| 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 |
|---|
| Q-2 | KYK | 9.000 | 4.30 | - | VVV | - | - | - | 90.00% | - | Abvca | - | - | - | - | 1.88% | - | - | | S | VVK | 78.000 | 8.10 | - | U | - | - | - | 87.00% | - | Rlmhbppv | 3qE | - | - | 260 | 3jP+260 | - | - | | R | YCA | 52.800 | 3.80 | - | WWW- | - | - | - | 96.10% | - | Gqrlfcmu | 3rS | - | - | 393 | 3tE+393 | - | - | | T-1 | EYW | 996.000 | 8.50 | - | CCC | - | - | - | 39.00% | - | Jbphmphc | 3iK | - | - | 129 | 3pR+129 | - | - | | Y-1 | OGQ | 89.700 | 1.30 | - | RR | - | - | - | 50.00% | - | Fjtdxtbk | 3lM | - | - | 165 | 3dQ+165 | - | - | | Y-1 | ACH | 6.440 | 3.50 | - | EE+ | - | - | - | 73.00% | - | Wwrcrhrh | 3oQ | - | - | 700 | 3yO+692 | - | - | | Y-2 | LYG | 2.000 | 3.20 | - | AA- | - | - | - | 6.00% | - | Cusfdprw | 3hM | - | - | 875 | 3yC+790 | - | - | | K-2 | WSN | 91.800 | 2.30 | - | TT | - | - | - | 48.00% | - | Qkbtq | - | - | - | - | 2.07% | - | - | | Wkm | VRB | 23.700 | - | - | UW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments T-1: Redemption: 2021-10-15; Registration: 144J/Usz S;
Q-2: Redemption: 2021-10-15; Registration: 144Z/Luu S;
Y-1: Redemption: 2021-10-15; Registration: 144X/Ixf O;
K-2: Redemption: 2021-10-15; Registration: 144E/Gji J;
S: Redemption: 2021-10-15; Registration: 144Q/Cfr N;
R: Redemption: 2021-10-15; Registration: 144E/Fcb N;
Y-1: Redemption: 2021-10-15; Registration: 144Y/Czt D;
Y-2: Redemption: 2021-10-15; Registration: 144C/Hzf I;
Wkm: Redemption: 2021-10-15; Registration: 144L/Dcb R; Deal Comments Vkx Thuu Dnrekrz 1.00 Reinvestment Period (YRS) 5 Reinvestment Period End Date Jun 7, 2014 |
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