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
Z-2-W	OUB	94.700	8.50	-	NN	-	-	-	81.30%	-	Hfcmkdle	3uG	-	-	190	3sU+190	-	-
Y	UGK	4.000	5.00	-	DDD	-	-	-	-	-	Rbehdwfh	3oI	-	-	125	3vJ+125	-	-
K-N	FZR	22.000	6.90	-	K-	-	-	-	19.80%	-	Afmzxhcg	3fM	-	-	260	3cS+260	-	-
D-1-Z	QYQ	449.000	1.70	-	DDD	-	-	-	55.00%	-	Mdxclvuz	3uG	-	-	150	3rZ+150	-	-
Hachki	XUF	45.800	-	-	JZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-Z	NQE	79.400	4.20	-	MMM-	-	-	-	53.00%	-	Mlxmwsik	3oP	-	-	380	3iV+380	-	-
N-Q	KGD	58.700	2.20	-	YY-	-	-	-	67.40%	-	Nlvkjbew	3lP	-	-	900	3rP+866	-	-

Tranche Comments

Y: First Pay: 2022-01-20; Redemption: 2024-01-20; D-1-Z: First Pay: 2022-01-20; Redemption: 2024-01-20; Z-2-W: First Pay: 2022-01-20; Redemption: 2024-01-20; K-N: First Pay: 2022-01-20; Redemption: 2024-01-20; F-Z: First Pay: 2022-01-20; Redemption: 2024-01-20; N-Q: First Pay: 2022-01-20; Redemption: 2024-01-20; Hachki: First Pay: 2022-01-20; Redemption: 2024-01-20;

Deal Comments

Wcocc. Myw Fhoo Ychbyae 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2021