FINSIGHT

Barings Middle Market CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	4.000	2.00	-	AAA	-	-	-	-	-	Floating	3mL	-	125	3mL+125	-	-
A-1-R	USD	280.000	5.50	-	AAA	-	-	-	44.00%	-	Floating	3mL	-	150	3mL+150	-	-
A-2-R	USD	57.500	7.20	-	AA	-	-	-	32.50%	-	Floating	3mL	-	190	3mL+190	-	-
B-R	USD	45.000	7.90	-	A-	-	-	-	23.50%	-	Floating	3mL	-	260	3mL+260	-	-
C-R	USD	22.500	8.40	-	BBB-	-	-	-	19.00%	-	Floating	3mL	-	380	3mL+380	-	-
D-R	USD	33.500	8.90	-	BB-	-	-	-	12.30%	-	Floating	3mL	-	900	3mL+866	-	-
Equity	USD	64.600	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2022-01-20; Redemption: 2024-01-20; A-1-R: First Pay: 2022-01-20; Redemption: 2024-01-20; A-2-R: First Pay: 2022-01-20; Redemption: 2024-01-20; B-R: First Pay: 2022-01-20; Redemption: 2024-01-20; C-R: First Pay: 2022-01-20; Redemption: 2024-01-20; D-R: First Pay: 2022-01-20; Redemption: 2024-01-20; Equity: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Reset. Non Call Period: 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2026

Reset

Yes

Barings