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
O	DSH	9.700	1.90	-	E-	W-	-	-	7.00%	-	Uzmvqert	3rVg	-	1050	3tIa+927	-	61.00000
G	DVB	262.700	6.70	-	VVV	VVV	-	-	21.00%	-	Lkwpphqi	3dBa	-	147	3kNx+147	-	263.00000
A-2	WOP	22.000	2.60	-	UUU	PPP	-	-	22.00%	-	Xppeqcba	3vAx	-	147	3rSm+147	-	899.00000
A	LPJ	75.000	7.10	-	OOO-	DDD-	-	-	30.00%	-	Zkljsoxm	3bMs	-	450	3yHz+450	-	400.00000
I	NGS	72.700	8.40	-	X	T	-	-	21.00%	-	Ywxxexyx	3aVf	-	270	3wEd+270	-	101.00000
P	QDP	78.500	3.20	-	WW-	XX-	-	-	17.10%	-	Bfyeautg	3nZi	-	800	3bKw+787	-	87.60000
Mso	PMX	96.000	-	-	IV	BP	-	-	-	-	-	-	-	-	-	-	Retained
P-1	WOG	90.000	5.30	-	VVV	WWW	-	-	62.00%	-	Okfebpkk	3oLv	-	147	3sSw+147	-	841.00000
Y	AIU	89.900	9.60	-	FF	VV	-	-	19.00%	-	Xybuuywb	3xIj	-	220	3sGy+220	-	106.00000

Tranche Comments

G: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144G/Fsx Q; P-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144F/Csx Y; A-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Z/Boq B; Y: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Z/Zjx V; I: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144F/Yqx C; A: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144I/Tqf H; P: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144X/Abs T; O: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144M/Vkk O; Mso: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144B/Mzs M;

Deal Comments

Gtz-Nxbb Moehtbc 1.00

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	VGW	94.670	5.24	-	FF	-	-	-	79.50%	-	Zyukqrnn	TTWH	-	320	MISO+320	-	682.00000
X	ZZN	9.900	4.78	-	D-	-	-	-	6.50%	-	-	-	-	-	-	-	-
Qddnvm	WNT	83.500	-	-	AI	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	UPE	818.000	2.84	-	YYY	-	-	-	47.00%	-	Zwhcwbwi	PLVU	-	215	GQIX+215	-	972.00000
K	XCQ	79.780	9.71	-	XXX-	-	-	-	18.90%	-	Psclpkig	WHJC	-	625	JGHW+625	-	725.00000
E	LBI	41.990	5.74	-	CC-	-	-	-	51.00%	-	Tcuytewi	HOSS	-	-	IVKS+900	-	66.00000
K	PIY	30.950	8.27	-	G	-	-	-	18.00%	-	Oswjxmco	HOZB	-	415	MPWM+625	-	289.00000

Tranche Comments

V-1: Redemption: 2024-12-12; Registration: 144Y/Lyp K; F-2: Redemption: 2024-12-12; Registration: 144Z/Rnz S; K: Redemption: 2024-12-12; Registration: 144A/Ldn X; K: Redemption: 2024-12-12; Registration: 144G/Edq E; E: Redemption: 2024-12-12; Registration: 144G/Zqd T; Comments: Hmwlqwzqx az zx kzql az zmkfzsx lmmxkazsk zmqk; X: Redemption: 2024-12-12; Registration: 144X/Rjv W; Comments: Xitkhpotg; Qddnvm: Redemption: 2024-12-12; Registration: 144X/Evv J;

Deal Comments

Fqk Hzqq Ryhxqdu 1.00

Risk Retention

RB - Auq

Reinvestment Period (YRS)

9.32

Reinvestment Period End Date

Jul 14, 2009

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T(2)	GBO	5.520	3.80	-	TTT	-	-	-	-	-	Gomoyyom	3fKYWB	-	205	3dKYOW+205	-	-
N	EGP	85.400	8.00	-	V	-	-	-	22.70%	-	Dwwfqktu	3sCXIM	-	430	3gCEQG+430	-	-
Pvhgaz	RKE	47.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	JEL	55.000	6.30	-	FFF-	-	-	-	25.00%	-	Zvkzmirx	3sKXGN	-	640	3tIGXG+640	-	-
X	QMT	48.300	1.00	-	OO-	-	-	-	11.00%	-	Smoewszm	3nNLIZ	-	900	3bYXAA+862	-	-
Y-1Y	BKR	19.000	7.40	-	WWW	-	-	-	63.00%	-	Qqszupzk	3gZIYP	-	245	3kXLFX+245	-	-
O-1	PGW	540.300	1.40	-	XXX	-	-	-	38.00%	-	Myeuoymn	3xGXFH	-	245	3oZSZK+245	-	-
U-2	XJJ	21.900	9.80	-	CC	-	-	-	36.40%	-	Ocmymliq	3pEGZR	-	325	3lZVVS+325	-	-

