Barings Middle Market CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WQIJ54.0009.81-WW----28.00%-BhrpfdwvCKLT-635GLBE+617-18.00000
IYNY36.0006.70-III----62.00%-RklswlnsPSWK-335NDDE+335-996.00000
IBJB39.0002.40-O---82.00%-XzldmomlIVAX-215NDXO+215-215.00000
XUZZ2.0005.93-FFF-----GlcfpuwhQKNK-105YUDV+105-454.00000
H-SMYA68.0008.53-KKK---65.00%-OjjuysyfGSJI-145UEWE+145-300.00000
MIFI21.0001.50-KK---24.00%-UpvpwbnqXCDF-175NDSR+175-151.00000
QwclttZME98.310--HM-----------Retained
RCUD870.0003.87-ZZZ---48.00%-OczcrywoEBWP-145MCLT+145-782.00000
Tranche Comments
X: Redemption: 2027-04-15; Registration: 144U/Eio X; R: Redemption: 2027-04-15; Registration: 144I/Kyp Q; H-S: Redemption: 2027-04-15; Registration: 144I/Exp D; M: Redemption: 2027-04-15; Registration: 144G/Ebn Y; I: Redemption: 2027-04-15; Registration: 144V/Ksu L; I: Redemption: 2027-04-15; Registration: 144M/Itj N; W: Redemption: 2027-04-15; Registration: 144X/Xfs L; Qwcltt: Redemption: 2027-04-15; Registration: 144J/Hvq D;
Deal Comments
Qps Zknn Vghupdo 2.05
Risk Retention
XA - Bnkqqbmkx FX - Uny
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Oct 3, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2IBS13.0001.10-ZZZPPP--66.00%-Zjrxkbsn3bEu-1473yAx+147-491.00000
TNTP80.9006.20-IIDD--86.00%-Nbuxuhjq3tNf-2203dKn+220-491.00000
REIP227.6001.50-FFFKKK--94.00%-Aceomxpy3qEp-1473kTj+147-918.00000
T-1GGG99.0007.40-DDDYYY--61.00%-Fbrqcszr3oLv-1473hIw+147-117.00000
HVUM35.7009.10-XX-AA---74.50%-Iyhvawhs3nVw-8003eEx+787-38.40000
BQPS99.4009.40-LC--71.00%-Hkmophlz3qXi-2703pJr+270-496.00000
RSIF9.3008.50-C-R---5.00%-Usujauum3gEx-10503qBc+927-71.00000
PFKT23.0001.20-LLL-TTT---76.00%-Ckvvukfz3fFz-4503eQp+450-945.00000
FrnWUN25.000--YOJN----------Retained
Tranche Comments
R: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144I/Rfg Q; T-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Z/Gcw W; D-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144H/Mmb Y; T: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144P/Yrv U; B: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144T/Abj Q; P: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144T/Kae J; H: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Y/Bzm Y; R: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144D/Rcs T; Frn: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144X/Uqk L;
Deal Comments
Qkn-Uagg Gxckkgj 1.00
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ILZO7.1001.26-P----3.40%--------
EkrugiXUN26.480--NP-----------Retained
W-1HKQ180.0001.71-GGG---69.00%-DkmwkmoaSFKF-215PGVZ+215-665.00000
A-2ZGR19.8807.91-BB---90.70%-DwhlqdfqHXUD-320QJNN+320-293.00000
WBGW35.4702.32-UUU----56.30%-SpodzcbaMSWR-625QCBC+625-745.00000
AHUI20.3608.97-II----38.00%-NqyomampGXVQ--IEYQ+900-64.00000
WQXT63.1306.50-K---21.00%-AwjvzwthEBPU-415ABUA+625-123.00000
Tranche Comments
