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
S-Q	RJT	82.300	9.40	-	ZZZ-	-	-	-	26.00%	-	Emwjemmd	3bK	-	-	380	3wM+380	-	-
O-T	FAR	64.000	3.40	-	D-	-	-	-	82.50%	-	Suywdxzw	3hZ	-	-	260	3eP+260	-	-
Llkrxr	EAD	24.500	-	-	KG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1-Y	LQM	818.000	7.10	-	HHH	-	-	-	41.00%	-	Eqxapbth	3pW	-	-	150	3uD+150	-	-
K-2-N	TPF	72.700	1.40	-	WW	-	-	-	93.80%	-	Gppelhpm	3mU	-	-	190	3hE+190	-	-
T-I	CMC	34.400	6.20	-	AA-	-	-	-	85.70%	-	Beqkptdl	3lK	-	-	900	3tE+866	-	-
C	GTW	9.000	3.00	-	DDD	-	-	-	-	-	Ojyqvvnp	3dM	-	-	125	3jL+125	-	-

Tranche Comments

C: First Pay: 2022-01-20; Redemption: 2024-01-20; F-1-Y: First Pay: 2022-01-20; Redemption: 2024-01-20; K-2-N: First Pay: 2022-01-20; Redemption: 2024-01-20; O-T: First Pay: 2022-01-20; Redemption: 2024-01-20; S-Q: First Pay: 2022-01-20; Redemption: 2024-01-20; T-I: First Pay: 2022-01-20; Redemption: 2024-01-20; Llkrxr: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Lpcpw. Xkn Lfvv Tpmukaq 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 19, 2007