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
Q-1-Y	UHU	31.000	9.10	-	WWW	-	-	-	87.00%	-	Pecmmwif	3jX	-	-	155	3nJ+155	-	-
T	PVW	45.000	3.80	-	Y	-	-	-	33.90%	-	Rrvjqxoy	3pQ	-	-	290	3sT+290	-	-
J-2	GMZ	89.000	4.10	-	HH	-	-	-	38.90%	-	Idoxasjx	3mA	-	-	190	3eO+190	-	-
C-1-X	GMS	2.000	7.50	-	AAA	-	-	-	64.00%	-	Kzgxx	-	-	-	155	2.52%	-	-
V	FVY	69.000	4.30	-	GG-	-	-	-	63.80%	-	Ohflrbdg	3mD	-	-	900	3mU+865	-	-
Y	ZLD	6.000	5.30	-	ZZZ	-	-	-	-	-	Lpkajfns	3pH	-	-	125	3eC+125	-	-
E-1	VZJ	529.000	1.50	-	MMM	-	-	-	81.00%	-	Whlsakyj	3oG	-	-	155	3sL+155	-	-
I	KGO	24.000	1.10	-	GGG-	-	-	-	76.70%	-	Xzmdwsej	3vK	-	-	390	3vF+390	-	-
Icgvbx	FXO	10.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2022-01-20; Redemption: 2023-07-20; E-1: First Pay: 2022-01-20; Redemption: 2023-07-20; Q-1-Y: First Pay: 2022-01-20; Redemption: 2023-07-20; C-1-X: First Pay: 2022-01-20; Redemption: 2023-07-20; J-2: First Pay: 2022-01-20; Redemption: 2023-07-20; T: First Pay: 2022-01-20; Redemption: 2023-07-20; I: First Pay: 2022-01-20; Redemption: 2023-07-20; V: First Pay: 2022-01-20; Redemption: 2023-07-20; Icgvbx: First Pay: 2022-01-20; Redemption: 2023-07-20;

Deal Comments

Oby Bkvv Szohbqw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 1997