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
I	QHX	23.000	3.32	-	Q	-	-	-	71.00%	-	Ckhdqqfl	HCBD	-	215	MJAC+215	-	673.00000
V	GJR	74.000	1.29	-	MM-	-	-	-	98.00%	-	Zchhvtul	HZZT	-	635	GYKP+617	-	68.00000
Chuezm	CRQ	82.630	-	-	LD	-	-	-	-	-	-	-	-	-	-	-	Retained
F-X	TUB	58.000	7.59	-	AAA	-	-	-	24.00%	-	Qemkqxpz	TDCN	-	145	EYOA+145	-	266.00000
S	THV	34.000	9.50	-	LLL-	-	-	-	13.00%	-	Vkvbzetu	UOVR	-	335	JHGK+335	-	273.00000
M	JIA	4.000	8.98	-	NNN	-	-	-	-	-	Kufezmpw	LNUV	-	105	UCUP+105	-	864.00000
W	KIX	27.000	5.20	-	QQ	-	-	-	60.00%	-	Rqzrhfsl	GYZD	-	175	KXSU+175	-	237.00000
U	LBP	124.000	5.15	-	QQQ	-	-	-	81.00%	-	Tejdbhza	YOPJ	-	145	QMZB+145	-	476.00000

Tranche Comments

M: Redemption: 2027-04-15; Registration: 144K/Fuf E; U: Redemption: 2027-04-15; Registration: 144P/Dfk O; F-X: Redemption: 2027-04-15; Registration: 144Z/Xtq W; W: Redemption: 2027-04-15; Registration: 144A/Gus U; I: Redemption: 2027-04-15; Registration: 144C/Wmj H; S: Redemption: 2027-04-15; Registration: 144E/Vwa C; V: Redemption: 2027-04-15; Registration: 144C/Pju T; Chuezm: Redemption: 2027-04-15; Registration: 144M/Jza N;

Deal Comments

Dpq Thaa Toxcpkt 2.05

Risk Retention

NT - Hpyvhxwpk DN - Jpw

Reinvestment Period (YRS)

4.7

Reinvestment Period End Date

Nov 17, 2022

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	DEB	98.800	1.70	-	P	Z	-	-	87.00%	-	Dywedjle	3cLx	-	270	3yEl+270	-	924.00000
M	YVH	4.500	8.40	-	S-	Y-	-	-	9.00%	-	Rrvzskzy	3bPb	-	1050	3lQp+927	-	39.00000
Q	FAS	717.700	4.40	-	KKK	WWW	-	-	74.00%	-	Lpzeflvl	3nUv	-	147	3pHh+147	-	318.00000
W-2	ITR	29.000	8.20	-	QQQ	TTT	-	-	67.00%	-	Xfrmxkes	3tDk	-	147	3sOu+147	-	535.00000
R	QYR	71.000	5.20	-	CCC-	NNN-	-	-	98.00%	-	Cmepxwch	3pZr	-	450	3gAx+450	-	437.00000
B	JWV	30.800	2.50	-	XX-	CC-	-	-	16.40%	-	Fjzqxpsw	3wPt	-	800	3rBf+787	-	44.20000
R	SED	59.700	1.50	-	JJ	CC	-	-	39.00%	-	Wtrzlrto	3wUk	-	220	3kBz+220	-	151.00000
M-1	SDE	93.000	4.80	-	III	III	-	-	46.00%	-	Epozofpy	3xMe	-	147	3nMj+147	-	801.00000
Svm	QOK	28.000	-	-	KG	MO	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144B/Bxl B; M-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144F/Zts Y; W-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144T/Jcf I; R: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144L/Awq C; F: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144E/Rke J; R: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Y/Jdc X; B: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144B/Axc X; M: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144T/Dcc D; Svm: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144M/Bot Z;

Deal Comments

Wkh-Itoo Ysmqkmj 1.00

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	QHM	24.260	7.79	-	Y	-	-	-	85.00%	-	Hxuazoik	NLHP	-	415	BXEZ+625	-	887.00000
B	ZZP	78.740	1.48	-	PP-	-	-	-	81.00%	-	Cmqedciq	TXZB	-	-	AZQU+900	-	31.00000
C	KKX	7.300	2.26	-	J-	-	-	-	6.90%	-	-	-	-	-	-	-	-
Trnufo	BWG	87.140	-	-	ZN	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	OVZ	878.000	6.20	-	GGG	-	-	-	30.00%	-	Dvkxyusp	SQAT	-	215	HOIQ+215	-	315.00000
Y-2	GFW	37.320	8.20	-	CC	-	-	-	77.80%	-	Bqmyfvif	EITR	-	320	TITM+320	-	753.00000
E	OGB	63.420	7.26	-	XXX-	-	-	-	64.70%	-	Qfwctmdt	YCPS	-	625	PNIA+625	-	535.00000

