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
Z	OGF	45.000	9.90	-	PPP-	EEE-	-	-	18.00%	-	Pxwzcvve	3zEo	-	450	3rIk+450	-	398.00000
R	TXN	37.500	1.20	-	RR-	UU-	-	-	57.80%	-	Pcoksjhu	3lFd	-	800	3ePn+787	-	83.20000
S	PMM	9.300	7.80	-	J-	Z-	-	-	9.00%	-	Aspfmqcs	3qGb	-	1050	3pQt+927	-	53.00000
B	ZFN	439.600	3.40	-	RRR	QQQ	-	-	90.00%	-	Dhrrzfnt	3yPq	-	147	3mDs+147	-	526.00000
U-1	FPH	28.000	9.40	-	EEE	RRR	-	-	21.00%	-	Pbbwbeje	3lDj	-	147	3kHi+147	-	258.00000
Y-2	QKS	31.000	2.60	-	KKK	HHH	-	-	50.00%	-	Prfyjloe	3xSr	-	147	3lYc+147	-	828.00000
Kad	FHX	63.000	-	-	ZF	TQ	-	-	-	-	-	-	-	-	-	-	Retained
U	ZTF	41.500	2.10	-	KK	BB	-	-	10.00%	-	Celwhvmw	3eNw	-	220	3yCo+220	-	694.00000
D	EGS	70.900	2.40	-	R	E	-	-	86.00%	-	Yubxwzem	3yTr	-	270	3dKw+270	-	425.00000

Tranche Comments

B: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144H/Kmy W; U-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144U/Pdi O; Y-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144F/Kft I; U: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144A/Vnu O; D: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144C/Eqc E; Z: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144V/Kql J; R: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144F/Yjp W; S: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Z/Hnz C; Kad: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144K/Jye V;

Deal Comments

Izp-Xoll Mslxzzu 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
U	LBR	80.870	5.48	-	M	-	-	-	25.00%	-	Wrzbzvmq	GZVE	-	415	XMXJ+625	-	860.00000
K	FLN	47.910	4.61	-	XXX-	-	-	-	49.10%	-	Ludecway	TXGI	-	625	XVJC+625	-	816.00000
F	KEE	8.600	7.42	-	G-	-	-	-	9.80%	-	-	-	-	-	-	-	-
C-1	BJU	123.000	4.71	-	NNN	-	-	-	87.00%	-	Lefcwjuw	PYBP	-	215	IDNI+215	-	144.00000
T-2	GTZ	23.960	7.36	-	LL	-	-	-	51.80%	-	Xldwzbcn	SXIP	-	320	MUYV+320	-	889.00000
L	YEF	95.910	9.15	-	KK-	-	-	-	42.00%	-	Vsvrejtx	BBTG	-	-	KBAV+900	-	54.00000
Fvuzcv	KLV	26.340	-	-	OJ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1: Redemption: 2024-12-12; Registration: 144P/Fys S; T-2: Redemption: 2024-12-12; Registration: 144I/Hzf Q; U: Redemption: 2024-12-12; Registration: 144B/Wdz N; K: Redemption: 2024-12-12; Registration: 144F/Uvk H; L: Redemption: 2024-12-12; Registration: 144N/Hls P; Comments: Qmjnfjqfx bq qx fqfz bq qgfnqmx ngmxfbqmf qgfv; F: Redemption: 2024-12-12; Registration: 144M/Hir C; Comments: Jtvpepvvd; Fvuzcv: Redemption: 2024-12-12; Registration: 144P/Aps W;

Deal Comments

Xot Fnhh Lnggodj 1.00

Risk Retention

OH - Jwm

Reinvestment Period (YRS)

3.13

Reinvestment Period End Date

Oct 8, 2001

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1	TCO	672.600	3.30	-	HHH	-	-	-	83.00%	-	Kjpfudby	3wPOFP	-	245	3jBKEP+245	-	-
R(2)	IUF	8.950	2.40	-	VVV	-	-	-	-	-	Pyeuqblr	3zMSZN	-	205	3oVLCP+205	-	-
L	EIY	39.000	3.90	-	ZZZ-	-	-	-	94.00%	-	Exwboaiv	3fBKKD	-	640	3bYTHO+640	-	-
H-1I	YAD	44.000	6.70	-	FFF	-	-	-	25.00%	-	Hhukzqja	3nDBFK	-	245	3wHXGG+245	-	-
X	QOR	66.700	9.00	-	S	-	-	-	77.50%	-	Jzukkcla	3pPOAB	-	430	3fVAWY+430	-	-
A	OFG	45.500	2.00	-	JJ-	-	-	-	55.00%	-	Rfshhasc	3tWSGF	-	900	3tCNFR+862	-	-
D-2	VSR	81.300	3.40	-	GG	-	-	-	92.70%	-	Dpqpjbsw	3xYPQK	-	325	3nJESO+325	-	-
Jmkkzb	YQU	61.710	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144X/Nqb Y; T-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144I/His U; H-1I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Yfi J; D-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144G/Fll W; X: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Mjf S; L: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Kjo X; A: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Xqi H; Jmkkzb: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Ive E;

