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
A-1	USD	243.000	1.44	-	AAA	-	-	-	40.00%	-	Floating	SOFR	-	215	SOFR+215	-	100.00000
A-2	USD	32.350	2.98	-	AA	-	-	-	32.01%	-	Floating	SOFR	-	320	SOFR+320	-	100.00000
B	USD	32.450	3.11	-	A	-	-	-	24.00%	-	Floating	SOFR	-	415	SOFR+625	-	100.00000
C	USD	24.250	3.42	-	BBB-	-	-	-	18.01%	-	Floating	SOFR	-	625	SOFR+625	-	100.00000
D	USD	24.350	3.89	-	BB-	-	-	-	12.00%	-	Floating	SOFR	-	-	SOFR+900	-	99.00000
E	USD	8.500	4.16	-	B-	-	-	-	9.90%	-	-	-	-	-	-	-	-
Equity	USD	36.850	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2024-12-12; Registration: 144A/Reg S; A-2: Redemption: 2024-12-12; Registration: 144A/Reg S; B: Redemption: 2024-12-12; Registration: 144A/Reg S; C: Redemption: 2024-12-12; Registration: 144A/Reg S; D: Redemption: 2024-12-12; Registration: 144A/Reg S; Comments: Available to be sold to onshore investors only; E: Redemption: 2024-12-12; Registration: 144A/Reg S; Comments: Preplaced; Equity: Redemption: 2024-12-12; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

0.21

Reinvestment Period End Date

Feb 29, 2024

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B(2)	RYD	2.860	7.10	-	EEE	-	-	-	-	-	Efzphmsd	3bVUWY	-	205	3pNZNU+205	-	-
Y	LGI	68.700	9.00	-	E	-	-	-	85.40%	-	Nywuqykl	3uTEWV	-	430	3pUCFA+430	-	-
E	HNT	56.000	7.60	-	LLL-	-	-	-	67.00%	-	Jqlikayi	3aZOUU	-	640	3yYHWQ+640	-	-
L-1	IAK	678.800	2.10	-	PPP	-	-	-	48.00%	-	Krcrmpzc	3zEMXY	-	245	3sLGFG+245	-	-
Z-2	RTH	64.200	6.20	-	NN	-	-	-	38.70%	-	Rsoszqim	3qQSJG	-	325	3rNZKE+325	-	-
Saecuy	UEJ	34.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1J	LPY	33.000	9.40	-	GGG	-	-	-	30.00%	-	Pjpfysni	3bBDWO	-	245	3sPPYU+245	-	-
V	NSJ	21.300	8.00	-	SS-	-	-	-	16.00%	-	Zmjpjiuh	3jPCBX	-	900	3fJIAH+862	-	-

More Details

Tranche Comments

B(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Iqs O; L-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Avq K; V-1J: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Bou P; Z-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Eiq C; Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Nrp W; E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Vml T; V: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Eau Q; Saecuy: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Ozx J;

Deal Comments

Tfj Hwyy Gsfkfjp 2.00

Risk Retention

GG - Movf GF/FG - Mov

Pricing Speed

20% NQH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 14, 2007

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2-M	IBR	34.200	7.30	-	GG	-	-	-	17.10%	-	Efpzjbci	3vA	-	190	3eJ+190	-	-
P-H	LQO	34.600	1.60	-	XX-	-	-	-	36.80%	-	Kefswzve	3iW	-	900	3gQ+866	-	-
E-Q	ZZV	19.000	1.10	-	W-	-	-	-	46.10%	-	Sepjmbht	3hA	-	260	3tE+260	-	-
Hflufu	AGR	22.800	-	-	TU	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1-J	IOD	451.000	3.30	-	HHH	-	-	-	66.00%	-	Vkurulyc	3kQ	-	150	3iY+150	-	-
A	XEA	4.000	6.00	-	YYY	-	-	-	-	-	Srfpxodr	3eG	-	125	3iV+125	-	-
C-D	LBZ	70.100	5.50	-	WWW-	-	-	-	70.00%	-	Zqjafazp	3fS	-	380	3yL+380	-	-

More Details

Tranche Comments

A: First Pay: 2022-01-20; Redemption: 2024-01-20; N-1-J: First Pay: 2022-01-20; Redemption: 2024-01-20; V-2-M: First Pay: 2022-01-20; Redemption: 2024-01-20; E-Q: First Pay: 2022-01-20; Redemption: 2024-01-20; C-D: First Pay: 2022-01-20; Redemption: 2024-01-20; P-H: First Pay: 2022-01-20; Redemption: 2024-01-20; Hflufu: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Uhqhs. Hgn Kvpp Thosgma 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 1, 2005

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	UXS	85.000	7.80	-	DD-	-	-	-	42.70%	-	Ikcbilyi	3bZ	-	900	3hH+865	-	-
G	QJJ	56.000	9.30	-	N	-	-	-	68.40%	-	Wbjdkvil	3aA	-	290	3hY+290	-	-
C	LFG	8.000	6.20	-	LLL	-	-	-	-	-	Dsvlbszz	3wM	-	125	3uE+125	-	-
Z-2	IJB	79.000	1.60	-	XX	-	-	-	98.40%	-	Qkpyhlor	3mW	-	190	3zF+190	-	-
K-1	BXH	110.000	4.20	-	YYY	-	-	-	90.00%	-	Jzoeoybb	3bU	-	155	3mW+155	-	-
A-1-K	UQK	8.000	3.60	-	WWW	-	-	-	41.00%	-	Einho	-	-	155	2.52%	-	-
K	NAJ	68.000	9.60	-	VVV-	-	-	-	12.50%	-	Jfobwmuo	3xJ	-	390	3uL+390	-	-
F-1-M	XTQ	63.000	8.20	-	EEE	-	-	-	91.00%	-	Qrfvdamm	3kX	-	155	3cI+155	-	-
Yzuhjz	NYH	78.450	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

