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
G-R	OOG	80.160	9.88	-	JJJ-	-	-	-	12.80%	-	Wzqrbsed	SQNJ	-	-	395	VTNV+395	-	924.00000
F-U	UBM	27.000	9.68	-	AA-	-	-	-	87.30%	-	Nwlfpsis	MYTO	-	-	700	XWAK+700	-	784.00000
Z-L	MRM	5.200	2.10	-	T-	-	-	-	4.10%	-	Ozekrtju	QPKH	-	-	970	XOVT+970	-	980.00000
W-T	WKC	75.000	5.16	-	O	-	-	-	92.37%	-	Grbpxwhj	XTEK	-	-	260	JCBM+260	-	100.00000
I-2-C	ZZL	87.000	6.60	-	YY	-	-	-	58.00%	-	Cjmvqrvi	LXWR	-	-	195	YYGV+195	-	895.00000
H-1-J	CNT	711.000	1.30	-	III	-	-	-	88.00%	-	Iujutwbo	MUUM	-	-	148	WTIG+148	-	176.00000
Mhqhnv	EPS	42.680	-	-	VM	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1-J: Redemption: 2026-07-30; Registration: 144H/Jsi Y; I-2-C: Redemption: 2026-07-30; Registration: 144Y/Xhb P; W-T: Redemption: 2026-07-30; Registration: 144P/Ejn I; G-R: Redemption: 2026-07-30; Registration: 144N/Gpl Z; F-U: Redemption: 2026-07-30; Registration: 144F/Ili S; Z-L: Redemption: 2026-07-30; Registration: 144V/Mlu Z; Mhqhnv: Redemption: 2026-07-30; Registration: 144H/Gje W;

Deal Comments

Jqwqs. Fgt Xmgg Aqzzgea 1.00

Risk Retention

SK - Mpe

Reinvestment Period (YRS)

6.50

Reinvestment Period End Date

Jan 9, 2017