: Redemption: 2026-01-20; Registration: 144T/Nvp G; M: Redemption: 2026-01-20; Registration: 144C/Esl E; U: Redemption: 2026-01-20; Registration: 144L/Piw L; J: Redemption: 2026-01-20; Registration: 144W/Tdo W; R: Redemption: 2026-01-20; Registration: 144Y/Aeh S; Gkz: Redemption: 2026-01-20; Registration: 144X/Lql G;

Deal Comments

Qyp Ongg Uoxgytz 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	HPY	625.000	5.30	-	FFF	-	-	-	68.00%	-	Qjbppiup	BNUV	-	175	DTCN+175	-	-
I	UZR	78.300	8.10	-	MM	-	-	-	10.90%	-	Bveqtudi	LJFR	-	240	EHFA+240	-	-
Q	QIM	60.200	99.50	-	JJ-	-	-	-	8.90%	-	Avwyjakl	QVDF	-	775	EZJL+759	-	-
Gak	YGP	38.200	-	-	CD	-	-	-	-	-	-	-	-	-	-	-	Retained
E	MOX	38.200	4.30	-	K	-	-	-	41.00%	-	Kwespjhn	IZSL	-	290	APKK+290	-	-
V	CVR	60.000	59.70	-	JJJ-	-	-	-	65.00%	-	Avvardma	WZYT	-	450	IMTD+450	-	-

More Details

Tranche Comments

L: Redemption: 2026-01-20; Registration: 144G/Lla U; I: Redemption: 2026-01-20; Registration: 144I/Gvd K; E: Redemption: 2026-01-20; Registration: 144F/Tjr Q; V: Redemption: 2026-01-20; Registration: 144K/Oua E; Q: Redemption: 2026-01-20; Registration: 144Y/Xcv Z; Gak: Redemption: 2026-01-20; Registration: 144V/Ofq T;

Deal Comments

Hgt Bfff Herbgms 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
Y	FHX	94.000	9.10	-	T	-	-	-	50.00%	-	Mzhjhfvm	ZCKT	-	280	LYNI+280	-	-
R	XUE	708.000	3.10	-	PPP	-	-	-	11.00%	-	Ehzmptfq	QCUN	-	170	SHKJ+170	-	-
R	IPB	47.000	66.50	-	AAA-	-	-	-	72.00%	-	Cvcyjsxi	UEQP	-	450	VZJM+450	-	-
T	VWY	21.000	7.10	-	SS	-	-	-	19.00%	-	Evpbxhba	ILSS	-	230	GWZG+230	-	-
F	THT	35.600	88.60	-	ZZ-	-	-	-	9.80%	-	Gwpqlocb	BWTA	-	750	QYFX+733	-	-
Nxo	JGF	74.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

R: Redemption: 2025-09-27; Registration: 144A/Vjx H; T: Redemption: 2025-09-27; Registration: 144A/Yij D; Y: Redemption: 2025-09-27; Registration: 144M/Mwd L; R: Redemption: 2025-09-27; Registration: 144F/Tyf Y; F: Redemption: 2025-09-27; Registration: 144T/Ddp G; Nxo: Redemption: 2025-09-27; Registration: 144H/Kwv R;

Deal Comments

Nju Rcqq Wmnujgf 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
P-2	GRM	51.500	8.10	-	-	NNN	-	-	31.00%	-	Sdzmutbd	BJEQ	-	215	EPWC+215	-	-
Gzwrxj	PWF	77.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2	IFM	4.000	2.60	-	-	YY	-	-	21.00%	-	Dstto	-	-	260	5.98%	-	-
S	GIA	53.000	7.50	-	-	AAA-	-	-	44.50%	-	Iykdejpr	JBLA	-	525	CNGP+525	-	-
J	IGE	24.000	7.80	-	-	QQ-	-	-	4.50%	-	Xezblsis	PLOT	850-860	833	JSZN+833	-	-
S-1	OXJ	71.000	7.70	-	-	JJ	-	-	76.00%	-	Gkuvepbt	LTCW	-	260	VJLH+260	-	-
T	XGK	73.500	2.00	-	-	K	-	-	74.70%	-	Fwuvwkjm	APCS	305-315	305	DXGN+305	-	-
H-1	JXE	381.900	7.80	Ioo	-	BBB	-	-	41.80%	-	Fjocyqmc	EPLP	-	175	VJEE+175	-	-

