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
E-2	WMK	9.000	6.80	-	-	HHH-	-	-	42.00%	-	Rzmoodwi	1tIJZL	-	380-390	-	-	-	-
M	WEB	38.000	7.60	-	-	RR-	-	-	5.00%	-	Thmoeuxj	1cQXDG	-	480-490	-	-	-	-
N-1	GHB	52.000	6.50	-	-	KKK-	-	-	75.00%	-	Kmhzmkhu	1sGSWX	-	270-280	-	-	-	-
K	BQX	65.000	2.70	-	-	BB	-	-	60.00%	-	Lhwquvrv	1oCKGA	-	160-165	-	-	-	-
Ynl	CUC	53.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	ORH	95.000	8.40	-	-	RRR	-	-	97.00%	-	Sdzfbfqv	1iJZAA	-	150q	-	-	-	-
E	WPH	57.000	8.20	-	-	S	-	-	53.00%	-	Qzdvpabx	1lTYKT	-	180-185	-	-	-	-
H-1	ABQ	776.000	7.50	Mqq	-	-	-	-	54.00%	-	Kubuzjmc	1pETMN	-	127	-	-	-	-

Tranche Comments

H-1: Registration: 144T/Blk H; S-2: Registration: 144A/Yzp W; K: Registration: 144J/Mzu I; E: Registration: 144N/Ydk O; N-1: Registration: 144C/Gvr I; E-2: Registration: 144W/Mbb X; M: Registration: 144M/Dkh A; Ynl: Registration: 144B/Fvl N;

Deal Comments

Mov Amkk Nolzopy 2.00

Pricing Speed

20% TAF

Reinvestment Period (YRS)

WAL Test Period (YRS)