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
G	HMG	76.400	2.50	-	UU-	CC-	-	-	41.20%	-	Suefxdzs	3nJb	-	800	3dMc+787	-	23.40000
H-1	YXI	75.000	5.40	-	PPP	EEE	-	-	82.00%	-	Pyzjxllh	3oQn	-	147	3iJc+147	-	677.00000
E	FHR	20.000	7.90	-	SSS-	UUU-	-	-	22.00%	-	Xddhbwiw	3yHu	-	450	3nZv+450	-	126.00000
S	JVR	36.800	2.50	-	M	U	-	-	40.00%	-	Usyqtbcw	3zJv	-	270	3pQd+270	-	689.00000
V-2	LBL	75.000	8.50	-	OOO	KKK	-	-	31.00%	-	Adrqqzwp	3xLv	-	147	3oPc+147	-	481.00000
C	AZT	9.700	2.60	-	R-	F-	-	-	1.00%	-	Hfocxzvb	3rWx	-	1050	3vKs+927	-	41.00000
Lqv	HGC	88.000	-	-	GF	ZP	-	-	-	-	-	-	-	-	-	-	Retained
N	FPR	954.300	1.90	-	CCC	JJJ	-	-	22.00%	-	Fvyfablw	3rEv	-	147	3nVn+147	-	627.00000
D	XPC	41.200	7.60	-	NN	CC	-	-	19.00%	-	Evusbjwm	3jQh	-	220	3sMc+220	-	626.00000

Tranche Comments

N: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Y/Ade Q; H-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144M/Oxq N; V-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144H/Bfp V; D: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144T/Hka M; S: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144X/Dqq O; E: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144I/Qwh M; G: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144O/Jdc E; C: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144C/Klr J; Lqv: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144K/Adc W;

Deal Comments

Mmk-Xunn Xwpamfe 1.00

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	PKG	9.700	1.12	-	S-	-	-	-	1.70%	-	-	-	-	-	-	-	-
C	QTQ	25.910	2.93	-	Q	-	-	-	85.00%	-	Clfwphij	XIOY	-	415	EIXX+625	-	968.00000
Q	EMQ	76.520	2.33	-	TTT-	-	-	-	15.90%	-	Tyszkqhd	PTKC	-	625	ZVKJ+625	-	169.00000
Qfpbmh	ZCE	88.110	-	-	XO	-	-	-	-	-	-	-	-	-	-	-	Retained
G	FIZ	19.230	8.76	-	LL-	-	-	-	64.00%	-	Ddozcjyw	JNUI	-	-	TLJL+900	-	12.00000
M-1	MEA	580.000	8.68	-	ZZZ	-	-	-	21.00%	-	Ybyaaczb	AYBJ	-	215	ACDW+215	-	607.00000
S-2	IGR	79.430	9.84	-	UU	-	-	-	17.50%	-	Sxuyjmja	QOOE	-	320	JQYW+320	-	772.00000

Tranche Comments

M-1: Redemption: 2024-12-12; Registration: 144I/Oba T; S-2: Redemption: 2024-12-12; Registration: 144E/Eau N; C: Redemption: 2024-12-12; Registration: 144T/Osx S; Q: Redemption: 2024-12-12; Registration: 144H/Xbq N; G: Redemption: 2024-12-12; Registration: 144U/Izo M; Comments: Ovausabsk fb bk qbsm fb bvqibek uvvkqfbeq bvss; N: Redemption: 2024-12-12; Registration: 144V/Rje T; Comments: Rtobgvjom; Qfpbmh: Redemption: 2024-12-12; Registration: 144Y/Pqm K;

Deal Comments

Zos Xtgg Vtbzojx 1.00

Risk Retention

CR - Jnp

Reinvestment Period (YRS)

7.34

Reinvestment Period End Date

Apr 6, 2007

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	MJD	85.800	5.00	-	A	-	-	-	74.60%	-	Xvkmeryb	3dUVXP	-	430	3dKVSO+430	-	-
A-1	TIT	409.800	9.40	-	ZZZ	-	-	-	29.00%	-	Lrjebyzi	3jZJPN	-	245	3aECHO+245	-	-
Y-2	GVU	49.700	5.10	-	LL	-	-	-	37.70%	-	Emqbsedk	3lCAAT	-	325	3mVSIM+325	-	-
Aoumoo	TNR	40.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	KNS	73.000	7.10	-	NNN-	-	-	-	76.00%	-	Lzojokfa	3fLOEQ	-	640	3bIPUZ+640	-	-
D	JWT	48.500	3.00	-	CC-	-	-	-	89.00%	-	Rylaekbj	3nAUPL	-	900	3oGITD+862	-	-
H(2)	VAS	2.360	6.40	-	XXX	-	-	-	-	-	Axzbadto	3hPZJH	-	205	3rXQWE+205	-	-
W-1T	XZO	24.000	5.90	-	WWW	-	-	-	39.00%	-	Pcsltwdy	3nPAJR	-	245	3vVXCN+245	-	-

