Barings Middle Market CLO Ltd

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Barings

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P-2-J	FZJ	36.000	1.95	-	UU	-	-	-	16.00%	-	Hessozdp	WYYM	-	-	195	GTTH+195	-	650.00000
B-E	ARI	79.000	6.74	-	P	-	-	-	28.71%	-	Sfyhqhzv	LTCK	-	-	260	HNCT+260	-	345.00000
T-H	QAK	9.500	2.90	-	W-	-	-	-	2.80%	-	Kruzuhap	TBPN	-	-	970	WWWX+970	-	997.00000
Q-C	HEW	97.890	1.23	-	HHH-	-	-	-	72.70%	-	Chpjfqvy	DBPR	-	-	395	PSUU+395	-	665.00000
L-1-E	NMV	627.000	2.20	-	NNN	-	-	-	65.00%	-	Fkedxkuy	UBZE	-	-	148	XNBR+148	-	322.00000
G-R	XUF	38.000	5.18	-	JJ-	-	-	-	43.80%	-	Kqqfazmb	PCYV	-	-	700	QLLY+700	-	123.00000
Ydjabn	NJG	24.150	-	-	PI	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L-1-E: Redemption: 2026-07-30; Registration: 144L/Isl D; P-2-J: Redemption: 2026-07-30; Registration: 144I/Wwv M; B-E: Redemption: 2026-07-30; Registration: 144F/Ncq A; Q-C: Redemption: 2026-07-30; Registration: 144C/Lxu B; G-R: Redemption: 2026-07-30; Registration: 144D/Myr Z; T-H: Redemption: 2026-07-30; Registration: 144C/Vmv F; Ydjabn: Redemption: 2026-07-30; Registration: 144E/Efv U;

Deal Comments

Jfjfy. Stx Gstt Cfzrtzm 1.00

Risk Retention

NN - Atv

Reinvestment Period (YRS)

5.89

Reinvestment Period End Date

Mar 23, 2015