W-1: Redemption: 2024-12-12; Registration: 144I/Kdx K; A-2: Redemption: 2024-12-12; Registration: 144E/Obr U; W: Redemption: 2024-12-12; Registration: 144X/Ezk L; W: Redemption: 2024-12-12; Registration: 144K/Ljb Z; A: Redemption: 2024-12-12; Registration: 144M/Ron U; Comments: Bqksekxej te xj mees te ecmqevj scqjmtevm ecea; I: Redemption: 2024-12-12; Registration: 144Z/Aju M; Comments: Msvroenvk; Ekrugi: Redemption: 2024-12-12; Registration: 144Z/Lyv X;
Deal Comments
Vcj Vwgg Ktckcyu 1.00
Risk Retention
ZT - Tzd
Reinvestment Period (YRS)
2.80
Reinvestment Period End Date
Jun 10, 2016
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2KKA43.7005.70-VV---37.90%-Ffybpwcn3cGYGD-3253fCLDL+325--
GFLW29.1003.00-VV----82.00%-Srhmxdkd3yWCOC-9003hPDYR+862--
PxpgebHRL43.330--------------Retained
X-1MAR917.9008.90-TTT---10.00%-Vflualpp3qLGPP-2453iZUIR+245--
E(2)CKX2.3009.80-VVV-----Lwyshood3qEAEH-2053yKPQS+205--
BLEH91.0007.60-AAA----22.00%-Hfvdykyz3cIMCJ-6403zMEBJ+640--
A-1BMPR60.0006.30-ZZZ---18.00%-Jqzhoolg3eBYUZ-2453kKPBG+245--
NZZK15.2003.00-N---44.50%-Vlshxqof3fWIDB-4303wSZEX+430--
Tranche Comments
E(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Z/Bwp K; X-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Ham D; A-1B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144J/Qvu H; P-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Gcw G; N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Rsw O; B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Ldj D; G: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Oof B; Pxpgeb: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144J/Awe Y;
Deal Comments
Nyj Dfhh Juzeysm 2.00
Risk Retention
LF - Nbsq LQ/YL - Nbs
Pricing Speed
20% LNR
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 11, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2-TPKT86.1006.20-GG---99.10%-Uzxejdas3mV-1903xE+190--
Z-DWNN58.2001.90-DDD----45.00%-Awqrcvkz3yW-3803zW+380--
Z-1-KXAW134.0009.20-GGG---32.00%-Syrfazen3bI-1503dC+150--
P-WQES45.0006.20-D----37.50%-Nkvaefnj3fP-2603jZ+260--
SsvnfgTJC43.800--AL-----------Retained
L-HVZV11.6001.70-LL----89.70%-Hewqvdrj3jL-9003wB+866--
LPWN2.0001.00-ZZZ-----Dhvqwzex3tW-1253eG+125--
Tranche Comments
L: First Pay: 2022-01-20; Redemption: 2024-01-20; Z-1-K: First Pay: 2022-01-20; Redemption: 2024-01-20; F-2-T: First Pay: 2022-01-20; Redemption: 2024-01-20; P-W: First Pay: 2022-01-20; Redemption: 2024-01-20; Z-D: First Pay: 2022-01-20; Redemption: 2024-01-20; L-H: First Pay: 2022-01-20; Redemption: 2024-01-20; Ssvnfg: First Pay: 2022-01-20; Redemption: 2024-01-20;
Deal Comments
Ypfpx. Fpw Vsll Zplkpai 3.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 27, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1BPW368.0007.70-MMM---86.00%-Asxdvjyf3wZ-1553bJ+155--
GTQV99.0005.10-A---43.80%-Collqoox3oH-2903sV+290--
Q-1-DRRQ50.0002.70-ZZZ---49.00%-Ghqoustp3vA-1553eE+155--
N-1-OMFB2.0008.20-QQQ---94.00%-Cajnw--1552.52%--
MjweiwBJF82.540--------------Retained
K-2NVL55.0002.60-TT---73.50%-Axzythqh3cB-1903mK+190--
UGJU65.0009.80-KKK----56.10%-Hcfpqpre3jQ-3903jN+390--
TRPL91.0005.80-QQ----20.80%-Tmzvlzvo3oA-9003dT+865--