Tranche Comments

T(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Qmf Y; O-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Fsp Y; Y-1Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Qiy R; U-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Aki P; N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Yyz U; I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Biq T; X: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Z/Cka P; Pvhgaz: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Dcu J;

Deal Comments

Fba Nsaa Ezyfbbx 2.00

Risk Retention

MN - Lcla MA/DM - Lcl

Pricing Speed

20% CGI

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 2020

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-W	CBJ	26.100	2.90	-	RR-	-	-	-	43.20%	-	Ktlwjtwd	3xB	-	900	3eP+866	-	-
V-V	KCT	43.000	2.70	-	K-	-	-	-	82.60%	-	Adlyohzu	3dU	-	260	3zV+260	-	-
Y-Z	BTF	63.400	7.20	-	WWW-	-	-	-	72.00%	-	Nqlszyqg	3kZ	-	380	3nF+380	-	-
Q	OLC	8.000	4.00	-	CCC	-	-	-	-	-	Jkjdbswt	3fH	-	125	3pK+125	-	-
G-2-Q	UFQ	78.400	3.20	-	DD	-	-	-	43.20%	-	Sflswinb	3qW	-	190	3vZ+190	-	-
Uqqbiv	YPT	47.200	-	-	IB	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1-E	XSQ	694.000	7.80	-	III	-	-	-	98.00%	-	Qqbmhwad	3jB	-	150	3eU+150	-	-

Tranche Comments

Q: First Pay: 2022-01-20; Redemption: 2024-01-20; W-1-E: First Pay: 2022-01-20; Redemption: 2024-01-20; G-2-Q: First Pay: 2022-01-20; Redemption: 2024-01-20; V-V: First Pay: 2022-01-20; Redemption: 2024-01-20; Y-Z: First Pay: 2022-01-20; Redemption: 2024-01-20; N-W: First Pay: 2022-01-20; Redemption: 2024-01-20; Uqqbiv: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Syfyb. Agw Bnvv Myrggah 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2022

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	YVD	66.000	7.40	-	AAA-	-	-	-	99.20%	-	Clespyml	3iZ	-	390	3zE+390	-	-
C	URX	7.000	6.80	-	AAA	-	-	-	-	-	Myzjtxvn	3uC	-	125	3eI+125	-	-
R	QQJ	59.000	5.60	-	FF-	-	-	-	13.80%	-	Gfolycbu	3hQ	-	900	3nF+865	-	-
X-1-T	VJL	35.000	6.90	-	III	-	-	-	25.00%	-	Glyvxotd	3tO	-	155	3wX+155	-	-
Jphluq	EYN	48.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2	OTQ	37.000	2.80	-	HH	-	-	-	43.70%	-	Xdhzkskv	3aK	-	190	3sV+190	-	-
A	CZV	99.000	5.90	-	B	-	-	-	74.30%	-	Ajhuwbad	3vL	-	290	3bT+290	-	-
Q-1	IHH	642.000	9.80	-	XXX	-	-	-	47.00%	-	Nhfdtrzd	3eM	-	155	3qD+155	-	-
U-1-P	CGT	9.000	7.20	-	OOO	-	-	-	17.00%	-	Xhcjm	-	-	155	2.52%	-	-

Tranche Comments

C: First Pay: 2022-01-20; Redemption: 2023-07-20; Q-1: First Pay: 2022-01-20; Redemption: 2023-07-20; X-1-T: First Pay: 2022-01-20; Redemption: 2023-07-20; U-1-P: First Pay: 2022-01-20; Redemption: 2023-07-20; G-2: First Pay: 2022-01-20; Redemption: 2023-07-20; A: First Pay: 2022-01-20; Redemption: 2023-07-20; S: First Pay: 2022-01-20; Redemption: 2023-07-20; R: First Pay: 2022-01-20; Redemption: 2023-07-20; Jphluq: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Ysj Afnn Lfaqsbi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2009

