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
W	QIJ	54.000	9.81	-	WW-	-	-	-	28.00%	-	Bhrpfdwv	CKLT	-	635	GLBE+617	-	18.00000
I	YNY	36.000	6.70	-	III-	-	-	-	62.00%	-	Rklswlns	PSWK	-	335	NDDE+335	-	996.00000
I	BJB	39.000	2.40	-	O	-	-	-	82.00%	-	Xzldmoml	IVAX	-	215	NDXO+215	-	215.00000
X	UZZ	2.000	5.93	-	FFF	-	-	-	-	-	Glcfpuwh	QKNK	-	105	YUDV+105	-	454.00000
H-S	MYA	68.000	8.53	-	KKK	-	-	-	65.00%	-	Ojjuysyf	GSJI	-	145	UEWE+145	-	300.00000
M	IFI	21.000	1.50	-	KK	-	-	-	24.00%	-	Upvpwbnq	XCDF	-	175	NDSR+175	-	151.00000
Qwcltt	ZME	98.310	-	-	HM	-	-	-	-	-	-	-	-	-	-	-	Retained
R	CUD	870.000	3.87	-	ZZZ	-	-	-	48.00%	-	Oczcrywo	EBWP	-	145	MCLT+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

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	IBS	13.000	1.10	-	ZZZ	PPP	-	-	66.00%	-	Zjrxkbsn	3bEu	-	147	3yAx+147	-	491.00000
T	NTP	80.900	6.20	-	II	DD	-	-	86.00%	-	Nbuxuhjq	3tNf	-	220	3dKn+220	-	491.00000
R	EIP	227.600	1.50	-	FFF	KKK	-	-	94.00%	-	Aceomxpy	3qEp	-	147	3kTj+147	-	918.00000
T-1	GGG	99.000	7.40	-	DDD	YYY	-	-	61.00%	-	Fbrqcszr	3oLv	-	147	3hIw+147	-	117.00000
H	VUM	35.700	9.10	-	XX-	AA-	-	-	74.50%	-	Iyhvawhs	3nVw	-	800	3eEx+787	-	38.40000
B	QPS	99.400	9.40	-	L	C	-	-	71.00%	-	Hkmophlz	3qXi	-	270	3pJr+270	-	496.00000
R	SIF	9.300	8.50	-	C-	R-	-	-	5.00%	-	Usujauum	3gEx	-	1050	3qBc+927	-	71.00000
P	FKT	23.000	1.20	-	LLL-	TTT-	-	-	76.00%	-	Ckvvukfz	3fFz	-	450	3eQp+450	-	945.00000
Frn	WUN	25.000	-	-	YO	JN	-	-	-	-	-	-	-	-	-	-	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

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	LZO	7.100	1.26	-	P-	-	-	-	3.40%	-	-	-	-	-	-	-	-
Ekrugi	XUN	26.480	-	-	NP	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	HKQ	180.000	1.71	-	GGG	-	-	-	69.00%	-	Dkmwkmoa	SFKF	-	215	PGVZ+215	-	665.00000
A-2	ZGR	19.880	7.91	-	BB	-	-	-	90.70%	-	Dwhlqdfq	HXUD	-	320	QJNN+320	-	293.00000
W	BGW	35.470	2.32	-	UUU-	-	-	-	56.30%	-	Spodzcba	MSWR	-	625	QCBC+625	-	745.00000
A	HUI	20.360	8.97	-	II-	-	-	-	38.00%	-	Nqyomamp	GXVQ	-	-	IEYQ+900	-	64.00000
W	QXT	63.130	6.50	-	K	-	-	-	21.00%	-	Awjvzwth	EBPU	-	415	ABUA+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

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	KKA	43.700	5.70	-	VV	-	-	-	37.90%	-	Ffybpwcn	3cGYGD	-	325	3fCLDL+325	-	-
G	FLW	29.100	3.00	-	VV-	-	-	-	82.00%	-	Srhmxdkd	3yWCOC	-	900	3hPDYR+862	-	-
Pxpgeb	HRL	43.330	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1	MAR	917.900	8.90	-	TTT	-	-	-	10.00%	-	Vflualpp	3qLGPP	-	245	3iZUIR+245	-	-
E(2)	CKX	2.300	9.80	-	VVV	-	-	-	-	-	Lwyshood	3qEAEH	-	205	3yKPQS+205	-	-
B	LEH	91.000	7.60	-	AAA-	-	-	-	22.00%	-	Hfvdykyz	3cIMCJ	-	640	3zMEBJ+640	-	-
A-1B	MPR	60.000	6.30	-	ZZZ	-	-	-	18.00%	-	Jqzhoolg	3eBYUZ	-	245	3kKPBG+245	-	-
N	ZZK	15.200	3.00	-	N	-	-	-	44.50%	-	Vlshxqof	3fWIDB	-	430	3wSZEX+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)

