Barings Middle Market CLO (BMM) 2019-I

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1LUSD150.750---AAA--44.00%-Floating3mL-1753mL+175--
A-1AUSD68.500---AAA--44.00%-Floating3mL-1753mL+175--
A-1BUSD4.750---AAA--44.00%-Floating3mL--3mL+140--
A-2USD44.000---AA--33.00%-Floating3mL-2703mL+270--
BUSD36.000---A---24.00%-Floating3mL-3703mL+370--
CUSD20.000---BBB---19.00%-Floating3mL-4903mL+490--
DUSD28.000---BB---12.00%-Floating3mL-8503mL+850--
SubUSD49.250---------------
Tranche Comments
A-1L: First Pay: 2020-07-15; Redemption: 2021-10-15; A-1A: First Pay: 2020-07-15; Redemption: 2021-10-15; A-1B: First Pay: 2020-07-15; Redemption: 2021-10-15; A-2: First Pay: 2020-07-15; Redemption: 2021-10-15; B: First Pay: 2020-07-15; Redemption: 2021-10-15; C: First Pay: 2020-07-15; Redemption: 2021-10-15; D: First Pay: 2020-07-15; Redemption: 2021-10-15; Sub: First Pay: 2020-07-15; Redemption: 2021-10-15;
Deal Comments
Non-Call Period: 2.00
Risk Retention
Transaction expected to be compliant with EU risk retention regulations
Reinvestment Period End Date
Oct 15, 2023
Research
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