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	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R-1	ZUD	646.200	3.70	41.00%	-	Elwhmkil	3kCPMS	-	-	245	3jDPOD+245	-	-
N-1V	YCU	99.000	8.70	37.00%	-	Ejcxpyhb	3lTCOK	-	-	245	3hPWOQ+245	-	-
I	MRD	96.900	2.00	74.00%	-	Lmedkhto	3dKYLP	-	-	900	3hKJHZ+862	-	-
Y-2	ORH	52.500	2.10	45.70%	-	Sbyvrwiy	3oELYC	-	-	325	3cDEWN+325	-	-
Q	IRS	52.100	2.00	91.80%	-	Gkxhjwbm	3aSUAJ	-	-	430	3zJMZT+430	-	-
Jejuwo	FBF	83.350	-	-	-	-	-	-	-	-	-	-	Retained
N	ZJN	46.000	8.80	28.00%	-	Nelszalm	3gUZYL	-	-	640	3vBZFN+640	-	-
L(2)	ZAJ	5.280	8.80	-	-	Rcxldsar	3kAEEL	-	-	205	3sGPXV+205	-	-

Tranche Comments

L(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144C/Mfv N; R-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Vcn A; N-1V: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Z/Emr D; Y-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Wsf B; Q: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144X/Fkz L; N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Fnu Y; I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Ybs Q; Jejuwo: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Y/Vqi Q;

Deal Comments

Hvl Zojj Lgqgvlu 2.00

Risk Retention

IU - Huxn IA/JI - Hux

Pricing Speed

20% ACR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2013