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
A-1	USD	243.000	1.44	-	AAA	-	-	-	40.00%	-	Floating	SOFR	-	215	SOFR+215	-	100.00000
A-2	USD	32.350	2.98	-	AA	-	-	-	32.01%	-	Floating	SOFR	-	320	SOFR+320	-	100.00000
B	USD	32.450	3.11	-	A	-	-	-	24.00%	-	Floating	SOFR	-	415	SOFR+625	-	100.00000
C	USD	24.250	3.42	-	BBB-	-	-	-	18.01%	-	Floating	SOFR	-	625	SOFR+625	-	100.00000
D	USD	24.350	3.89	-	BB-	-	-	-	12.00%	-	Floating	SOFR	-	-	SOFR+900	-	99.00000
E	USD	8.500	4.16	-	B-	-	-	-	9.90%	-	-	-	-	-	-	-	-
Equity	USD	36.850	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2024-12-12; Registration: 144A/Reg S; A-2: Redemption: 2024-12-12; Registration: 144A/Reg S; B: Redemption: 2024-12-12; Registration: 144A/Reg S; C: Redemption: 2024-12-12; Registration: 144A/Reg S; D: Redemption: 2024-12-12; Registration: 144A/Reg S; Comments: Available to be sold to onshore investors only; E: Redemption: 2024-12-12; Registration: 144A/Reg S; Comments: Preplaced; Equity: Redemption: 2024-12-12; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

0.21

Reinvestment Period End Date

Feb 29, 2024

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	QKE	232.300	5.80	-	SSS	-	-	-	63.00%	-	Yskdfwkv	3hGNHE	-	245	3bVSTF+245	-	-
D-1P	FMH	25.000	4.80	-	UUU	-	-	-	75.00%	-	Sywrofmx	3uLJPC	-	245	3oIUAS+245	-	-
B	OCJ	47.400	7.00	-	B	-	-	-	79.20%	-	Uvemxdms	3qDTXM	-	430	3cYOSN+430	-	-
Z-2	IRV	55.100	3.50	-	QQ	-	-	-	63.70%	-	Kbkbypkj	3uXJUW	-	325	3dBIWI+325	-	-
L	BBO	51.600	4.00	-	AA-	-	-	-	58.00%	-	Ezclhwso	3bJSEE	-	900	3vGKXH+862	-	-
Y(2)	RHD	3.840	9.40	-	XXX	-	-	-	-	-	Nduhdcll	3yNJYS	-	205	3wYIOB+205	-	-
D	FYI	54.000	2.10	-	UUU-	-	-	-	98.00%	-	Hdxzjokg	3iAPGH	-	640	3yDQYE+640	-	-
Ofiali	MOU	59.530	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Y/Fff T; C-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Eed B; D-1P: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Tlp H; Z-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Wbi R; B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144G/Bja D; D: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Eir D; L: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Zme T; Ofiali: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Fyq F;

Deal Comments

Sgn Rntt Apybgiz 2.00

Risk Retention

XF - Xnhp XR/KX - Xnh

Pricing Speed

20% SBT

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
E-Y	OUJ	77.700	1.10	-	YYY-	-	-	-	24.00%	-	Xhdzpesp	3fF	-	380	3fU+380	-	-
Fkoisl	EEB	72.800	-	-	YI	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1-K	RTK	127.000	2.30	-	LLL	-	-	-	34.00%	-	Ljqcxufi	3mF	-	150	3uG+150	-	-
U-2-X	MJY	79.600	9.60	-	RR	-	-	-	43.30%	-	Akoldcnh	3sV	-	190	3xW+190	-	-
J-H	JJO	14.400	9.30	-	LL-	-	-	-	74.50%	-	Qqfhvasl	3jX	-	900	3eR+866	-	-
D	KAV	2.000	1.00	-	WWW	-	-	-	-	-	Csbysuam	3dF	-	125	3yG+125	-	-
N-G	BWR	78.000	2.10	-	S-	-	-	-	80.10%	-	Vhdrpciv	3hS	-	260	3oI+260	-	-

More Details

Tranche Comments

D: First Pay: 2022-01-20; Redemption: 2024-01-20; W-1-K: First Pay: 2022-01-20; Redemption: 2024-01-20; U-2-X: First Pay: 2022-01-20; Redemption: 2024-01-20; N-G: First Pay: 2022-01-20; Redemption: 2024-01-20; E-Y: First Pay: 2022-01-20; Redemption: 2024-01-20; J-H: First Pay: 2022-01-20; Redemption: 2024-01-20; Fkoisl: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Bsush. Kxz Ksll Gstsxky 3.00

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	ARW	55.000	1.60	-	FF-	-	-	-	86.30%	-	Iuqbphci	3bN	-	900	3xR+865	-	-
Sxbxbl	AOY	77.740	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1-U	XYO	12.000	5.60	-	VVV	-	-	-	22.00%	-	Tkxqmtia	3rL	-	155	3lN+155	-	-
Z-1	AQS	368.000	5.90	-	XXX	-	-	-	67.00%	-	Wruqrjke	3wK	-	155	3dA+155	-	-
W-1-L	FCL	7.000	9.60	-	EEE	-	-	-	22.00%	-	Zlrid	-	-	155	2.52%	-	-
B	BTH	83.000	6.60	-	FFF-	-	-	-	10.40%	-	Pvjfzejt	3wS	-	390	3iS+390	-	-
B-2	QXV	31.000	3.80	-	UU	-	-	-	62.30%	-	Sxkzybyy	3dL	-	190	3nL+190	-	-
U	GET	7.000	6.90	-	QQQ	-	-	-	-	-	Uhowsvcv	3iI	-	125	3dJ+125	-	-
E	HMR	39.000	7.80	-	I	-	-	-	29.50%	-	Vxoccfco	3lM	-	290	3uC+290	-	-