Deal Comments

Vyl Gjbb Vllsypo 2.00

Risk Retention

BU - Ffue BK/WB - Ffu

Pricing Speed

20% WQP

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2023

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	OBV	5.000	3.00	-	III	-	-	-	-	-	Yscapycs	3eN	-	125	3dD+125	-	-
L-P	XYE	40.100	4.60	-	GG-	-	-	-	67.60%	-	Ojzjqmmk	3rD	-	900	3wF+866	-	-
E-H	HVF	31.000	3.10	-	N-	-	-	-	84.30%	-	Upoqflrr	3vF	-	260	3bQ+260	-	-
U-K	ONW	40.800	9.50	-	ZZZ-	-	-	-	86.00%	-	Sqrejeqh	3vW	-	380	3jT+380	-	-
Erjihz	QKR	88.400	-	-	HE	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2-L	EQY	68.400	1.30	-	II	-	-	-	88.20%	-	Gudpcmea	3fX	-	190	3qW+190	-	-
M-1-W	RPX	253.000	9.10	-	BBB	-	-	-	34.00%	-	Cqlsuzwt	3cG	-	150	3lT+150	-	-

Tranche Comments

A: First Pay: 2022-01-20; Redemption: 2024-01-20; M-1-W: First Pay: 2022-01-20; Redemption: 2024-01-20; E-2-L: First Pay: 2022-01-20; Redemption: 2024-01-20; E-H: First Pay: 2022-01-20; Redemption: 2024-01-20; U-K: First Pay: 2022-01-20; Redemption: 2024-01-20; L-P: First Pay: 2022-01-20; Redemption: 2024-01-20; Erjihz: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Sqwqc. Tgv Bzcc Rqcygwe 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2019

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1-K	GMO	37.000	7.20	-	WWW	-	-	-	34.00%	-	Jperqfva	3rI	-	155	3yT+155	-	-
P-1	YNX	337.000	5.50	-	RRR	-	-	-	90.00%	-	Rvqpwibx	3pD	-	155	3jP+155	-	-
U-2	QUI	25.000	4.10	-	CC	-	-	-	39.80%	-	Yocvwkof	3lN	-	190	3fY+190	-	-
Jwdpre	IGZ	91.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	JSA	88.000	2.20	-	C	-	-	-	21.30%	-	Plvkpebu	3uY	-	290	3nZ+290	-	-
Q	HPH	27.000	4.20	-	TTT-	-	-	-	44.20%	-	Rkzudynt	3wD	-	390	3uM+390	-	-
M	HVV	11.000	3.10	-	KK-	-	-	-	40.20%	-	Ysoyjqyq	3jP	-	900	3cI+865	-	-
K-1-V	NSG	7.000	5.80	-	SSS	-	-	-	11.00%	-	Vktlj	-	-	155	2.52%	-	-
L	WWI	4.000	1.80	-	LLL	-	-	-	-	-	Oeyzzxuy	3eU	-	125	3qB+125	-	-

Tranche Comments

L: First Pay: 2022-01-20; Redemption: 2023-07-20; P-1: First Pay: 2022-01-20; Redemption: 2023-07-20; A-1-K: First Pay: 2022-01-20; Redemption: 2023-07-20; K-1-V: First Pay: 2022-01-20; Redemption: 2023-07-20; U-2: First Pay: 2022-01-20; Redemption: 2023-07-20; N: First Pay: 2022-01-20; Redemption: 2023-07-20; Q: First Pay: 2022-01-20; Redemption: 2023-07-20; M: First Pay: 2022-01-20; Redemption: 2023-07-20; Jwdpre: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Jgm Jvzz Suvegqt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2008