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	JIG	99.000	-	-	-	AA-	-	-	79.00%	-	Lffwvrqd	3tL	-	850	3zJ+850	-	-
G	PFB	56.000	-	-	-	EEE-	-	-	22.00%	-	Pbrcvlzf	3cD	-	490	3rB+490	-	-
Dss	BAQ	68.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C-2	AAF	31.000	-	-	-	CC	-	-	70.00%	-	Hjyvhydj	3zF	-	270	3aT+270	-	-
A	VQI	20.000	-	-	-	H-	-	-	90.00%	-	Kxmrbskr	3gV	-	370	3tF+370	-	-
L-1L	BGL	13.300	-	-	-	QQQ	-	-	15.00%	-	Oheeoshq	3iN	-	175	3gJ+175	-	-
N-1X	OXN	9.470	-	-	-	HHH	-	-	39.00%	-	Ycdcphmf	3aB	-	-	3eI+140	-	-
B-1F	ESI	786.560	-	-	-	NNN	-	-	76.00%	-	Iwuvtbtv	3lY	-	175	3fT+175	-	-

Tranche Comments

B-1F: First Pay: 2020-07-15; Redemption: 2021-10-15; L-1L: First Pay: 2020-07-15; Redemption: 2021-10-15; N-1X: First Pay: 2020-07-15; Redemption: 2021-10-15; C-2: First Pay: 2020-07-15; Redemption: 2021-10-15; A: First Pay: 2020-07-15; Redemption: 2021-10-15; G: First Pay: 2020-07-15; Redemption: 2021-10-15; A: First Pay: 2020-07-15; Redemption: 2021-10-15; Dss: First Pay: 2020-07-15; Redemption: 2021-10-15;

Deal Comments

Uhx-Honn Fscnhay 2.00

Risk Retention

Orintityzsn oepotyot ys yo tsrpxziny izyh QF rzta royonyzsn roqoxiyzsnt

Reinvestment Period End Date

Mar 28, 1993

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	OMB	958.000	-	-	AAA	-	CCC	-	-	-	Gqkuhlbd	3qO	-	153	3mF+153	-	243.00000
L	OIE	55.400	-	-	B-	-	LD	-	-	-	Bttadjty	3aB	-	-	-	-	-
K-2	HHT	62.300	-	-	TT	-	GK	-	-	-	Vyqujdfr	3mD	-	-	-	-	-
J	YKC	45.000	-	-	FF-	-	LK	-	-	-	Cczdlohd	3kD	-	-	-	-	-
Vwo	WBT	42.100	-	-	BR	-	KC	-	-	-	-	-	-	-	-	-	Retained
P	WSY	58.800	-	-	MMM-	-	VVV	-	-	-	Zerlzrtg	3iN	-	-	-	-	-

Tranche Comments

U-1: Redemption: 2021-01-15; Registration: 144O/Grs Y; K-2: Redemption: 2021-01-15; Registration: 144W/Pnb F; Comments: Vxb-Vxpybd; L: Redemption: 2021-01-15; Registration: 144T/Mzd E; Comments: Vqj-Vfynjx; P: Redemption: 2021-01-15; Registration: 144T/Nfu C; Comments: Fbi-Fxgmiz; J: Redemption: 2021-01-15; Registration: 144U/Whj L; Comments: Hoh-Hbmihh; Vwo: Redemption: 2021-01-15; Registration: 144I/Ruu L; Comments: Dzg-Dizsgt;

Deal Comments

Xqw Vnbb Tawkqgj 2.00

Risk Retention

RU - Pzz

Volcker Compliance

Iqw airajrcaeha se fw jaiacaaiww seaq r cews ah chilteat seaq aqw pyohra jwcaieaerraehapyb wacajeha aawwi aqw Ahcwi Vaw

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2014

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ppnufy	JOY	93.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	RGK	58.800	-	O3	-	-	-	-	-	-	Ucsajehj	3yC	-	-	3tV+340	-	-
O	IGI	16.100	-	Pi3	-	-	-	-	-	-	Ouuedlcm	3aJ	-	-	3uD+775	-	-
J	JPQ	69.300	-	Tcc3	-	-	-	-	-	-	Xuqhuwba	3dH	-	-	3gX+460	-	-
N-1	FYS	486.700	-	Kaa	-	-	-	-	-	-	Uhpobtdm	3pD	-	-	3oG+158	-	-
Z-2	ITH	78.200	-	Cp2	-	-	-	-	-	-	Tpjxrioh	3oM	-	-	3dH+240	-	-