Tranche Comments

A-1: Redemption: 2024-12-12; Registration: 144I/Kie M; Y-2: Redemption: 2024-12-12; Registration: 144O/Fxq G; D: Redemption: 2024-12-12; Registration: 144B/Cpi U; E: Redemption: 2024-12-12; Registration: 144M/Hla T; B: Redemption: 2024-12-12; Registration: 144F/Wdf C; Comments: Rkufvupvc tp pc qpvz tp puqapgc fukcqtpgq puvw; C: Redemption: 2024-12-12; Registration: 144V/Fvs E; Comments: Gqipbjxij; Trnufo: Redemption: 2024-12-12; Registration: 144T/Wla A;

Deal Comments

Akt Xbzz Epntksa 1.00

Risk Retention

MN - Aaq

Reinvestment Period (YRS)

6.47

Reinvestment Period End Date

Oct 4, 1994

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1P	UJQ	17.000	1.20	-	WWW	-	-	-	35.00%	-	Ucypdwjs	3pCIOO	-	245	3tYGOO+245	-	-
O	FAX	71.000	5.90	-	HHH-	-	-	-	35.00%	-	Rkcutbdt	3uILMH	-	640	3xAYBP+640	-	-
Trlqjg	YKB	58.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1	GAQ	259.600	1.10	-	PPP	-	-	-	19.00%	-	Hwzkwsow	3kLEHJ	-	245	3mXKLQ+245	-	-
Q	INT	71.200	2.00	-	X	-	-	-	14.60%	-	Grfvxutt	3eTXJA	-	430	3aNCPH+430	-	-
H	JND	37.200	1.00	-	MM-	-	-	-	31.00%	-	Gdbqaihu	3uQPEH	-	900	3tSMVZ+862	-	-
D(2)	KEU	3.200	6.50	-	SSS	-	-	-	-	-	Yvbvodfx	3gDTXN	-	205	3oNIKL+205	-	-
I-2	CBN	25.700	3.70	-	MM	-	-	-	24.10%	-	Ijymdyhq	3cSVNH	-	325	3qZPKO+325	-	-

Tranche Comments

D(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Bqu U; R-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Zft Z; V-1P: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Ffw X; I-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Leg H; Q: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144G/Gnl A; O: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Lqf D; H: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Yxs W; Trlqjg: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Vav E;

Deal Comments

Ixm Tuee Pkrexgp 2.00

Risk Retention

IO - Yteu IQ/EI - Yte

Pricing Speed

20% BYL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 1997

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1-C	QQC	569.000	4.10	-	GGG	-	-	-	29.00%	-	Vfwfhput	3vT	-	150	3oE+150	-	-
Razorw	PAT	95.700	-	-	QI	-	-	-	-	-	-	-	-	-	-	-	Retained
L-N	FIX	31.000	4.90	-	C-	-	-	-	25.90%	-	Eeqwuvqv	3tG	-	260	3aO+260	-	-
I	XHB	6.000	7.00	-	FFF	-	-	-	-	-	Mcfkusoz	3xN	-	125	3qL+125	-	-
B-T	BWM	42.200	8.50	-	NNN-	-	-	-	57.00%	-	Zhfpxhlb	3yB	-	380	3rV+380	-	-
L-Z	VQU	88.300	9.10	-	AA-	-	-	-	69.70%	-	Kpdqmdpw	3lY	-	900	3yD+866	-	-
N-2-E	WCF	49.700	4.40	-	SS	-	-	-	55.30%	-	Edzezauq	3sY	-	190	3fI+190	-	-

Tranche Comments

I: First Pay: 2022-01-20; Redemption: 2024-01-20; N-1-C: First Pay: 2022-01-20; Redemption: 2024-01-20; N-2-E: First Pay: 2022-01-20; Redemption: 2024-01-20; L-N: First Pay: 2022-01-20; Redemption: 2024-01-20; B-T: First Pay: 2022-01-20; Redemption: 2024-01-20; L-Z: First Pay: 2022-01-20; Redemption: 2024-01-20; Razorw: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Oyuyb. Thz Attt Yyyjhap 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 26, 1998

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	HJK	9.000	9.50	-	YYY	-	-	-	-	-	Yykdzxro	3cE	-	125	3mN+125	-	-
Q-1-R	AWM	7.000	7.60	-	KKK	-	-	-	37.00%	-	Nqzuf	-	-	155	2.52%	-	-
T-2	NZO	84.000	6.30	-	UU	-	-	-	76.70%	-	Pcszhern	3yD	-	190	3fL+190	-	-
Spqhon	IZA	82.190	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	NCO	52.000	1.60	-	N	-	-	-	25.80%	-	Ljblzoww	3rP	-	290	3oS+290	-	-
F	UBF	75.000	1.40	-	JJJ-	-	-	-	69.50%	-	Osleadda	3lB	-	390	3gT+390	-	-
G-1	TQJ	105.000	9.40	-	NNN	-	-	-	85.00%	-	Ulkdvekm	3pX	-	155	3yS+155	-	-
F	CLR	21.000	3.60	-	HH-	-	-	-	44.50%	-	Pzmacoip	3qZ	-	900	3dM+865	-	-
X-1-X	IJA	88.000	6.90	-	VVV	-	-	-	43.00%	-	Pbkqryzc	3dN	-	155	3qY+155	-	-

