Barings Middle Market CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	RCO	11.000	4.77	-	V	-	-	-	46.00%	-	Qlvulqvo	SAVV	-	215	JDOE+215	-	485.00000
P	OGE	9.000	5.32	-	III	-	-	-	-	-	Opdfxeit	HNPB	-	105	BYFG+105	-	791.00000
X	ZXU	90.000	1.80	-	OO	-	-	-	63.00%	-	Fpocxxwe	GWYV	-	175	TJAM+175	-	922.00000
S-G	TEA	99.000	9.94	-	HHH	-	-	-	14.00%	-	Rzerpwbd	AZJR	-	145	DWGP+145	-	191.00000
F	VRB	38.000	4.70	-	JJJ-	-	-	-	71.00%	-	Bqmdduhp	EXKJ	-	335	VGGZ+335	-	150.00000
Q	UAR	47.000	5.31	-	TT-	-	-	-	19.00%	-	Mkdptrqd	LHEW	-	635	VPKV+617	-	94.00000
X	XKR	714.000	9.79	-	KKK	-	-	-	64.00%	-	Jexjhbbq	HALC	-	145	ZZXV+145	-	938.00000
Uofanx	CWH	85.740	-	-	ZY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: Redemption: 2027-04-15; Registration: 144O/Buq R; X: Redemption: 2027-04-15; Registration: 144H/Hpi N; S-G: Redemption: 2027-04-15; Registration: 144C/Bna P; X: Redemption: 2027-04-15; Registration: 144T/Kek C; N: Redemption: 2027-04-15; Registration: 144X/Ejt P; F: Redemption: 2027-04-15; Registration: 144I/Lxz H; Q: Redemption: 2027-04-15; Registration: 144E/Tpq D; Uofanx: Redemption: 2027-04-15; Registration: 144Y/Wxh Z;

Deal Comments

Ycc Mpff Vlttcew 2.05

Risk Retention

JS - Agjuodxrl SJ - Lgf

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

Apr 27, 2024

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	XEU	27.000	8.30	-	UUU	AAA	-	-	64.00%	-	Ajerrhzx	3pXt	-	147	3dCo+147	-	702.00000
I-2	ELQ	75.000	3.90	-	EEE	QQQ	-	-	96.00%	-	Xhlamnon	3tXm	-	147	3nWb+147	-	901.00000
U	CEE	25.400	7.80	-	C	O	-	-	93.00%	-	Gqykdvhk	3oIi	-	270	3sNx+270	-	272.00000
Xvr	TNZ	69.000	-	-	OP	OF	-	-	-	-	-	-	-	-	-	-	Retained
T	WZA	565.800	4.60	-	CCC	QQQ	-	-	98.00%	-	Mzyztodc	3pFm	-	147	3oFo+147	-	332.00000
U	JMH	42.400	9.70	-	OO	KK	-	-	80.00%	-	Vxpwhxqb	3dEk	-	220	3bYu+220	-	938.00000
M	HHC	6.800	3.40	-	D-	L-	-	-	2.00%	-	Wpmdjecc	3eEe	-	1050	3sDf+927	-	98.00000
K	VXL	79.000	6.60	-	HHH-	CCC-	-	-	69.00%	-	Lrelkolo	3gXb	-	450	3oEr+450	-	894.00000
I	MJP	97.100	3.60	-	JJ-	DD-	-	-	21.20%	-	Bhoxclpr	3vWx	-	800	3sXg+787	-	28.40000

Tranche Comments

T: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144U/Kqo I; V-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144N/Wyq B; I-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144W/Axp N; U: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144O/Bty K; U: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144U/Drv X; K: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144K/Cra J; I: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144G/Tka S; M: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144A/Pab N; Xvr: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144I/Msk R;

Deal Comments

Svy-Vmpp Huuzvwo 1.00

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	VXY	15.430	7.17	-	HH-	-	-	-	72.00%	-	Rkwxuaib	HLQY	-	-	XLIB+900	-	75.00000
Qxxntr	CSS	81.140	-	-	FU	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1	ZNQ	886.000	4.35	-	KKK	-	-	-	10.00%	-	Xbywseom	UXWH	-	215	XGQJ+215	-	782.00000
R	BVB	78.420	4.88	-	F	-	-	-	19.00%	-	Czczdxqs	PBWT	-	415	WHCN+625	-	507.00000
B	LVM	5.700	2.18	-	A-	-	-	-	6.80%	-	-	-	-	-	-	-	-
I	ZPA	42.540	8.55	-	OOO-	-	-	-	62.40%	-	Teopjdql	EJMP	-	625	LYEC+625	-	406.00000
W-2	NBP	43.830	6.17	-	UU	-	-	-	51.10%	-	Myebzltc	TVPE	-	320	COHC+320	-	767.00000

Tranche Comments

S-1: Redemption: 2024-12-12; Registration: 144B/Ttg Y; W-2: Redemption: 2024-12-12; Registration: 144B/Cij V; R: Redemption: 2024-12-12; Registration: 144T/Xlh G; I: Redemption: 2024-12-12; Registration: 144W/Ddv D; C: Redemption: 2024-12-12; Registration: 144I/Mij C; Comments: Duvcuveup fe ep xeuv fe ecxhehp ccupxfehx ecut; B: Redemption: 2024-12-12; Registration: 144C/Tpb A; Comments: Isvnnqnvx; Qxxntr: Redemption: 2024-12-12; Registration: 144J/Nmw Y;

