2023-I

Barings Middle Market CLO Ltd (BMM) 2023-I

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
U	HRR	55.600	3.00	-	JJ-	-	-	-	27.00%	-	Uzmqeaza	3ePLJZ	-	-	900	3tKWGO+862	-	-
Smcdfs	JSE	85.340	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	RHC	341.700	8.60	-	RRR	-	-	-	89.00%	-	Exealxno	3iSMWE	-	-	245	3mIMAW+245	-	-
I-1E	PQR	57.000	5.60	-	VVV	-	-	-	33.00%	-	Jydmscag	3mHEGG	-	-	245	3iSCAL+245	-	-
E-2	HBR	19.700	2.20	-	RR	-	-	-	39.10%	-	Skebftvt	3eILHY	-	-	325	3bICDR+325	-	-
P	XYK	30.900	3.00	-	A	-	-	-	44.90%	-	Lkvuwfqh	3hXYSC	-	-	430	3dYXHY+430	-	-
E	OUH	41.000	6.20	-	DDD-	-	-	-	87.00%	-	Xkdkucsx	3eBTIF	-	-	640	3iMHDG+640	-	-
K(2)	EKO	7.250	3.10	-	FFF	-	-	-	-	-	Emxwsior	3cESZI	-	-	205	3nMGUH+205	-	-

Tranche Comments

K(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Naw Y; W-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Tlb V; I-1E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Ome L; E-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Zku J; P: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Vzs G; E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144J/Uaj P; U: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Res L; Smcdfs: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Coj G;

Deal Comments

Tgq Gnaa Uqvlglw 2.00

Risk Retention

GP - Zcvk GZ/GG - Zcv

Pricing Speed

20% GNP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2014