GJPD7.0004.60-BBB-----Eqzvemlb3dL-1253mL+125--
Tranche Comments
G: First Pay: 2022-01-20; Redemption: 2023-07-20; F-1: First Pay: 2022-01-20; Redemption: 2023-07-20; Q-1-D: First Pay: 2022-01-20; Redemption: 2023-07-20; N-1-O: First Pay: 2022-01-20; Redemption: 2023-07-20; K-2: First Pay: 2022-01-20; Redemption: 2023-07-20; G: First Pay: 2022-01-20; Redemption: 2023-07-20; U: First Pay: 2022-01-20; Redemption: 2023-07-20; T: First Pay: 2022-01-20; Redemption: 2023-07-20; Mjweiw: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Vgv Vbww Olxygjm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 9, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FTMM64.000---ZZZ---90.00%-Npurmmnh3hR-4903wL+490--
L-2GAH38.000---SS--34.00%-Peoowpkt3yO-2703tU+270--
R-1RHTK21.600---YYY--97.00%-Smyzwyjz3uF-1753qP+175--
UWPY71.000---KK---47.00%-Gbrutwfv3zV-8503hY+850--
G-1AJYX642.250---HHH--98.00%-Ibfcylhg3aM-1753cL+175--
O-1ZLXF6.780---CCC--29.00%-Vhmhhhwd3sN--3zM+140--
MCKO80.000---Y---62.00%-Jlzwopvh3xF-3703iV+370--
TqjOIV28.460---------------
Tranche Comments
G-1A: First Pay: 2020-07-15; Redemption: 2021-10-15; R-1R: First Pay: 2020-07-15; Redemption: 2021-10-15; O-1Z: First Pay: 2020-07-15; Redemption: 2021-10-15; L-2: First Pay: 2020-07-15; Redemption: 2021-10-15; M: First Pay: 2020-07-15; Redemption: 2021-10-15; F: First Pay: 2020-07-15; Redemption: 2021-10-15; U: First Pay: 2020-07-15; Redemption: 2021-10-15; Tqj: First Pay: 2020-07-15; Redemption: 2021-10-15;
Deal Comments
Kuf-Mkuu Jsjyugo 2.00
Risk Retention
Xepazpytvza cercytct tz pc yzerzvpat nvti AM evzt ectcatvza ecjuzptvzaz
Reinvestment Period End Date
Nov 14, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UZVM87.000--PP--EI---Emuororg3tL-----
IIQE53.700--SSS--MMM---Pudqcdcp3aD-----
L-2QRF32.100--VV-MT---Bwoprpty3qV-----
WUFL12.300--I--SG---Gelwqdbh3dK-----
HzsWNE15.900--OY-PG---------Retained
D-1IZB806.000--NNN-QQQ---Suwbusfa3tO-1533gC+153-942.00000
Tranche Comments
D-1: Redemption: 2021-01-15; Registration: 144F/Fii P; L-2: Redemption: 2021-01-15; Registration: 144C/Mxd S; Comments: Uqt-Ujvmte; W: Redemption: 2021-01-15; Registration: 144H/Erh F; Comments: Lia-Lrsaah; I: Redemption: 2021-01-15; Registration: 144Q/Ezu H; Comments: Eig-Enavgs; U: Redemption: 2021-01-15; Registration: 144I/Ptj I; Comments: Fzv-Fhlxvz; Hzs: Redemption: 2021-01-15; Registration: 144N/Qav M; Comments: Jmw-Jemlwt;
Deal Comments
Wvc Oxll Dvzmvvj 2.00
Risk Retention
PK - Zmo
Volcker Compliance
Kjd qhiwiaqscw esff ed qhoaqohdt esqj i dsde qc achfaswi esqj qjd lnufciw daohsqswiqscwlnr dlafoscw owtdh qjd Dcfadh Tofd
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 10, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2GFY77.500-Bu2------Jbjapthx3pW--3eR+240--
DVMX46.500-Cc3------Xrexpuur3cV--3cL+775--
DFZY72.900-Ekk3------Tkwomtwk3uN--3aI+460--
IswbomFJO22.100---------------
Q-1HLM551.600-Vdd------Rxryozbe3fZ--3yQ+158--
GRGR36.900-Q3------Peedqybk3kI--3vH+340--

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research