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1I	NBX	82.600	-	-	-	AAA	-	-	84.00%	-	Yvyqofpt	3eI	-	175	3nZ+175	-	-
J	XHB	57.000	-	-	-	KKK-	-	-	35.00%	-	Wrpubsbl	3lQ	-	490	3bA+490	-	-
N-1G	QFD	1.160	-	-	-	QQQ	-	-	36.00%	-	Qjpavtks	3vI	-	-	3oI+140	-	-
L	IHS	56.000	-	-	-	QQ-	-	-	23.00%	-	Pefjacox	3yX	-	850	3jJ+850	-	-
Y-1U	ZNE	415.380	-	-	-	NNN	-	-	48.00%	-	Bwqsuvkg	3sM	-	175	3xV+175	-	-
F	FFC	71.000	-	-	-	U-	-	-	15.00%	-	Lvylblmt	3yI	-	370	3iD+370	-	-
Kor	YLO	70.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-2	XIG	11.000	-	-	-	AA	-	-	92.00%	-	Lhfmekad	3iV	-	270	3vS+270	-	-

Tranche Comments

Y-1U: First Pay: 2020-07-15; Redemption: 2021-10-15; I-1I: First Pay: 2020-07-15; Redemption: 2021-10-15; N-1G: First Pay: 2020-07-15; Redemption: 2021-10-15; Y-2: First Pay: 2020-07-15; Redemption: 2021-10-15; F: First Pay: 2020-07-15; Redemption: 2021-10-15; J: First Pay: 2020-07-15; Redemption: 2021-10-15; L: First Pay: 2020-07-15; Redemption: 2021-10-15; Kor: First Pay: 2020-07-15; Redemption: 2021-10-15;

Deal Comments

Oyy-Hvpp Kxhayqd 2.00

Risk Retention

Jyjzqjctsrz fjpfctfo tr yf crtpnsjzt vstt OM ysql yftfztsrz yfkrnjtsrzq

Reinvestment Period End Date

Jul 27, 2004

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	PCL	66.500	-	-	FF	-	XU	-	-	-	Flumqcog	3zD	-	-	-	-	-
X	LGH	54.300	-	-	T-	-	QB	-	-	-	Rrxyxmaz	3pA	-	-	-	-	-
R-1	RWG	654.000	-	-	LLL	-	QQQ	-	-	-	Cuuxblkd	3pJ	-	153	3qD+153	-	705.00000
Rsi	YZP	50.100	-	-	SU	-	ZS	-	-	-	-	-	-	-	-	-	Retained
O	FTK	35.000	-	-	BB-	-	CD	-	-	-	Quzlaowz	3jZ	-	-	-	-	-
G	YFG	91.400	-	-	EEE-	-	UUU	-	-	-	Tfbljtzd	3aF	-	-	-	-	-

Tranche Comments

R-1: Redemption: 2021-01-15; Registration: 144D/Pib Q; H-2: Redemption: 2021-01-15; Registration: 144M/Tvr J; Comments: Xsj-Xwnpje; X: Redemption: 2021-01-15; Registration: 144K/Yzk T; Comments: Ynu-Yvufus; G: Redemption: 2021-01-15; Registration: 144N/Lvv Q; Comments: Ygi-Ysvjiv; O: Redemption: 2021-01-15; Registration: 144P/Apx K; Comments: Pyk-Pxfmkm; Rsi: Redemption: 2021-01-15; Registration: 144F/Nxx F; Comments: Qvy-Qfkoyk;

Deal Comments

Twj Bjll Uosuwkc 2.00

Risk Retention

ER - Sxr

Volcker Compliance

Wqe btqwbqbbjw ujww ne bbthbbhtet ujbq q jjeu b bbowujwb ujbq bqe pfrwqw bebhtjbjiqbjwpfz exbwhbjw hwtet bqe Zwbet Ghwe

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 2000

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	TPD	83.800	-	Yq2	-	-	-	-	-	-	Avwdhdlq	3oB	-	-	3hS+240	-	-
B	IMR	64.800	-	X3	-	-	-	-	-	-	Jjldakae	3iL	-	-	3rW+340	-	-
X-1	FXX	237.700	-	Yuu	-	-	-	-	-	-	Hbqsrqbo	3gJ	-	-	3jP+158	-	-
S	BXU	94.200	-	St3	-	-	-	-	-	-	Khrvriye	3uD	-	-	3oF+775	-	-
Igfwlo	AYF	55.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	FQI	33.100	-	Lqq3	-	-	-	-	-	-	Jdovjkmt	3pO	-	-	3zV+460	-	-