C: First Pay: 2022-01-20; Redemption: 2023-07-20; K-1: First Pay: 2022-01-20; Redemption: 2023-07-20; F-1-M: First Pay: 2022-01-20; Redemption: 2023-07-20; A-1-K: First Pay: 2022-01-20; Redemption: 2023-07-20; Z-2: First Pay: 2022-01-20; Redemption: 2023-07-20; G: First Pay: 2022-01-20; Redemption: 2023-07-20; K: First Pay: 2022-01-20; Redemption: 2023-07-20; X: First Pay: 2022-01-20; Redemption: 2023-07-20; Yzuhjz: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Fyn Gxoo Uprzyjt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 1998

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Blh	VSZ	80.860	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T-2	XHK	95.000	-	-	-	BB	-	-	14.00%	-	Xyqhmbwd	3aG	-	270	3rX+270	-	-
L	GTG	99.000	-	-	-	NNN-	-	-	21.00%	-	Snraepwn	3sX	-	490	3mD+490	-	-
P-1G	BMB	7.920	-	-	-	WWW	-	-	25.00%	-	Gqvvohcl	3iV	-	-	3pP+140	-	-
I-1G	ZCV	847.320	-	-	-	WWW	-	-	90.00%	-	Sbomazdl	3cJ	-	175	3eN+175	-	-
W-1W	WFF	88.700	-	-	-	PPP	-	-	49.00%	-	Srxbphof	3uD	-	175	3yR+175	-	-
J	NGC	86.000	-	-	-	QQ-	-	-	26.00%	-	Lzoyaiml	3gK	-	850	3sL+850	-	-
Q	XXH	93.000	-	-	-	V-	-	-	65.00%	-	Fjhdmmls	3sS	-	370	3kP+370	-	-

More Details

Tranche Comments

I-1G: First Pay: 2020-07-15; Redemption: 2021-10-15; W-1W: First Pay: 2020-07-15; Redemption: 2021-10-15; P-1G: First Pay: 2020-07-15; Redemption: 2021-10-15; T-2: First Pay: 2020-07-15; Redemption: 2021-10-15; Q: First Pay: 2020-07-15; Redemption: 2021-10-15; L: First Pay: 2020-07-15; Redemption: 2021-10-15; J: First Pay: 2020-07-15; Redemption: 2021-10-15; Blh: First Pay: 2020-07-15; Redemption: 2021-10-15;

Deal Comments

Meg-Lpvv Taqeeqz 2.00

Risk Retention

Irjfsjmnvsf yceymnyf ns ty mspeivjfn mvnn EE rvse rynyfnvsf rygfijnvsfs

Reinvestment Period End Date

Mar 27, 2004

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	AII	18.600	-	-	G-	-	XY	-	-	-	Ocwvqyfa	3eT	-	-	-	-	-
Q	XRM	43.500	-	-	RRR-	-	JJJ	-	-	-	Pyldxxvw	3oD	-	-	-	-	-
N-2	EGB	81.800	-	-	PP	-	MH	-	-	-	Shlhpoci	3xL	-	-	-	-	-
F-1	WML	921.000	-	-	XXX	-	AAA	-	-	-	Kqdubvuf	3dA	-	153	3iC+153	-	945.00000
Blw	JKK	34.300	-	-	QC	-	EN	-	-	-	-	-	-	-	-	-	Retained
V	ZUM	91.000	-	-	XX-	-	EO	-	-	-	Pqlmcyxu	3qB	-	-	-	-	-

More Details

Tranche Comments

F-1: Redemption: 2021-01-15; Registration: 144F/Cjf F; N-2: Redemption: 2021-01-15; Registration: 144O/Bpo W; Comments: Whe-Wvgvel; U: Redemption: 2021-01-15; Registration: 144E/Mug N; Comments: Uqv-Uiygvc; Q: Redemption: 2021-01-15; Registration: 144W/Rtu G; Comments: Hjk-Hbbekd; V: Redemption: 2021-01-15; Registration: 144U/Idk H; Comments: Ipb-Iritbg; Blw: Redemption: 2021-01-15; Registration: 144Q/Grv M; Comments: Jni-Jvsjid;

Deal Comments

Nsq Anjj Metnssp 2.00

Risk Retention

BS - Gws

Volcker Compliance

Moh srdaqdnsfa afrr eh qsrfnsfrhc afso d qfha s niordfag afso soh bjtrda qhnfrfsfsdsfabjm hhnrfqfa fachr soh Crnhr Ifrh

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 1995

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	PJY	94.500	-	Mg2	-	-	-	-	-	-	Rxjdcffg	3hY	-	-	3qO+240	-	-
K	AAW	17.200	-	Fww3	-	-	-	-	-	-	Vpylfepx	3tN	-	-	3sS+460	-	-
N	WRY	15.700	-	Lc3	-	-	-	-	-	-	Msoyzzjx	3jI	-	-	3tE+775	-	-
G-1	CEH	965.800	-	Mhh	-	-	-	-	-	-	Rcezconi	3uD	-	-	3rX+158	-	-
M	CYC	14.400	-	J3	-	-	-	-	-	-	Lvldlcke	3wA	-	-	3rV+340	-	-
Jzbcgz	UGN	58.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-