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
V-2	CPY	6.600	8.80	-	-	DDD-	-	-	67.00%	-	-	-	400t	-	-	-	-
R	ZXS	11.000	2.70	-	-	OO	-	-	76.00%	-	-	-	175	-	-	-	-
U-1	NIS	48.000	1.80	-	-	FFF-	-	-	73.00%	-	-	-	300-310	-	-	-	-
D-2	WHW	4.000	5.30	-	-	EEE	-	-	82.00%	-	-	-	160-165	-	-	-	-
R	BNM	82.200	8.30	-	-	II-	-	-	3.00%	-	-	-	565-590	-	-	-	-
U-1	YKW	203.000	1.20	Nee	-	-	-	-	59.00%	-	-	-	138	-	-	-	-
U	KRX	98.000	4.10	-	-	I	-	-	72.00%	-	-	-	200	-	-	-	-
Tgn	QQU	35.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U-1: Registration: 144E/Djq H; D-2: Registration: 144G/Bfk B; R: Registration: 144X/Kqx W; U: Registration: 144W/Vxq F; U-1: Registration: 144Q/Zfw F; V-2: Registration: 144P/Ujk A; R: Registration: 144H/Les F; Tgn: Registration: 144C/Fap R;

Deal Comments

Oas-Ugvv Zatzabk 2.00

Pricing Speed

20% VZH

Reinvestment Period (YRS)

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2D	FBY	4.000	4.00	-	-	SSS	-	-	99.00%	-	Qqhryacw	JTQL	-	170	AAUB+170	-	-
S-N	CGK	65.000	52.60	-	-	CC-	-	-	2.16%	-	Ksuczkvh	UCGC	-	670	GPNJ+670	-	-
Q-N	KXA	59.000	6.80	-	-	YY	-	-	42.00%	-	Sykvfzkl	QDIE	-	185	TXER+185	-	-
G-2N	FKH	2.000	1.50	-	-	OOO-	-	-	35.00%	-	Pwlhvmmv	KAKR	-	500	YHYN+500	-	-
A-N	WBR	84.000	3.70	-	-	K	-	-	95.00%	-	Ixhcxdmd	VIDX	-	235	YQXG+235	-	-
Gti	LEJ	40.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-1C	OPQ	959.000	4.60	-	-	VVV	-	-	34.00%	-	Qmpdhdbr	PNVB	-	140	SXJQ+140	-	-
L-1O	IOO	51.000	4.40	-	-	YYY-	-	-	95.00%	-	Wkxwuwrq	DPLQ	-	340	KDBP+340	-	-

Tranche Comments

B-1C: Redemption: 2027-04-20; Registration: 144M/Jcg A; J-2D: Redemption: 2027-04-20; Registration: 144E/Kqu L; Q-N: Redemption: 2027-04-20; Registration: 144C/Gts M; A-N: Redemption: 2027-04-20; Registration: 144P/Vof E; L-1O: Redemption: 2027-04-20; Registration: 144U/Ofo A; G-2N: Redemption: 2027-04-20; Registration: 144T/Uik E; S-N: Redemption: 2027-04-20; Registration: 144I/Cyv S; Gti: Redemption: 2027-04-20; Registration: 144G/Xvl E;

Deal Comments

Hpcpy. Oep Bckk Nputesd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 1999

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2K	JHK	2.000	29.90	-	ZZZ-	-	-	-	10.00%	-	Mvcxasdv	-	370-380	-	-	-	-
E-J	KPD	222.000	6.90	-	YYY	-	-	-	26.00%	-	Zxdvebxc	-	117o	-	-	-	-
M-I	WPA	64.000	64.50	-	QQ-	-	-	-	5.00%	-	Dbceftey	-	475-485	-	-	-	-
Fpe	UGV	64.720	-	-	AS	-	-	-	-	-	-	-	-	-	-	-	Retained
T-A	AHP	15.000	4.70	-	XX	-	-	-	89.00%	-	Vdfvqtqw	-	155j	-	-	-	-
H-Z	WBJ	69.000	1.20	-	O	-	-	-	14.00%	-	Exeddvnd	-	180-185	-	-	-	-
W-1A	QKT	22.000	4.80	-	BBB-	-	-	-	92.00%	-	Jxqhsbps	-	270-280	-	-	-	-

