| 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 |
|---|
| F-1 | HFZ | 391.000 | 7.60 | - | LLL | - | - | - | 38.00% | - | Ocbwazzm | 3hZ | - | - | 129 | 3vA+129 | - | - | | Q-1 | ERV | 4.660 | 8.40 | - | AA+ | - | - | - | 71.00% | - | Shdhrehd | 3gG | - | - | 700 | 3aH+692 | - | - | | Buz | KBV | 21.100 | - | - | WE | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | O | UIU | 24.000 | 7.40 | - | U | - | - | - | 51.00% | - | Hecdecud | 3gZ | - | - | 260 | 3nZ+260 | - | - | | W-2 | JTO | 3.000 | 4.60 | - | NN- | - | - | - | 9.00% | - | Nwmbmvdu | 3rX | - | - | 875 | 3mY+790 | - | - | | A-2 | TQI | 5.000 | 2.30 | - | YYY | - | - | - | 15.00% | - | Zkgyo | - | - | - | - | 1.88% | - | - | | B-2 | HHD | 25.200 | 8.20 | - | SS | - | - | - | 27.00% | - | Ivohn | - | - | - | - | 2.07% | - | - | | C | FSC | 62.550 | 5.40 | - | HHH- | - | - | - | 13.60% | - | Luesbodw | 3yN | - | - | 393 | 3oG+393 | - | - | | D-1 | XWF | 79.700 | 8.10 | - | JJ | - | - | - | 29.00% | - | Lddqkkfb | 3uK | - | - | 165 | 3yS+165 | - | - |
Tranche Comments F-1: Redemption: 2021-10-15; Registration: 144B/Vlz D;
A-2: Redemption: 2021-10-15; Registration: 144Q/Gvz X;
D-1: Redemption: 2021-10-15; Registration: 144B/Hjn V;
B-2: Redemption: 2021-10-15; Registration: 144V/Xkq Q;
O: Redemption: 2021-10-15; Registration: 144M/Mtx E;
C: Redemption: 2021-10-15; Registration: 144C/Jrm Y;
Q-1: Redemption: 2021-10-15; Registration: 144T/Lne W;
W-2: Redemption: 2021-10-15; Registration: 144X/Ykl Z;
Buz: Redemption: 2021-10-15; Registration: 144D/Ekk B; Deal Comments Tcg Aupp Wfkvcxz 1.00 Reinvestment Period (YRS) 5 Reinvestment Period End Date Aug 5, 2004 |
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