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
L-E	ZYY	89.500	7.90	-	GG-	-	-	-	94.50%	-	Kbhrdyjm	3eI	-	-	900	3oO+866	-	-
C-P	GBF	40.000	6.80	-	L-	-	-	-	58.50%	-	Ppxdzuys	3hT	-	-	260	3pD+260	-	-
V-P	VZL	47.800	2.80	-	YYY-	-	-	-	82.00%	-	Tfuyuwde	3tG	-	-	380	3kP+380	-	-
H	TZP	9.000	1.00	-	NNN	-	-	-	-	-	Dwmvercy	3nR	-	-	125	3pB+125	-	-
Kfarms	TGW	99.400	-	-	JQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1-R	LYQ	738.000	7.50	-	III	-	-	-	17.00%	-	Wecqqfac	3eW	-	-	150	3sN+150	-	-
Y-2-B	YXS	89.200	4.80	-	ZZ	-	-	-	86.10%	-	Ojxrkxrb	3vN	-	-	190	3gB+190	-	-

Tranche Comments

H: First Pay: 2022-01-20; Redemption: 2024-01-20; G-1-R: First Pay: 2022-01-20; Redemption: 2024-01-20; Y-2-B: First Pay: 2022-01-20; Redemption: 2024-01-20; C-P: First Pay: 2022-01-20; Redemption: 2024-01-20; V-P: First Pay: 2022-01-20; Redemption: 2024-01-20; L-E: First Pay: 2022-01-20; Redemption: 2024-01-20; Kfarms: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Amhml. Tsw Zyqq Gmlbsuk 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2005

Refinancing

Yes