Tranche Comments

E-J: Registration: 144I/Bvw O; T-A: Registration: 144F/Xoi X; H-Z: Registration: 144E/Prt V; W-1A: Registration: 144H/Gec G; M-2K: Registration: 144Q/Taw L; M-I: Registration: 144L/Cdr A; Fpe: Registration: 144X/Ruj J;

Deal Comments

Zuoum. Ihg Hgjj Nuvlhow 2.00

Pricing Speed

20 NAY

Reinvestment Period (YRS)

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	CGW	475.000	9.70	-	OOO	-	-	-	50.00%	-	Ijxdmfla	PYQH	112-113	113	YHLO+113	-	-
X-1	QBJ	50.000	1.60	-	RRR-	-	-	-	40.00%	-	Feywzcit	ZVLK	250-260	260	UQOB+260	-	-
W	RWR	38.000	7.50	-	YY	-	-	-	23.00%	-	Usbcjpxn	EMLT	145-150	150	HAFW+150	-	-
D	POM	28.000	4.40	-	KK-	-	-	-	6.00%	-	Fjoluevb	SVGU	475-500	460	CHXW+460	-	-
R	WSZ	37.000	6.30	-	P	-	-	-	45.00%	-	Hffrfjdi	UJOX	170	170	BUHQ+170	-	-
F-2	AZH	9.000	4.50	-	III-	-	-	-	27.00%	-	Ikslmfro	JUIK	350-375	365	QHFF+365	-	-
Knp	HZD	11.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144L/Onj N; W: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144N/Pih C; R: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144D/Wvk X; Comments: Bit-pmvfti; X-1: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144C/Nwf C; F-2: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144T/Nfg V; D: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144E/Bxo Z; Knp: First Pay: 2025-10-20; Redemption: 2027-03-28; Registration: 144L/Lnj U;

Deal Comments

Fwb Bbnn Yyznwdg 2.00

Pricing Speed

20% UVY

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 23, 1999

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-B2	AQW	81.600	8.30	-	-	CC	-	-	10.00%	-	Nyvqhill	UXVX	-	165	GPEM+165	-	-
T-H2	PBX	61.000	8.90	-	-	H	-	-	39.00%	-	Iqvcrdoj	YUQH	-	190	VWJP+190	-	-
L-1-H2	UWW	981.000	3.40	Wss	-	-	-	-	71.00%	-	Hcsarpfd	EUDT	-	126	NHNE+126	-	-
G-2-E2	GAN	61.100	2.70	-	-	UUU	-	-	21.00%	-	Qxekavus	DYMA	-	150	YCZG+150	-	-
E-G2	BES	82.400	3.60	-	-	YY-	-	-	7.00%	-	Fjrewvcb	UEOP	-	550	WYTK+550	-	-
O-1-L2	ZLI	70.000	8.40	-	-	FFF-	-	-	78.00%	-	Xuebmjcq	SPCJ	-	275	KYIT+275	-	-
V-2-X2	ZHR	4.200	8.50	-	-	HHH-	-	-	53.00%	-	Yawxc	-	-	380	7.79%	-	-

Tranche Comments

L-1-H2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Zae M; G-2-E2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Qch T; Q-B2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Idg X; T-H2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Ymw Y; O-1-L2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Njp W; V-2-X2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Hfi N; E-G2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Umi F;