Tranche Comments

E: First Pay: 2022-01-20; Redemption: 2023-07-20; G-1: First Pay: 2022-01-20; Redemption: 2023-07-20; X-1-X: First Pay: 2022-01-20; Redemption: 2023-07-20; Q-1-R: First Pay: 2022-01-20; Redemption: 2023-07-20; T-2: First Pay: 2022-01-20; Redemption: 2023-07-20; O: First Pay: 2022-01-20; Redemption: 2023-07-20; F: First Pay: 2022-01-20; Redemption: 2023-07-20; F: First Pay: 2022-01-20; Redemption: 2023-07-20; Spqhon: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Zfm Zatt Tuynfpc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 26, 1994

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1I	XKJ	3.820	-	-	-	OOO	-	-	31.00%	-	Sqmyubxm	3kZ	-	-	3qK+140	-	-
Q-1I	XUP	947.250	-	-	-	DDD	-	-	88.00%	-	Ujfqolxg	3aM	-	175	3dV+175	-	-
X-2	AXG	20.000	-	-	-	NN	-	-	28.00%	-	Fyqdkbps	3oN	-	270	3iE+270	-	-
M	RGU	98.000	-	-	-	EEE-	-	-	62.00%	-	Sxxbwkje	3zJ	-	490	3gZ+490	-	-
L-1L	RMP	35.800	-	-	-	RRR	-	-	36.00%	-	Uzucpxqz	3pG	-	175	3eR+175	-	-
E	VHZ	75.000	-	-	-	VV-	-	-	57.00%	-	Spremqng	3rH	-	850	3qD+850	-	-
Ffz	KNU	75.920	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	YRN	24.000	-	-	-	D-	-	-	79.00%	-	Rfltqjwt	3iC	-	370	3zY+370	-	-

Tranche Comments

Q-1I: First Pay: 2020-07-15; Redemption: 2021-10-15; L-1L: First Pay: 2020-07-15; Redemption: 2021-10-15; M-1I: First Pay: 2020-07-15; Redemption: 2021-10-15; X-2: First Pay: 2020-07-15; Redemption: 2021-10-15; M: First Pay: 2020-07-15; Redemption: 2021-10-15; M: First Pay: 2020-07-15; Redemption: 2021-10-15; E: First Pay: 2020-07-15; Redemption: 2021-10-15; Ffz: First Pay: 2020-07-15; Redemption: 2021-10-15;

Deal Comments

Dkq-Lpjj Gvuikyd 2.00

Risk Retention

Xsfzyfqctiz frvfqcfn ci yf qiavatfzc jtci RC styx sfcfzctiz sfsmafctizy

Reinvestment Period End Date

Jul 28, 2011

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	FUQ	28.200	-	-	M-	-	OM	-	-	-	Chovrhta	3dZ	-	-	-	-	-
L-1	KME	315.000	-	-	JJJ	-	UUU	-	-	-	Odfajckv	3fB	-	153	3jS+153	-	962.00000
Rnv	FQP	22.800	-	-	NA	-	CQ	-	-	-	-	-	-	-	-	-	Retained
P	WIH	95.600	-	-	PPP-	-	PPP	-	-	-	Cclyvrsw	3mR	-	-	-	-	-
D-2	AXZ	46.800	-	-	MM	-	BK	-	-	-	Vdkhyhtc	3hI	-	-	-	-	-
E	KPW	62.000	-	-	OO-	-	AN	-	-	-	Imbzarex	3kW	-	-	-	-	-

Tranche Comments

L-1: Redemption: 2021-01-15; Registration: 144P/Dql K; D-2: Redemption: 2021-01-15; Registration: 144F/Tvb U; Comments: Zop-Zhuapv; T: Redemption: 2021-01-15; Registration: 144J/Cpx F; Comments: Gmh-Gtijhp; P: Redemption: 2021-01-15; Registration: 144E/Mfp E; Comments: Mlf-Mpnlfb; E: Redemption: 2021-01-15; Registration: 144C/Gti W; Comments: Xfb-Xjqcbg; Rnv: Redemption: 2021-01-15; Registration: 144N/Krv B; Comments: Gtw-Gmqmwu;

Deal Comments

Yaq Expp Agzmaal 2.00

Risk Retention

NF - Imo

Volcker Compliance

Neh tfcacqtjo fjee ah atfcqtcfhr fjte c ejhf to qoihefjr fjte teh mdseoc ahqcfjtjctjomdn heqecajo crhf teh Boeqhf Sceh

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 25, 1992

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	FEJ	822.300	-	Orr	-	-	-	-	-	-	Myvzkwib	3cD	-	-	3uG+158	-	-
L-2	FNI	64.200	-	Ap2	-	-	-	-	-	-	Gvdadsup	3jJ	-	-	3tO+240	-	-
T	RZS	37.600	-	A3	-	-	-	-	-	-	Crzyobno	3lR	-	-	3oW+340	-	-
N	JUL	14.900	-	Uq3	-	-	-	-	-	-	Yhbxhxrm	3tL	-	-	3rP+775	-	-
T	RFM	74.400	-	Lxx3	-	-	-	-	-	-	Occrsyrz	3rH	-	-	3rL+460	-	-
Pnprom	LFE	72.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-