Tranche Comments

H(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144I/Gsp J; A-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Urn W; W-1T: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Dpu P; Y-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Vmg D; E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Xtx H; O: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144C/Qqy D; D: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Dhf Y; Aoumoo: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Xsj L;

Deal Comments

Zcj Qzjj Zsuecmb 2.00

Risk Retention

BI - Qlhn BD/WB - Qlh

Pricing Speed

20% TDG

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2009

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-N	JPY	34.000	2.20	-	I-	-	-	-	84.70%	-	Bkuarxrr	3fO	-	260	3jU+260	-	-
P-U	QQY	57.600	3.60	-	YYY-	-	-	-	72.00%	-	Wmjvdzeu	3cP	-	380	3yT+380	-	-
O-1-V	ANF	230.000	9.30	-	MMM	-	-	-	82.00%	-	Mkjomytt	3oA	-	150	3pU+150	-	-
Y-S	MKJ	80.600	4.50	-	ZZ-	-	-	-	38.50%	-	Zuwzmrwb	3jK	-	900	3zH+866	-	-
Tokrsv	YPZ	32.200	-	-	GY	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2-Z	WXS	27.100	6.20	-	CC	-	-	-	98.60%	-	Mucuemiz	3qG	-	190	3kX+190	-	-
X	WYK	1.000	2.00	-	AAA	-	-	-	-	-	Ahkchife	3dW	-	125	3gE+125	-	-

Tranche Comments

X: First Pay: 2022-01-20; Redemption: 2024-01-20; O-1-V: First Pay: 2022-01-20; Redemption: 2024-01-20; U-2-Z: First Pay: 2022-01-20; Redemption: 2024-01-20; J-N: First Pay: 2022-01-20; Redemption: 2024-01-20; P-U: First Pay: 2022-01-20; Redemption: 2024-01-20; Y-S: First Pay: 2022-01-20; Redemption: 2024-01-20; Tokrsv: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Yhqhp. Nuo Yjtt Ohalupw 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2017

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	FBX	77.000	3.90	-	OOO-	-	-	-	22.80%	-	Wkycvuup	3nW	-	390	3fN+390	-	-
Gmjllm	PPZ	36.130	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1-A	BUU	43.000	8.30	-	LLL	-	-	-	58.00%	-	Tyforilj	3fH	-	155	3vL+155	-	-
C-1	MRC	121.000	9.20	-	FFF	-	-	-	67.00%	-	Vqomxmhq	3hH	-	155	3xJ+155	-	-
H-1-U	HFW	1.000	4.40	-	YYY	-	-	-	31.00%	-	Khjsh	-	-	155	2.52%	-	-
Q-2	LUL	86.000	8.80	-	BB	-	-	-	84.60%	-	Xxzxkolq	3vH	-	190	3lB+190	-	-
O	MIN	12.000	8.80	-	CC-	-	-	-	82.40%	-	Duxfjlku	3nB	-	900	3wU+865	-	-
Z	KNR	9.000	5.50	-	III	-	-	-	-	-	Suocfiew	3zJ	-	125	3oH+125	-	-
J	RML	69.000	2.70	-	B	-	-	-	30.70%	-	Uhxkowuv	3mV	-	290	3xM+290	-	-

Tranche Comments

Z: First Pay: 2022-01-20; Redemption: 2023-07-20; C-1: First Pay: 2022-01-20; Redemption: 2023-07-20; H-1-A: First Pay: 2022-01-20; Redemption: 2023-07-20; H-1-U: First Pay: 2022-01-20; Redemption: 2023-07-20; Q-2: First Pay: 2022-01-20; Redemption: 2023-07-20; J: First Pay: 2022-01-20; Redemption: 2023-07-20; E: First Pay: 2022-01-20; Redemption: 2023-07-20; O: First Pay: 2022-01-20; Redemption: 2023-07-20; Gmjllm: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Fpf Wguu Rblopcn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 2015

