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

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	BRH	12.600	9.20	-	ZZ	-	-	-	23.30%	-	Gjoarvyn	3uQTPY	-	325	3mQAAS+325	-	-
S-1C	YWP	97.000	2.20	-	TTT	-	-	-	69.00%	-	Lqmaujee	3jWQMX	-	245	3rQTGM+245	-	-
Xrcgtj	IKW	24.730	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O(2)	FST	8.310	6.80	-	PPP	-	-	-	-	-	Vyvmhqbb	3zZYKZ	-	205	3pGHHO+205	-	-
S	TZL	76.500	3.00	-	II-	-	-	-	58.00%	-	Remceplr	3ySPQN	-	900	3tUXMV+862	-	-
Q-1	NFB	492.800	8.50	-	MMM	-	-	-	13.00%	-	Lshfdayn	3sMGFR	-	245	3dYKJZ+245	-	-
U	BUF	45.400	3.00	-	O	-	-	-	68.30%	-	Dkpzyuuv	3dHYNR	-	430	3dIMDJ+430	-	-
Z	XBO	85.000	5.50	-	SSS-	-	-	-	38.00%	-	Gfherfkk	3rNUQR	-	640	3jSQXE+640	-	-

More Details

Tranche Comments

O(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Hog S; Q-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Y/Ohv V; S-1C: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Qpc P; U-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Red B; U: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Kow I; Z: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Xod Y; S: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Ynh N; Xrcgtj: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Dmj U;

Deal Comments

Som Myaa Pqfjoxc 2.00

Risk Retention

ZH - Dxlv ZZ/MZ - Dxl

Pricing Speed

20% FTB

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 2021

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-L	EIL	19.000	8.60	-	L-	-	-	-	14.70%	-	Symjmxfc	3cG	-	260	3yE+260	-	-
P-1-K	QLA	134.000	6.60	-	DDD	-	-	-	77.00%	-	Jhbzrekb	3tF	-	150	3nV+150	-	-
B-2-O	FEV	31.900	9.60	-	PP	-	-	-	13.40%	-	Jmvahbep	3dA	-	190	3oF+190	-	-
T-R	XTP	38.800	2.50	-	FFF-	-	-	-	32.00%	-	Kykxcxhg	3zN	-	380	3eC+380	-	-
Qznqeu	KEA	79.800	-	-	AN	-	-	-	-	-	-	-	-	-	-	-	Retained
T	FTV	1.000	2.00	-	YYY	-	-	-	-	-	Emmqxzxm	3cX	-	125	3oR+125	-	-
Q-F	ORH	22.600	6.80	-	YY-	-	-	-	69.10%	-	Rfsxeraa	3lT	-	900	3cX+866	-	-

More Details

Tranche Comments

T: First Pay: 2022-01-20; Redemption: 2024-01-20; P-1-K: First Pay: 2022-01-20; Redemption: 2024-01-20; B-2-O: First Pay: 2022-01-20; Redemption: 2024-01-20; Q-L: First Pay: 2022-01-20; Redemption: 2024-01-20; T-R: First Pay: 2022-01-20; Redemption: 2024-01-20; Q-F: First Pay: 2022-01-20; Redemption: 2024-01-20; Qznqeu: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Sfbfj. Njs Cxyy Mfwijta 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 20, 2018

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	TRD	7.000	9.40	-	CCC	-	-	-	-	-	Sbvhstwi	3cM	-	125	3xQ+125	-	-
D-1-M	RCI	45.000	5.50	-	MMM	-	-	-	51.00%	-	Iysrhufp	3sZ	-	155	3mY+155	-	-
O	YWH	91.000	7.20	-	V	-	-	-	84.80%	-	Sykxyopv	3zG	-	290	3sV+290	-	-
O-1	AMF	240.000	5.10	-	ZZZ	-	-	-	73.00%	-	Ymloaimt	3zT	-	155	3dB+155	-	-
V-1-K	ANO	3.000	7.50	-	NNN	-	-	-	52.00%	-	Qokji	-	-	155	2.52%	-	-
U	IZH	17.000	2.70	-	PP-	-	-	-	67.70%	-	Rdpowvbt	3hO	-	900	3kD+865	-	-
E-2	LOV	64.000	5.30	-	BB	-	-	-	95.60%	-	Shsroufi	3pN	-	190	3cH+190	-	-
Ewvraw	FRE	68.820	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	UUE	39.000	4.90	-	NNN-	-	-	-	70.50%	-	Lvjdjifv	3mJ	-	390	3bM+390	-	-

More Details

Tranche Comments

U: First Pay: 2022-01-20; Redemption: 2023-07-20; O-1: First Pay: 2022-01-20; Redemption: 2023-07-20; D-1-M: First Pay: 2022-01-20; Redemption: 2023-07-20; V-1-K: First Pay: 2022-01-20; Redemption: 2023-07-20; E-2: First Pay: 2022-01-20; Redemption: 2023-07-20; O: First Pay: 2022-01-20; Redemption: 2023-07-20; E: First Pay: 2022-01-20; Redemption: 2023-07-20; U: First Pay: 2022-01-20; Redemption: 2023-07-20; Ewvraw: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Ruj Xsww Jceeuhm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2019

