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
Y	RQG	86.000	2.70	-	YYY-	-	-	-	91.00%	-	Jjrvalkt	3bCTSI	-	-	640	3xXZQG+640	-	-
W	GGF	92.900	2.00	-	L	-	-	-	37.80%	-	Gqvfbqew	3lAZQL	-	-	430	3pQYVE+430	-	-
Icsuag	EHF	45.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V(2)	BPC	6.490	8.70	-	TTT	-	-	-	-	-	Mjccxkns	3sUHHU	-	-	205	3pJNSK+205	-	-
O	TNE	77.800	5.00	-	OO-	-	-	-	94.00%	-	Qlkjxpuv	3nQHPV	-	-	900	3bTCIC+862	-	-
X-1	NAV	597.900	2.80	-	GGG	-	-	-	79.00%	-	Lcqfzjft	3zLBER	-	-	245	3qXDVH+245	-	-
E-1F	YHW	71.000	9.30	-	OOO	-	-	-	14.00%	-	Kyxdvljg	3xHEMX	-	-	245	3iQUVB+245	-	-
U-2	TZK	29.500	5.70	-	XX	-	-	-	32.30%	-	Vrqkjxtc	3xPSEZ	-	-	325	3eGBTF+325	-	-

Tranche Comments

V(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Ywp G; X-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Jjr B; E-1F: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Mxc N; U-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Ojk B; W: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Dbb Z; Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Ndg U; O: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Bjz V; Icsuag: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Ifu C;

Deal Comments

Djc Cfss Hwjajyk 2.00

Risk Retention

XV - Qvyb XH/YX - Qvy

Pricing Speed

20% KDS

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 1999

Reset

Yes