| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSN 2020-II (USD 319m) | Barings | | USOA | Oct 1, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | TGS | 8.000 | 4.60 | - | ZZZ | - | - | - | 81.00% | - | Fcwqp | - | - | - | - | 1.88% | - | - | | Z-1 | ANL | 5.880 | 8.10 | - | JJ+ | - | - | - | 18.00% | - | Epjwqzos | 3hZ | - | - | 700 | 3bP+692 | - | - | | Z-2 | OVU | 4.000 | 6.80 | - | OO- | - | - | - | 8.00% | - | Qdlvkeew | 3cR | - | - | 875 | 3zU+790 | - | - | | Cfh | UCT | 16.600 | - | - | UP | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | E-1 | VUZ | 661.000 | 3.30 | - | PPP | - | - | - | 50.00% | - | Lcjeerau | 3zD | - | - | 129 | 3sZ+129 | - | - | | L-1 | ZMV | 65.500 | 9.90 | - | LL | - | - | - | 18.00% | - | Cqkwtlzb | 3rG | - | - | 165 | 3jM+165 | - | - | | A | AWX | 44.000 | 6.10 | - | C | - | - | - | 57.00% | - | Yletvtyn | 3kW | - | - | 260 | 3rW+260 | - | - | | G-2 | GNF | 98.100 | 8.10 | - | RR | - | - | - | 58.00% | - | Ofixc | - | - | - | - | 2.07% | - | - | | J | MKY | 53.290 | 8.90 | - | XXX- | - | - | - | 58.90% | - | Xvywvqyj | 3zW | - | - | 393 | 3vW+393 | - | - |
Tranche Comments E-1: Redemption: 2021-10-15; Registration: 144M/Oez B;
P-2: Redemption: 2021-10-15; Registration: 144E/Eju C;
L-1: Redemption: 2021-10-15; Registration: 144F/Obv B;
G-2: Redemption: 2021-10-15; Registration: 144G/Kkw E;
A: Redemption: 2021-10-15; Registration: 144A/Yhv Z;
J: Redemption: 2021-10-15; Registration: 144X/Npo M;
Z-1: Redemption: 2021-10-15; Registration: 144W/Wta I;
Z-2: Redemption: 2021-10-15; Registration: 144L/Hah C;
Cfh: Redemption: 2021-10-15; Registration: 144O/Mcb R; Deal Comments Lpv Rtxx Tenppla 1.00 Reinvestment Period (YRS) 8 Reinvestment Period End Date Nov 15, 2009 |
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