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
Sqdsrt	FOZ	27.400	-	-	EM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2-M	EGX	92.900	8.20	-	UU	-	-	-	75.70%	-	Mkjbxhkk	3zP	-	-	190	3hO+190	-	-
C-N	KNL	83.800	5.30	-	III-	-	-	-	29.00%	-	Xsxpxajq	3kY	-	-	380	3pS+380	-	-
P-B	REQ	54.800	2.60	-	BB-	-	-	-	67.10%	-	Lhmxxlqn	3oA	-	-	900	3bG+866	-	-
S	WJX	4.000	5.00	-	KKK	-	-	-	-	-	Vxzywhhz	3jL	-	-	125	3wS+125	-	-
H-1-Y	GZN	979.000	1.20	-	QQQ	-	-	-	86.00%	-	Usszwdkv	3xL	-	-	150	3nY+150	-	-
B-Z	PEO	59.000	2.90	-	I-	-	-	-	14.20%	-	Nxlmvonx	3hF	-	-	260	3vU+260	-	-

Tranche Comments

S: First Pay: 2022-01-20; Redemption: 2024-01-20; H-1-Y: First Pay: 2022-01-20; Redemption: 2024-01-20; B-2-M: First Pay: 2022-01-20; Redemption: 2024-01-20; B-Z: First Pay: 2022-01-20; Redemption: 2024-01-20; C-N: First Pay: 2022-01-20; Redemption: 2024-01-20; P-B: First Pay: 2022-01-20; Redemption: 2024-01-20; Sqdsrt: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Swywv. Kps Rmff Mwjipfa 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2014