More Details

Tranche Comments

H-1: First Pay: 2024-01-20; Redemption: 2025-07-20; Comments: Fzgryltgb; P-2: First Pay: 2024-01-20; Redemption: 2025-07-20; S-1: First Pay: 2024-01-20; Redemption: 2025-07-20; I-2: First Pay: 2024-01-20; Redemption: 2025-07-20; T: First Pay: 2024-01-20; Redemption: 2025-07-20; S: First Pay: 2024-01-20; Redemption: 2025-07-20; J: First Pay: 2024-01-20; Redemption: 2025-07-20; Gzwrxj: First Pay: 2024-01-20; Redemption: 2025-07-20;

Deal Comments

Twh Qstt Dushwbe 2.00

Pricing Speed

20% IFJ

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
Szk	WGN	95.000	-	-	-	SV	-	-	-	-	-	-	-	-	-	-	Retained
Z	EOY	81.000	2.30	-	-	VV	-	-	51.53%	-	Qzxdxrve	VDBS	-	230	VHQZ+230	-	-
Y	WKR	23.000	1.10	-	-	III-	-	-	89.74%	-	Blejaeof	HNAH	-	520	NDHK+520	-	-
Q	NMQ	11.000	8.70	-	-	V	-	-	93.20%	-	Lpfdcrzh	ZDWV	-	310	VCQL+310	-	-
N	MNB	468.000	5.60	-	-	LLL	-	-	33.32%	-	Nmrcqqat	UTSV	-	175	NQJL+175	-	-
Y	WGE	37.000	71.10	-	-	LL-	-	-	9.70%	-	Kyfvwkwh	EQVU	-	825	YNZV+800	-	-

More Details

Tranche Comments

N: Redemption: 2025-04-20; Registration: 144Y/Anp C; Z: Redemption: 2025-04-20; Registration: 144J/Mlq W; Q: Redemption: 2025-04-20; Registration: 144T/Xaz T; Y: Redemption: 2025-04-20; Registration: 144T/Koc D; Y: Redemption: 2025-04-20; Registration: 144F/Knl H; Szk: Redemption: 2025-04-20; Registration: 144W/Kim Z;

Deal Comments

Omm Wass Mtrbmli 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
W	ZKD	504.000	3.10	-	-	CCC	-	-	59.00%	-	Qvrzqdkk	LIXB	-	199	VCWH+199	-	-
G	UMV	24.000	8.00	-	-	RR-	-	-	1.31%	-	Icxfssxs	PWDS	-	985	HDEI+840	-	-
E	APM	10.000	8.90	-	-	DD	-	-	75.30%	-	Erpkkqer	ZXOZ	-	285	UCLK+285	-	-
U	NXG	97.000	5.20	-	-	J	-	-	16.00%	-	Fccbpept	IJGS	-	395	MICK+395	-	-
Rfq	OUN	31.600	-	-	-	JL	-	-	-	-	-	-	-	-	-	-	Retained
M	KXU	16.000	1.70	-	-	BBB	-	-	86.12%	-	Flbchwjc	UZMQ	-	585	TEDL+550	-	-

More Details

Tranche Comments

W: Redemption: 2024-10-20; Registration: 144X/Yqq K; E: Redemption: 2024-10-20; Registration: 144K/Lli E; U: Redemption: 2024-10-20; Registration: 144L/Brw D; M: Redemption: 2024-10-20; Registration: 144A/Gpy R; G: Redemption: 2024-10-20; Registration: 144Y/Fqk P; Rfq: Redemption: 2024-10-20; Registration: 144M/Vwp R;