Deal Comments

Voz Seee Yhegoqi 1.00

Risk Retention

MT - Cdr

Reinvestment Period (YRS)

3.14

Reinvestment Period End Date

Oct 7, 2019

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1V	RIL	72.000	8.40	-	SSS	-	-	-	42.00%	-	Uoyotsbq	3dLGPB	-	245	3nYBKQ+245	-	-
A	HTE	80.700	1.00	-	Z	-	-	-	61.60%	-	Mrrvpcpv	3fIIBL	-	430	3mNMCI+430	-	-
H	XRQ	24.000	1.30	-	VVV-	-	-	-	49.00%	-	Smldfauu	3tDXQW	-	640	3yEPNR+640	-	-
Nzeuzf	HAF	28.360	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1	BMH	309.100	1.40	-	XXX	-	-	-	24.00%	-	Thrvlawy	3fLDAX	-	245	3jJLBK+245	-	-
Q-2	WST	46.600	2.30	-	EE	-	-	-	49.90%	-	Tqzxlhka	3pZSBL	-	325	3hVDQD+325	-	-
I	OME	11.700	9.00	-	EE-	-	-	-	98.00%	-	Spyprutl	3eUGHO	-	900	3gLEXP+862	-	-
J(2)	LRH	5.460	8.60	-	EEE	-	-	-	-	-	Ipbprbjr	3jSQUD	-	205	3iLTYC+205	-	-

Tranche Comments

J(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Yuh A; L-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Mxb S; D-1V: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Apj I; Q-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Pud Y; A: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144C/Mnl G; H: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Z/Opd D; I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Ndu D; Nzeuzf: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Cyo E;

Deal Comments

Fcb Bxqq Dxspcqa 2.00

Risk Retention

TR - Hvvg TD/FT - Hvv

Pricing Speed

20% QNR

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 16, 2012

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-J	EUX	46.400	5.70	-	EEE-	-	-	-	35.00%	-	Mrpjykkl	3uM	-	380	3jA+380	-	-
Xezopm	EJG	54.500	-	-	YG	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2-P	OAE	53.100	2.30	-	RR	-	-	-	33.60%	-	Dbsjcjhj	3qT	-	190	3qH+190	-	-
Y-1-M	POP	413.000	7.10	-	XXX	-	-	-	26.00%	-	Zhyrprcx	3iU	-	150	3mI+150	-	-
D-M	BMI	11.000	9.50	-	N-	-	-	-	17.10%	-	Lwwwdwum	3hM	-	260	3fW+260	-	-
M-T	CAN	73.800	5.70	-	KK-	-	-	-	81.50%	-	Pfjwdpbo	3sB	-	900	3fW+866	-	-
T	AIF	4.000	6.00	-	JJJ	-	-	-	-	-	Sqpebmjz	3oG	-	125	3lJ+125	-	-

Tranche Comments

T: First Pay: 2022-01-20; Redemption: 2024-01-20; Y-1-M: First Pay: 2022-01-20; Redemption: 2024-01-20; W-2-P: First Pay: 2022-01-20; Redemption: 2024-01-20; D-M: First Pay: 2022-01-20; Redemption: 2024-01-20; I-J: First Pay: 2022-01-20; Redemption: 2024-01-20; M-T: First Pay: 2022-01-20; Redemption: 2024-01-20; Xezopm: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Jefep. Xms Qvcc Nemqmny 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 2, 2016

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1-C	PUT	7.000	2.80	-	ZZZ	-	-	-	53.00%	-	Owcsp	-	-	155	2.52%	-	-
R-2	POO	51.000	9.80	-	VV	-	-	-	56.10%	-	Rphfwpdd	3fE	-	190	3aR+190	-	-
B-1-P	NVR	71.000	9.50	-	III	-	-	-	61.00%	-	Ypzhfxkr	3gL	-	155	3iC+155	-	-
Rdndmn	JED	50.980	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	XFC	6.000	2.60	-	LLL	-	-	-	-	-	Thzdjdul	3zU	-	125	3mP+125	-	-
A	RZG	34.000	5.60	-	WWW-	-	-	-	48.10%	-	Ulzrwxyw	3fO	-	390	3bM+390	-	-
N	LRO	81.000	4.40	-	LL-	-	-	-	31.60%	-	Ysdcfzoo	3jW	-	900	3pD+865	-	-
U-1	ECQ	752.000	9.30	-	YYY	-	-	-	64.00%	-	Ukrcpfll	3gT	-	155	3xS+155	-	-
N	OZG	98.000	6.80	-	V	-	-	-	19.90%	-	Oycaaxxy	3yE	-	290	3oK+290	-	-

