Barings Middle Market CLO (BMM) 2021-I

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD4.0002.30-AAA-----Floating3mL-1253mL+125--
A-1USD188.0005.20-AAA---44.00%-Floating3mL-1553mL+155--
A-1-LUSD30.0005.20-AAA---44.00%-Floating3mL-1553mL+155--
A-1-FUSD6.0005.20-AAA---44.00%-Fixed--1552.52%--
A-2USD46.0006.60-AA---32.50%-Floating3mL-1903mL+190--
BUSD36.0007.30-A---23.50%-Floating3mL-2903mL+290--
CUSD18.0007.90-BBB----23.50%-Floating3mL-3903mL+390--
DUSD26.0008.50-BB----12.50%-Floating3mL-9003mL+865--
EquityUSD46.160--------------Retained
Tranche Comments
X: First Pay: 2022-01-20; Redemption: 2023-07-20; A-1: First Pay: 2022-01-20; Redemption: 2023-07-20; A-1-L: First Pay: 2022-01-20; Redemption: 2023-07-20; A-1-F: First Pay: 2022-01-20; Redemption: 2023-07-20; A-2: First Pay: 2022-01-20; Redemption: 2023-07-20; B: First Pay: 2022-01-20; Redemption: 2023-07-20; C: First Pay: 2022-01-20; Redemption: 2023-07-20; D: First Pay: 2022-01-20; Redemption: 2023-07-20; Equity: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2025
Research
AllReportsSurveillanceOther

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