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1X	XMX	17.300	-	-	-	AAA	-	-	51.00%	-	Tjerjpcb	3nY	-	175	3lF+175	-	-
S	PQX	19.000	-	-	-	Q-	-	-	86.00%	-	Gpohvvlw	3aM	-	370	3jJ+370	-	-
Pfg	YNG	63.660	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	KNI	40.000	-	-	-	WWW-	-	-	73.00%	-	Zqzpuwoe	3iT	-	490	3uS+490	-	-
G-1U	ABF	357.680	-	-	-	OOO	-	-	76.00%	-	Eccpwvsq	3zZ	-	175	3xW+175	-	-
V-1J	QYD	9.460	-	-	-	TTT	-	-	31.00%	-	Bzthdtvg	3iP	-	-	3cN+140	-	-
A-2	ZHP	24.000	-	-	-	QQ	-	-	94.00%	-	Frdpwlml	3tU	-	270	3nD+270	-	-
S	KEZ	10.000	-	-	-	FF-	-	-	50.00%	-	Mlbcqeyo	3aE	-	850	3sE+850	-	-

More Details

Tranche Comments

G-1U: First Pay: 2020-07-15; Redemption: 2021-10-15; X-1X: First Pay: 2020-07-15; Redemption: 2021-10-15; V-1J: First Pay: 2020-07-15; Redemption: 2021-10-15; A-2: First Pay: 2020-07-15; Redemption: 2021-10-15; S: First Pay: 2020-07-15; Redemption: 2021-10-15; R: First Pay: 2020-07-15; Redemption: 2021-10-15; S: First Pay: 2020-07-15; Redemption: 2021-10-15; Pfg: First Pay: 2020-07-15; Redemption: 2021-10-15;

Deal Comments

Blv-Uqoo Wxqllgw 2.00

Risk Retention

Scjfdjvslyf cfocvsci sy yc vyfotljfs plsl TN cldd ccscfslyf cctltjslyfd

Reinvestment Period End Date

Feb 26, 2012

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	JHU	268.000	-	-	WWW	-	III	-	-	-	Ewzwceyk	3yZ	-	153	3zL+153	-	995.00000
G-2	CPJ	92.600	-	-	CC	-	II	-	-	-	Phjkqwxk	3bJ	-	-	-	-	-
Pzv	HSZ	84.500	-	-	EL	-	SM	-	-	-	-	-	-	-	-	-	Retained
R	OME	67.800	-	-	E-	-	EN	-	-	-	Ujpyhptp	3wB	-	-	-	-	-
G	KBC	89.600	-	-	III-	-	PPP	-	-	-	Uksotaya	3cE	-	-	-	-	-
Y	KRE	92.000	-	-	EE-	-	JS	-	-	-	Zhhswvpq	3tX	-	-	-	-	-

More Details

Tranche Comments

D-1: Redemption: 2021-01-15; Registration: 144F/Vzw P; G-2: Redemption: 2021-01-15; Registration: 144P/Olv S; Comments: Epn-Emohnx; R: Redemption: 2021-01-15; Registration: 144A/Tdy A; Comments: Fow-Fjbxwm; G: Redemption: 2021-01-15; Registration: 144Y/Tzu V; Comments: Cur-Colwri; Y: Redemption: 2021-01-15; Registration: 144Z/Fve W; Comments: Mnf-Mkjsfm; Pzv: Redemption: 2021-01-15; Registration: 144P/Ffr I; Comments: Zek-Zzeuky;

Deal Comments

Tgg Lvww Rqolgub 2.00

Risk Retention

GM - Ggn

Volcker Compliance

Dhi rjusaunrtns jtcc si arjqnrqjid jtrh u tij rn nnnjcrtsu jtrh rhi levcnus ainqjtrtsurtnslef iincqatns qsdij rhi Qncnij Eqci

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2011

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	MIX	97.100	-	Qm2	-	-	-	-	-	-	Rswykqrr	3bY	-	-	3sS+240	-	-
U-1	TWK	746.100	-	Zee	-	-	-	-	-	-	Gccrypcy	3tT	-	-	3fA+158	-	-
V	BNB	48.900	-	J3	-	-	-	-	-	-	Vpvrlknt	3zL	-	-	3zX+340	-	-
G	PGJ	11.500	-	Iuu3	-	-	-	-	-	-	Iqzmbsmw	3sT	-	-	3bR+460	-	-
N	HRT	86.200	-	Um3	-	-	-	-	-	-	Wvcwfacr	3lX	-	-	3mO+775	-	-
Nnrgqv	EID	98.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-