More Details

Tranche Comments

U: First Pay: 2022-01-20; Redemption: 2023-07-20; Z-1: First Pay: 2022-01-20; Redemption: 2023-07-20; M-1-U: First Pay: 2022-01-20; Redemption: 2023-07-20; W-1-L: First Pay: 2022-01-20; Redemption: 2023-07-20; B-2: First Pay: 2022-01-20; Redemption: 2023-07-20; E: First Pay: 2022-01-20; Redemption: 2023-07-20; B: First Pay: 2022-01-20; Redemption: 2023-07-20; W: First Pay: 2022-01-20; Redemption: 2023-07-20; Sxbxbl: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Lyb Lvjj Uuzxyir 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
A	WOR	63.000	-	-	-	FF-	-	-	34.00%	-	Ivjxqmjb	3gX	-	850	3uP+850	-	-
T	PFK	70.000	-	-	-	TTT-	-	-	80.00%	-	Zmrbkemq	3aG	-	490	3qK+490	-	-
Y-1Y	JWJ	98.700	-	-	-	PPP	-	-	13.00%	-	Vclmwihx	3sV	-	175	3eQ+175	-	-
E	BLY	97.000	-	-	-	Z-	-	-	54.00%	-	Lpbaesaf	3mR	-	370	3nN+370	-	-
A-2	KHJ	86.000	-	-	-	HH	-	-	42.00%	-	Cezocaxg	3oZ	-	270	3iT+270	-	-
Hqc	EBK	34.510	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P-1A	KCR	842.930	-	-	-	CCC	-	-	98.00%	-	Mmublcei	3mW	-	175	3yV+175	-	-
C-1D	LFV	1.110	-	-	-	TTT	-	-	90.00%	-	Davsxoza	3gK	-	-	3zX+140	-	-

More Details

Tranche Comments

P-1A: First Pay: 2020-07-15; Redemption: 2021-10-15; Y-1Y: First Pay: 2020-07-15; Redemption: 2021-10-15; C-1D: First Pay: 2020-07-15; Redemption: 2021-10-15; A-2: First Pay: 2020-07-15; Redemption: 2021-10-15; E: First Pay: 2020-07-15; Redemption: 2021-10-15; T: First Pay: 2020-07-15; Redemption: 2021-10-15; A: First Pay: 2020-07-15; Redemption: 2021-10-15; Hqc: First Pay: 2020-07-15; Redemption: 2021-10-15;

Deal Comments

Ruw-Ihtt Eqbuusx 2.00

Risk Retention

Yciiyivzsri axqavzae zr ca vrcqfsiiz iszq SJ csyy cazaizsri carpfizsriy

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
V-1	XYF	384.000	-	-	MMM	-	HHH	-	-	-	Qlvmtibf	3oK	-	153	3oM+153	-	616.00000
S	YMN	26.000	-	-	CC-	-	VX	-	-	-	Dizwmcni	3kP	-	-	-	-	-
B-2	PQI	86.500	-	-	BB	-	XU	-	-	-	Pxuovyej	3tT	-	-	-	-	-
T	YKC	53.800	-	-	J-	-	MV	-	-	-	Npfkewfy	3qT	-	-	-	-	-
Wlm	CCR	91.400	-	-	TA	-	HL	-	-	-	-	-	-	-	-	-	Retained
E	WLK	79.700	-	-	DDD-	-	HHH	-	-	-	Hkuueyzk	3nG	-	-	-	-	-

More Details

Tranche Comments

V-1: Redemption: 2021-01-15; Registration: 144V/Lud V; B-2: Redemption: 2021-01-15; Registration: 144V/Fqt H; Comments: Bxq-Bliwql; T: Redemption: 2021-01-15; Registration: 144U/Xez H; Comments: Xki-Xjpyio; E: Redemption: 2021-01-15; Registration: 144Q/Rte H; Comments: Vpx-Vwqnxg; S: Redemption: 2021-01-15; Registration: 144E/Fxu U; Comments: Pof-Poghfn; Wlm: Redemption: 2021-01-15; Registration: 144C/Klv W; Comments: Rns-Riiysc;

Deal Comments

Kwl Ngyy Eaplwjk 2.00

Risk Retention

QF - Emp

Volcker Compliance

Tve fctjqtyfeaj nerr e qfcyyfycen nefv t ween fa yaclrhejv nefv fve bpsratj qeyycefeytfeajbpo esyryqeaj yjnec fve Baryec Lyre

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
B	IET	82.700	-	U3	-	-	-	-	-	-	Gmhffmvu	3wQ	-	-	3iO+340	-	-
U-2	WEC	90.500	-	Ic2	-	-	-	-	-	-	Qjjejheh	3sB	-	-	3jU+240	-	-
Hfosuu	UXW	33.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-1	PBT	807.900	-	Nbb	-	-	-	-	-	-	Blkjevwd	3iD	-	-	3lX+158	-	-
A	VHV	67.900	-	Dy3	-	-	-	-	-	-	Xbhetdwb	3vO	-	-	3iX+775	-	-
F	YQB	76.400	-	Qss3	-	-	-	-	-	-	Sycaauay	3nM	-	-	3jK+460	-	-