2021-I

Barings Middle Market CLO Ltd (BMM) 2021-I

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
F-2	QWY	42.000	6.90	-	VV	-	-	-	74.50%	-	Czwpdyaq	3sO	-	-	190	3pH+190	-	-
K	XLP	84.000	7.40	-	S	-	-	-	16.20%	-	Vyhqphch	3qQ	-	-	290	3dS+290	-	-
G-1	ASJ	532.000	6.30	-	III	-	-	-	45.00%	-	Kuxpqpfz	3kM	-	-	155	3kG+155	-	-
S	GBO	65.000	4.50	-	QQ-	-	-	-	96.70%	-	Cdkpzado	3cY	-	-	900	3kO+865	-	-
Aejqvb	VNQ	93.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	JMU	2.000	2.60	-	ZZZ	-	-	-	-	-	Vbkhyftm	3kB	-	-	125	3bN+125	-	-
F-1-H	RKB	32.000	4.80	-	UUU	-	-	-	98.00%	-	Vffktkpq	3sZ	-	-	155	3cB+155	-	-
Z-1-Z	KUH	3.000	5.50	-	WWW	-	-	-	45.00%	-	Hitpm	-	-	-	155	2.52%	-	-
O	CRI	75.000	8.80	-	GGG-	-	-	-	92.60%	-	Ycjdyiik	3kI	-	-	390	3xR+390	-	-

Tranche Comments

M: First Pay: 2022-01-20; Redemption: 2023-07-20; G-1: First Pay: 2022-01-20; Redemption: 2023-07-20; F-1-H: First Pay: 2022-01-20; Redemption: 2023-07-20; Z-1-Z: First Pay: 2022-01-20; Redemption: 2023-07-20; F-2: First Pay: 2022-01-20; Redemption: 2023-07-20; K: First Pay: 2022-01-20; Redemption: 2023-07-20; O: First Pay: 2022-01-20; Redemption: 2023-07-20; S: First Pay: 2022-01-20; Redemption: 2023-07-20; Aejqvb: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Ghe Zmcc Ktexhel 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 10, 2003