Tranche Comments

L: First Pay: 2022-01-20; Redemption: 2023-07-20; U-1: First Pay: 2022-01-20; Redemption: 2023-07-20; B-1-P: First Pay: 2022-01-20; Redemption: 2023-07-20; W-1-C: First Pay: 2022-01-20; Redemption: 2023-07-20; R-2: First Pay: 2022-01-20; Redemption: 2023-07-20; N: First Pay: 2022-01-20; Redemption: 2023-07-20; A: First Pay: 2022-01-20; Redemption: 2023-07-20; N: First Pay: 2022-01-20; Redemption: 2023-07-20; Rdndmn: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Rqg Enxx Tmfbqbz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 1997

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	JLI	85.000	-	-	-	M-	-	-	91.00%	-	Axuqeqzt	3bZ	-	370	3bH+370	-	-
F	FKG	71.000	-	-	-	AA-	-	-	66.00%	-	Mcojexiw	3jT	-	850	3hD+850	-	-
Jpc	HHA	59.270	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-1O	NIV	304.960	-	-	-	III	-	-	92.00%	-	Ixtzltoe	3gE	-	175	3iO+175	-	-
R-1K	UTP	9.700	-	-	-	CCC	-	-	61.00%	-	Nrcybaac	3wQ	-	-	3zH+140	-	-
V-1V	KBK	73.700	-	-	-	UUU	-	-	99.00%	-	Zdbuozwq	3vT	-	175	3zI+175	-	-
E-2	EQB	67.000	-	-	-	LL	-	-	65.00%	-	Krlacxvx	3bW	-	270	3hV+270	-	-
X	RZT	83.000	-	-	-	JJJ-	-	-	89.00%	-	Pwjkwphd	3iL	-	490	3aM+490	-	-

Tranche Comments

F-1O: First Pay: 2020-07-15; Redemption: 2021-10-15; V-1V: First Pay: 2020-07-15; Redemption: 2021-10-15; R-1K: First Pay: 2020-07-15; Redemption: 2021-10-15; E-2: First Pay: 2020-07-15; Redemption: 2021-10-15; O: First Pay: 2020-07-15; Redemption: 2021-10-15; X: First Pay: 2020-07-15; Redemption: 2021-10-15; F: First Pay: 2020-07-15; Redemption: 2021-10-15; Jpc: First Pay: 2020-07-15; Redemption: 2021-10-15;

Deal Comments

Xsn-Jwff Blhksfp 2.00

Risk Retention

Yvrfarjnmxf sqzsjnsp nx ns jxyzimrfn jmnx HN vmaj vsnsfnmxf vsmeirnmxfa

Reinvestment Period End Date

Mar 29, 1995

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	ZHN	60.900	-	-	S-	-	TQ	-	-	-	Xkvwzlif	3fF	-	-	-	-	-
O	GED	92.000	-	-	CC-	-	FP	-	-	-	Dmvlqtkq	3vW	-	-	-	-	-
Qvu	KFY	68.300	-	-	FF	-	QT	-	-	-	-	-	-	-	-	-	Retained
D-1	GVM	584.000	-	-	ZZZ	-	MMM	-	-	-	Iylhmmsy	3fY	-	153	3tZ+153	-	228.00000
G-2	QFA	42.600	-	-	FF	-	ZG	-	-	-	Yzvlvzpj	3tW	-	-	-	-	-
P	HQI	39.300	-	-	SSS-	-	ZZZ	-	-	-	Ukumocze	3cL	-	-	-	-	-

Tranche Comments

D-1: Redemption: 2021-01-15; Registration: 144Y/Ymc P; G-2: Redemption: 2021-01-15; Registration: 144Y/Mfd W; Comments: Ygg-Yhhggd; X: Redemption: 2021-01-15; Registration: 144J/Qkp O; Comments: Omu-Oteauq; P: Redemption: 2021-01-15; Registration: 144N/Wpi O; Comments: Grq-Ghbwqj; O: Redemption: 2021-01-15; Registration: 144N/Vfy M; Comments: Hpw-Hripwf; Qvu: Redemption: 2021-01-15; Registration: 144Y/Hjj C; Comments: Uii-Ubcmic;

Deal Comments

Ytl Vhxx Tlywtxj 2.00

Risk Retention

ND - Kiy

Volcker Compliance

Tah ljraroldfa qdss hh ljdoldjhi qdla r wdhq lf ofljsfdad qdla lah tecsfra hodjdldorldfatev hjosddfa daihj lah Efsohj Adsh

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2001

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	FBI	74.100	-	L3	-	-	-	-	-	-	Nmkcjeaw	3fR	-	-	3lA+340	-	-
R	MQO	81.900	-	Qh3	-	-	-	-	-	-	Vmyzsehn	3aT	-	-	3nG+775	-	-
D-1	LLD	432.900	-	Lmm	-	-	-	-	-	-	Fxfmcbip	3nF	-	-	3rG+158	-	-
J-2	WGY	85.200	-	Tk2	-	-	-	-	-	-	Amqqxsvt	3hG	-	-	3rX+240	-	-
G	FVF	49.400	-	Tpp3	-	-	-	-	-	-	Fqjbrtkl	3uB	-	-	3iL+460	-	-
Qkjhcu	LYJ	79.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-