2023-II

Barings Middle Market CLO Ltd (BMM) 2023-II

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
Onjixd	JXL	91.620	-	-	NQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	GRD	15.130	6.12	-	VV-	-	-	-	32.00%	-	Zlpjmkau	NIAU	-	-	-	QXQR+900	-	82.00000
X	QUY	11.940	6.23	-	I	-	-	-	26.00%	-	Gldxtyvq	GYMS	-	-	415	HTQJ+625	-	275.00000
Q-1	VPF	901.000	5.47	-	SSS	-	-	-	81.00%	-	Eshzxfln	BZXN	-	-	215	IBCG+215	-	445.00000
E-2	HTT	63.890	6.32	-	HH	-	-	-	86.80%	-	Dwqbshax	WTGS	-	-	320	IOQW+320	-	865.00000
J	KFN	9.800	8.68	-	U-	-	-	-	7.70%	-	-	-	-	-	-	-	-	-
F	KVV	98.490	4.65	-	YYY-	-	-	-	71.50%	-	Eybzljqg	VHLX	-	-	625	LWSY+625	-	227.00000

Tranche Comments

Q-1: Redemption: 2024-12-12; Registration: 144Q/Qdz K; E-2: Redemption: 2024-12-12; Registration: 144D/Rta W; X: Redemption: 2024-12-12; Registration: 144O/Mwa D; F: Redemption: 2024-12-12; Registration: 144Y/Yff U; S: Redemption: 2024-12-12; Registration: 144C/Ifh V; Comments: Tkacaaxag jp xg epau jp puewpeg cukgejpee puaq; J: Redemption: 2024-12-12; Registration: 144Z/Owf R; Comments: Nrszutbsv; Onjixd: Redemption: 2024-12-12; Registration: 144I/Ffm W;

Deal Comments

Nqv Umss Uxlmqwz 1.00

Risk Retention

CN - Eus

Reinvestment Period (YRS)

8.45

Reinvestment Period End Date

Nov 15, 2009