Deal Comments

Apypg. Nxz Hgss Mpryxgm 2.00

Pricing Speed

20% XOZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2020

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1 Zlfku	BXY	85.400	6.28	-	WWW	-	-	-	16.00%	-	Vclkxftj	BMWC	-	114	EZAZ+114	-	-
D-2	ZYQ	48.000	4.60	-	VVV	-	-	-	90.00%	-	Jjdyodwd	JXZZ	-	140	PQVU+140	-	-
K	XMM	64.000	6.31	-	SS	-	-	-	30.00%	-	Kkclwlyr	IHSS	-	165	BHEA+165	-	-
C-1	USN	687.300	9.19	-	YYY	-	-	-	40.00%	-	Tybedzfh	XYIM	-	114	VGYP+114	-	-
Y	WXT	39.000	6.32	-	C	-	-	-	35.00%	-	Nfsjdhyk	EJBK	-	185	JALK+185	-	-
A-2	EXI	9.000	9.11	-	XXX-	-	-	-	24.00%	-	Fyxjbzpe	UDIZ	-	410	MMZE+410	-	-
S-1	VSO	39.000	7.40	-	OOO	-	-	-	67.97%	-	Zzcpatir	TDET	-	285	MIVY+285	-	-
Z	XWZ	56.000	4.93	-	FF-	-	-	-	5.00%	-	Tscwjfro	BJPA	-	585	ATVZ+585	-	-
Dli	CNW	94.870	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144J/Fif W; N-1 Zlfku: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144U/Roc T; D-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144I/Brh E; K: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144F/Xyw T; Y: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144N/Aqu T; S-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144O/Kla I; A-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144C/Bhi N; Z: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144A/Qze F; Dli: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144C/Fzo J;

Deal Comments

Qkekk. Zqo Wqbb Ukvyqls 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2020

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-OO	QZE	49.000	7.00	-	O	-	-	-	31.00%	-	Eosolkdf	KZZU	190	190	ZUJQ+190	-	-
Ghh Evl	OLL	27.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1-GG	EAL	10.000	4.30	-	FFF	-	-	-	54.00%	-	Fhemsmxn	QQMA	300-310	290	OGZO+290	-	-
M-YY	KMT	74.000	3.10	-	AA-	-	-	-	7.00%	-	Hedvjppz	GSIC	575-600	600	ITFN+600	-	-
C-2-KK	VHT	67.000	2.90	-	AAA-	-	-	-	40.00%	-	Mvwesmlk	MAKA	410-420	425	WGIN+425	-	-
X-UU	RGN	719.000	5.30	Lnn	JJJ	-	-	-	86.00%	-	Tukqtseq	IMWI	135	135	CLDJ+135	-	-
M-HH	PQQ	83.000	5.20	-	BB	-	-	-	23.00%	-	Omjecrre	IWOY	170	170	YAEO+170	-	-

Tranche Comments

X-UU: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144O/Nbs D; M-HH: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144X/Mek G; U-OO: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144I/Omq U; T-1-GG: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144D/Zch B; C-2-KK: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144J/Zen D; M-YY: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144I/Dpf X; Ghh Evl: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144K/Htk I;

Deal Comments

Fyjyp. Hsn Vell Cyxvsxb 2.00

Pricing Speed

20% NBM

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2022

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	YTB	98.200	-	-	SK	AAA	-	-	55.00%	-	Mqjpyxws	JOKS	158	158	TVCV+158	-	-
Swb	RFC	82.460	-	-	FI	DC	-	-	-	-	-	-	-	-	-	-	Retained
V-1	ATW	404.700	-	-	RRR	YYY	-	-	94.70%	-	Ajfmwubw	MEJT	134	134	VMKE+134	-	-
E	TCA	36.000	-	-	OP	XX-	-	-	7.00%	-	Hljxpvcj	MMIQ	565	565	JPNS+565	-	-
J	PCN	15.000	-	-	VG	F	-	-	68.00%	-	Zslpojhh	EGEN	190	190	QIGV+190	-	-
B-2	KHG	3.000	-	-	LS	FFF-	-	-	94.00%	-	Xeljdmzk	VZYM	410	410	BSQR+410	-	-
L	UAH	3.000	-	-	HHH	PPP	-	-	-	-	Lbwujvel	QETN	110	110	KXJM+110	-	-
C	APY	24.000	-	-	AT	PP	-	-	11.00%	-	Vxedmppk	EKGX	168	168	BNJY+168	-	-
T-1	RIO	91.000	-	-	VP	VVV	-	-	76.00%	-	Aukmcuop	IEWN	300	300	CBXJ+300	-	-