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	AVK	82.000	-	-	-	UUU-	-	-	96.00%	-	Nyflueni	3nV	-	490	3kJ+490	-	-
X-2	LRX	94.000	-	-	-	ZZ	-	-	29.00%	-	Vjdsomzz	3qD	-	270	3fM+270	-	-
A	EIS	94.000	-	-	-	Z-	-	-	81.00%	-	Akfjubcg	3uM	-	370	3lG+370	-	-
S-1H	RVS	125.750	-	-	-	JJJ	-	-	51.00%	-	Csdupbjm	3gD	-	175	3jH+175	-	-
A-1W	TRB	6.460	-	-	-	XXX	-	-	43.00%	-	Wdkdjxib	3yP	-	-	3zW+140	-	-
C	LCL	91.000	-	-	-	VV-	-	-	95.00%	-	Evfmuwbt	3aO	-	850	3mO+850	-	-
Eei	EQV	53.770	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-1F	ZSK	56.800	-	-	-	GGG	-	-	98.00%	-	Glhqslyj	3cK	-	175	3lT+175	-	-

Tranche Comments

S-1H: First Pay: 2020-07-15; Redemption: 2021-10-15; F-1F: First Pay: 2020-07-15; Redemption: 2021-10-15; A-1W: First Pay: 2020-07-15; Redemption: 2021-10-15; X-2: First Pay: 2020-07-15; Redemption: 2021-10-15; A: First Pay: 2020-07-15; Redemption: 2021-10-15; D: First Pay: 2020-07-15; Redemption: 2021-10-15; C: First Pay: 2020-07-15; Redemption: 2021-10-15; Eei: First Pay: 2020-07-15; Redemption: 2021-10-15;

Deal Comments

Lwj-Hrcc Uuqrwev 2.00

Risk Retention

Lyqlkqjdmml sdzsjdsn dm ds jmpzamqld pmdl KE ymki ysdsldmml ysmkaqdmmlk

Reinvestment Period End Date

Dec 19, 2002

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	RPS	91.000	-	-	NN-	-	TK	-	-	-	Vqdzpzhj	3cE	-	-	-	-	-
V-2	JOB	92.700	-	-	VV	-	YK	-	-	-	Fffxyqwc	3bW	-	-	-	-	-
G	LIU	72.500	-	-	I-	-	SS	-	-	-	Chuvqwne	3aC	-	-	-	-	-
F	XSZ	20.400	-	-	MMM-	-	TTT	-	-	-	Khjovxbe	3pJ	-	-	-	-	-
Liv	EQI	78.900	-	-	VR	-	JM	-	-	-	-	-	-	-	-	-	Retained
L-1	AEJ	526.000	-	-	CCC	-	DDD	-	-	-	Gksjmewi	3nJ	-	153	3bK+153	-	161.00000

Tranche Comments

L-1: Redemption: 2021-01-15; Registration: 144J/Ufn F; V-2: Redemption: 2021-01-15; Registration: 144O/Hnc A; Comments: Iyi-Ihaqie; G: Redemption: 2021-01-15; Registration: 144N/Auh S; Comments: Pxe-Posjea; F: Redemption: 2021-01-15; Registration: 144K/Xkl F; Comments: Akg-Akrbgy; S: Redemption: 2021-01-15; Registration: 144V/Mot S; Comments: Fzk-Fbexkb; Liv: Redemption: 2021-01-15; Registration: 144G/Nkr K; Comments: Cat-Cnhate;

Deal Comments

Ybc Axtt Vegybco 2.00

Risk Retention

VN - Ixl

Volcker Compliance

Ian fhyjhcfnay snll en jfbcfbnd snfa h wnns fa cabplrnya snfa fan vuqlahy jncbnfndhfnayvut nyclbjnay bydn fan Oalcn Sbln

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2017

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Klgrtz	QYW	83.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-2	VIC	19.600	-	Cm2	-	-	-	-	-	-	Uqrwwyks	3lX	-	-	3mS+240	-	-
M	GOF	25.600	-	Oaa3	-	-	-	-	-	-	Fydupwls	3mC	-	-	3oN+460	-	-
N	PKF	31.600	-	Lz3	-	-	-	-	-	-	Rlruyxjg	3sN	-	-	3gJ+775	-	-
O-1	JPY	707.100	-	Hhh	-	-	-	-	-	-	Mlpzzaxi	3nU	-	-	3jM+158	-	-
W	JLI	44.100	-	D3	-	-	-	-	-	-	Npeockij	3lW	-	-	3cA+340	-	-