2024-1

Barings Middle Market CLO Ltd (BMM) 2024-1

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
K	OCL	83.300	8.30	-	BB	TT	-	-	84.00%	-	Nlvphtta	3iKx	-	-	220	3eBs+220	-	472.00000
Y	THF	76.000	7.30	-	III-	KKK-	-	-	17.00%	-	Iferxpds	3zJd	-	-	450	3xRw+450	-	656.00000
U	VJJ	790.300	6.70	-	NNN	LLL	-	-	45.00%	-	Ayqnzcpn	3bRx	-	-	147	3aVh+147	-	100.00000
Pyt	JJS	73.000	-	-	SJ	TS	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2	WMW	98.000	1.40	-	UUU	III	-	-	97.00%	-	Tpeuwfvg	3fLt	-	-	147	3pVg+147	-	355.00000
D	DQH	46.600	2.80	-	LL-	DD-	-	-	50.20%	-	Mjwzlyjx	3vSz	-	-	800	3vVg+787	-	84.30000
D	QWZ	5.900	2.60	-	T-	W-	-	-	5.00%	-	Csydartm	3oYo	-	-	1050	3vVh+927	-	65.00000
P	KLA	84.500	3.80	-	Y	Y	-	-	23.00%	-	Ivrfotur	3aRt	-	-	270	3qTq+270	-	768.00000
X-1	XPC	89.000	7.40	-	III	OOO	-	-	23.00%	-	Uzjtutng	3cOp	-	-	147	3zGd+147	-	344.00000

Tranche Comments

U: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144V/Mum E; X-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144W/Cys V; V-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144N/Nog Z; K: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144M/Rlf N; P: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144B/Ftx Z; Y: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144A/Fhe H; D: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144V/Wyg K; D: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144W/Kvm V; Pyt: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144W/Qkf O;

Deal Comments

Upz-Brtt Thjrpqa 1.00