Reinvestment Period End Date

Aug 11, 2006

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2-T	PKT	86.100	6.20	-	GG	-	-	-	99.10%	-	Uzxejdas	3mV	-	190	3xE+190	-	-
Z-D	WNN	58.200	1.90	-	DDD-	-	-	-	45.00%	-	Awqrcvkz	3yW	-	380	3zW+380	-	-
Z-1-K	XAW	134.000	9.20	-	GGG	-	-	-	32.00%	-	Syrfazen	3bI	-	150	3dC+150	-	-
P-W	QES	45.000	6.20	-	D-	-	-	-	37.50%	-	Nkvaefnj	3fP	-	260	3jZ+260	-	-
Ssvnfg	TJC	43.800	-	-	AL	-	-	-	-	-	-	-	-	-	-	-	Retained
L-H	VZV	11.600	1.70	-	LL-	-	-	-	89.70%	-	Hewqvdrj	3jL	-	900	3wB+866	-	-
L	PWN	2.000	1.00	-	ZZZ	-	-	-	-	-	Dhvqwzex	3tW	-	125	3eG+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)

Reinvestment Period End Date

Aug 27, 2010

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	BPW	368.000	7.70	-	MMM	-	-	-	86.00%	-	Asxdvjyf	3wZ	-	155	3bJ+155	-	-
G	TQV	99.000	5.10	-	A	-	-	-	43.80%	-	Collqoox	3oH	-	290	3sV+290	-	-
Q-1-D	RRQ	50.000	2.70	-	ZZZ	-	-	-	49.00%	-	Ghqoustp	3vA	-	155	3eE+155	-	-
N-1-O	MFB	2.000	8.20	-	QQQ	-	-	-	94.00%	-	Cajnw	-	-	155	2.52%	-	-
Mjweiw	BJF	82.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	NVL	55.000	2.60	-	TT	-	-	-	73.50%	-	Axzythqh	3cB	-	190	3mK+190	-	-
U	GJU	65.000	9.80	-	KKK-	-	-	-	56.10%	-	Hcfpqpre	3jQ	-	390	3jN+390	-	-
T	RPL	91.000	5.80	-	QQ-	-	-	-	20.80%	-	Tmzvlzvo	3oA	-	900	3dT+865	-	-
G	JPD	7.000	4.60	-	BBB	-	-	-	-	-	Eqzvemlb	3dL	-	125	3mL+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)

Reinvestment Period End Date

May 9, 2006

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	TMM	64.000	-	-	-	ZZZ-	-	-	90.00%	-	Npurmmnh	3hR	-	490	3wL+490	-	-
L-2	GAH	38.000	-	-	-	SS	-	-	34.00%	-	Peoowpkt	3yO	-	270	3tU+270	-	-
R-1R	HTK	21.600	-	-	-	YYY	-	-	97.00%	-	Smyzwyjz	3uF	-	175	3qP+175	-	-
U	WPY	71.000	-	-	-	KK-	-	-	47.00%	-	Gbrutwfv	3zV	-	850	3hY+850	-	-
G-1A	JYX	642.250	-	-	-	HHH	-	-	98.00%	-	Ibfcylhg	3aM	-	175	3cL+175	-	-
O-1Z	LXF	6.780	-	-	-	CCC	-	-	29.00%	-	Vhmhhhwd	3sN	-	-	3zM+140	-	-
M	CKO	80.000	-	-	-	Y-	-	-	62.00%	-	Jlzwopvh	3xF	-	370	3iV+370	-	-
Tqj	OIV	28.460	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ZVM	87.000	-	-	PP-	-	EI	-	-	-	Emuororg	3tL	-	-	-	-	-
I	IQE	53.700	-	-	SSS-	-	MMM	-	-	-	Pudqcdcp	3aD	-	-	-	-	-
L-2	QRF	32.100	-	-	VV	-	MT	-	-	-	Bwoprpty	3qV	-	-	-	-	-
W	UFL	12.300	-	-	I-	-	SG	-	-	-	Gelwqdbh	3dK	-	-	-	-	-
Hzs	WNE	15.900	-	-	OY	-	PG	-	-	-	-	-	-	-	-	-	Retained
D-1	IZB	806.000	-	-	NNN	-	QQQ	-	-	-	Suwbusfa	3tO	-	153	3gC+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)

Reinvestment Period End Date

Mar 10, 2007

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	GFY	77.500	-	Bu2	-	-	-	-	-	-	Jbjapthx	3pW	-	-	3eR+240	-	-
D	VMX	46.500	-	Cc3	-	-	-	-	-	-	Xrexpuur	3cV	-	-	3cL+775	-	-
D	FZY	72.900	-	Ekk3	-	-	-	-	-	-	Tkwomtwk	3uN	-	-	3aI+460	-	-
Iswbom	FJO	22.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-1	HLM	551.600	-	Vdd	-	-	-	-	-	-	Rxryozbe	3fZ	-	-	3yQ+158	-	-
G	RGR	36.900	-	Q3	-	-	-	-	-	-	Peedqybk	3kI	-	-	3vH+340	-	-