Deal Comments

Vpg Nubb Eghtpvz 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
C	ZFC	69.000	2.70	-	-	BB	-	-	68.00%	-	Khydtdqb	QDLB	-	280	YNXR+280	-	-
I	FBQ	83.000	1.10	-	-	TT-	-	-	6.00%	-	Rpssbvyp	EPGN	-	840	DMKX+823	-	-
H	MTQ	28.400	7.20	-	-	K	-	-	16.70%	-	Ufdosmky	HSSO	-	375	BBTQ+375	-	-
B	XAA	97.700	9.80	-	-	DDD-	-	-	76.00%	-	Emdfrlkd	IPZK	-	520	BYGJ+520	-	-
Yxqcic	EYS	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	YQR	987.400	1.40	Ktt	-	QQQ	-	-	41.10%	-	Ddluvsoy	IOTO	-	190	YQCF+190	-	-
G-2	BOR	23.900	4.40	-	-	VVV	-	-	22.00%	-	Ephrybnk	KTZG	-	240	CWVV+240	-	-

More Details

Tranche Comments

V-1: First Pay: 2023-04-20; Redemption: 2024-10-13; G-2: First Pay: 2023-04-20; Redemption: 2024-10-13; C: First Pay: 2023-04-20; Redemption: 2024-10-13; H: 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; Yxqcic: First Pay: 2023-04-20; Redemption: 2024-10-13;

Deal Comments

Jwt Lyll Dyprwsh 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
C	BHJ	268.000	5.60	-	-	TTT	-	-	53.00%	-	Hxpvjlaw	3iV	-	180	3eN+180	-	-
R	KTW	38.000	39.50	-	-	KK-	-	-	7.98%	-	Bbreuelk	3cS	-	800	3nP+784	-	-
Wa	ERN	15.000	-	-	-	MU	-	-	-	-	-	-	-	-	-	-	Retained
T-1	QHZ	10.000	7.40	-	-	GG	-	-	15.80%	-	Wswlpzwv	3nL	-	250	3zE+250	-	-
Q-2	NLG	87.000	6.40	-	-	UU	-	-	84.80%	-	Lgovg	Dcvqg	-	240	2.40%	-	-
T	PUF	99.000	1.00	-	-	X	-	-	62.66%	-	Aofzpeoh	3mM	-	315	3fB+315	-	-
Z	YJB	83.000	6.40	-	-	FFF-	-	-	23.30%	-	Ikjkrpnj	3iQ	-	425	3wB+425	-	-

More Details

Tranche Comments

C: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144Z/Zuu X; T-1: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144A/Hen U; Q-2: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144Q/Ywc K; T: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144J/Oai H; Z: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144Z/Rww Z; R: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144O/Ppy A; Wa: First Pay: 2023-01-15; Redemption: 2024-07-15; Registration: 144Q/Txv N;

Deal Comments

Zjm Jwkk Nagijvx 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
F-1	WYN	739.000	-	Qff	WQ	-	-	-	70.00%	-	Hdmllrbr	LBGP	-	138	KWAB+138	-	-
Cmo	NTH	38.000	-	FL	CW	-	-	-	-	-	-	-	-	-	-	-	Retained
V	KRQ	41.000	-	JC	RR	-	-	-	53.65%	-	Bdqmthal	LSPB	-	195	HITV+195	-	-
N	UZX	16.000	-	EM	W	-	-	-	92.70%	-	Qskpztpp	DPOY	-	240	JCSS+240	-	-
G-2	FNX	16.000	-	Waa	QL	-	-	-	72.00%	-	Oqcpt	-	-	-	3.180%	-	-
Y	ZUD	63.000	-	BN	AAA-	-	-	-	13.00%	-	Tkfsmhkd	BQBR	-	365	VVYH+365	-	-
X	OOZ	46.000	-	Dt3	PV	-	-	-	8.00%	-	Nfhakfzg	SHAP	-	700	BUID+700	-	-

More Details

Tranche Comments

F-1: First Pay: 2022-10-19; Redemption: 2024-04-19; G-2: First Pay: 2022-10-19; Redemption: 2024-04-19; V: First Pay: 2022-10-19; Redemption: 2024-04-19; N: First Pay: 2022-10-19; Redemption: 2024-04-19; Y: First Pay: 2022-10-19; Redemption: 2024-04-19; X: First Pay: 2022-10-19; Redemption: 2024-04-19; Cmo: First Pay: 2022-10-19; Redemption: 2024-04-19;

Deal Comments

Tfw Kfxx Hctjfyp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date