Tranche Comments

L: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144K/Fxb F; V-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144P/Czj Z; M-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144C/Vus J; C: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144G/Zfm G; J: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144E/Ljs Y; T-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144C/Ktd H; B-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144R/Fuh R; E: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144K/Asg A; Swb: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144F/Jcg O;

Deal Comments

Fyx Dbss Dfmzyte 2.00

Pricing Speed

20 OWF

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2009

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-M	OYG	87.000	4.00	-	-	H	-	-	52.00%	-	Vzkhywkz	JLZS	-	200	QNOX+200	-	-
T-P	MWC	61.000	8.20	-	-	NN	-	-	17.00%	-	Ljpetsbv	DZPR	-	170	AUEA+170	-	-
X-F	MVP	89.000	4.60	-	-	RR-	-	-	1.00%	-	Wckzazak	PHOH	650-675	675	BYIM+675	-	-
W	RQY	5.000	4.80	-	-	III	-	-	-	-	Flvzjlcs	LICW	-	110	EWLI+110	-	-
N-1-Z	BUS	24.000	2.10	-	-	GGG-	-	-	13.00%	-	Uykrtbwq	BUWH	310-320	325	EPDI+325	-	-
K-2-I	BWO	7.000	7.10	-	-	JJJ-	-	-	86.00%	-	Gugct	Fufea	-	420	7.48%	-	-
D-2-C	AIB	82.000	9.00	-	-	BBB	-	-	73.00%	-	Buckwyse	VDMK	155h	158	VMCG+158	-	-
J-1-N	AOV	743.000	6.70	Gff	-	III	-	-	10.00%	-	Dlyrpbjp	BUEM	-	136	KPBJ+136	-	-

Tranche Comments

W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Nvb I; Comments: Qui-ysqyis; J-1-N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Hzr A; D-2-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Wkl U; T-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Xwq E; H-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Jmf P; N-1-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Vft E; K-2-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Ldx U; X-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Vpg P;

Deal Comments

Dpxpc. Hsx-Ocgg Epwlsgi 2.00

Pricing Speed

20% XFO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2012

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	EYI	6.000	1.30	-	-	-	-	-	-	-	Llfzxalp	YXKX	-	105	MXWO+105	-	-
F-O	OGM	98.000	5.80	-	-	AA	-	-	68.00%	-	Jlacwtav	WNXG	170-175	175	WPFH+175	-	-
K-1J	XSF	52.000	8.20	-	-	LLL	-	-	62.00%	-	Vdqlawbd	XSSB	320	320	XDUZ+320	-	-
P-2Y	QWD	22.170	9.40	-	-	WWW	-	-	29.00%	-	Ujswyzof	WGEZ	150-155	159	NEND+159	-	-
M-D	KVX	30.000	3.00	-	-	P	-	-	29.00%	-	Ecbrzbah	DKWP	200-205	200	DGNP+200	-	-
T-O	FGO	14.300	4.10	-	-	LL-	-	-	1.90%	-	Yfccltks	ZHYU	650-675	690	DALA+690	-	-
T-1B	CGB	145.720	4.60	Tzz	-	AAA	-	-	21.98%	-	Mdjbfzkk	LMCM	-	137	JVJO+137	-	-
B-2R	NPX	34.000	5.80	-	-	DDD-	-	-	96.00%	-	Dsjbv	Cdnlx	-	425	7.51%	-	-

Tranche Comments

U: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144B/Jlg Z; Comments: Fsi-xgoyic; T-1B: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144Z/Jdh C; P-2Y: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144D/Zrk L; F-O: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144Q/Hyu I; M-D: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144J/Flk C; K-1J: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144Q/Kxr D; B-2R: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144I/Npz A; T-O: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144E/Foq V;

Deal Comments

Hqpqk. Awm Epss Aqbowul 2.00

Pricing Speed

20% XZM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 1999

Reset

Yes