2017-1(R)

Barings Middle Market CLO Ltd (BMM) 2017-1(R)

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
Y-D	BMB	68.800	4.60	-	KK-	-	-	-	22.60%	-	Vdvmewwy	3oJ	-	-	900	3lG+866	-	-
S-1-Q	OHA	171.000	4.20	-	XXX	-	-	-	99.00%	-	Errqfhnl	3rP	-	-	150	3uO+150	-	-
Egspxo	GHN	59.600	-	-	WM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2-D	KTO	34.100	1.80	-	FF	-	-	-	78.20%	-	Bhyqqsaz	3tE	-	-	190	3jV+190	-	-
C-R	QBL	82.300	6.80	-	AAA-	-	-	-	38.00%	-	Hbcwjjlj	3tQ	-	-	380	3tY+380	-	-
G	OFE	2.000	2.00	-	TTT	-	-	-	-	-	Yrjcclky	3wA	-	-	125	3jC+125	-	-
F-K	NVY	95.000	5.20	-	Q-	-	-	-	55.30%	-	Nefqjkus	3dA	-	-	260	3aM+260	-	-

Tranche Comments

G: First Pay: 2022-01-20; Redemption: 2024-01-20; S-1-Q: First Pay: 2022-01-20; Redemption: 2024-01-20; L-2-D: First Pay: 2022-01-20; Redemption: 2024-01-20; F-K: First Pay: 2022-01-20; Redemption: 2024-01-20; C-R: First Pay: 2022-01-20; Redemption: 2024-01-20; Y-D: First Pay: 2022-01-20; Redemption: 2024-01-20; Egspxo: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Uebey. Dxj Zcqq Jexnxgd 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 2003

Refinancing

Yes