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
H	DQT	389.900	2.80	-	XXX	YYY	-	-	55.00%	-	Zphxclkv	3iFk	-	-	147	3jKo+147	-	510.00000
O	XIK	88.300	1.70	-	KK	KK	-	-	70.00%	-	Uhusteti	3gPd	-	-	220	3kLf+220	-	533.00000
J	LDL	7.900	7.80	-	B-	I-	-	-	7.00%	-	Qumrzbwo	3jNz	-	-	1050	3aTk+927	-	30.00000
K-1	CXZ	41.000	7.20	-	CCC	BBB	-	-	60.00%	-	Oslcujre	3tRj	-	-	147	3fPe+147	-	162.00000
R-2	MJL	13.000	5.20	-	PPP	EEE	-	-	19.00%	-	Nsspuszl	3rQd	-	-	147	3dBa+147	-	350.00000
Uyf	TOK	67.000	-	-	PS	XE	-	-	-	-	-	-	-	-	-	-	-	Retained
T	JKE	66.800	5.40	-	S	L	-	-	40.00%	-	Dfwlwkhy	3nZf	-	-	270	3aCd+270	-	937.00000
X	APQ	93.000	1.80	-	III-	BBB-	-	-	35.00%	-	Lrfxvzai	3gPb	-	-	450	3sMb+450	-	834.00000
W	NIH	78.400	7.80	-	OO-	WW-	-	-	65.30%	-	Fvrbdtqr	3wTu	-	-	800	3kEj+787	-	11.70000

Tranche Comments

H: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144V/Wem B; K-1: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144N/Dlq E; R-2: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144F/Yki Q; O: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144D/Xjr Y; T: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144E/Dab F; X: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144F/Zil T; W: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144F/Wao B; J: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144Z/Mpz Y; Uyf: First Pay: 2025-07-20; Redemption: 2025-12-16; Registration: 144H/Gtl P;

Deal Comments

Rvo-Auaa Cbftvmw 1.00

Reset

Yes