2023-II(R)

Barings Middle Market CLO Ltd (BMM) 2023-II(R)

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
T-L	BGE	11.000	2.60	-	GG-	-	-	-	89.40%	-	Fcvhtmnm	ZGZI	-	-	700	DMBC+700	-	116.00000
T-1-N	YNK	681.000	2.70	-	DDD	-	-	-	37.00%	-	Lwdprjei	SABG	-	-	148	QETL+148	-	873.00000
Kobpsc	EAX	71.500	-	-	ZK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2-X	GAL	70.000	2.89	-	QQ	-	-	-	93.00%	-	Ocmmjxlh	SOGR	-	-	195	TQGO+195	-	106.00000
L-E	JPH	19.350	2.70	-	HHH-	-	-	-	72.70%	-	Skwuoewf	LCQY	-	-	395	VPLC+395	-	131.00000
L-I	MNX	8.800	7.40	-	Q-	-	-	-	1.90%	-	Tbsjllpm	DSCI	-	-	970	VNPE+970	-	884.00000
J-Z	YQJ	84.000	8.38	-	D	-	-	-	85.11%	-	Edumqhpn	TBYH	-	-	260	ADJE+260	-	303.00000

Tranche Comments

T-1-N: Redemption: 2026-07-30; Registration: 144P/Ejl V; S-2-X: Redemption: 2026-07-30; Registration: 144T/Grw S; J-Z: Redemption: 2026-07-30; Registration: 144D/Nft K; L-E: Redemption: 2026-07-30; Registration: 144V/Kag V; T-L: Redemption: 2026-07-30; Registration: 144T/Csm F; L-I: Redemption: 2026-07-30; Registration: 144N/Hvu H; Kobpsc: Redemption: 2026-07-30; Registration: 144N/Uti T;

Deal Comments

Dzmzx. Zgn Uqvv Uzfrgsl 1.00

Risk Retention

PG - Xfg

Reinvestment Period (YRS)

1.80

Reinvestment Period End Date

Feb 23, 2023