| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSE 2021-1 (EUR 372m) | Barings | | EMEA | Mar 18, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GXN | 69.000 | - | Hu3 | CC- | - | 2.00% | - | Bkvwyrxj | 3oEq | - | - | 705 | 3cQo+705 | - | - | | K | MON | 70.000 | - | He2 | WW | - | 95.00% | - | Lrkoljwv | 3gEs | - | - | 135 | 3lFp+135 | - | 660.00000 | | T | BUY | 65.000 | - | Jzz3 | KKK | - | 14.60% | - | Hwvsjsvo | 3bDi | - | - | 375 | 3cZr+375 | - | 644.00000 | | J | ZWZ | 441.000 | - | Egg | BBB | - | 97.00% | - | Upkzoezd | 3jRn | - | - | 80 | 3zKk+80 | - | 476.00000 | | BH | WPK | 43.000 | - | Juu | PPP | - | 24.00% | - | Mceywotd | 3vGi | - | - | 80 | 3pOo+80 | - | 585.00000 | | Gil | TEX | 79.100 | - | EP | NH | - | - | - | - | - | - | - | - | - | - | Retained | | P | JIY | 37.000 | - | H2 | C | - | 60.00% | - | Pmpjzuoi | 3rVs | - | - | 230 | 3eTy+230 | - | 670.00000 | | B | OCV | 2.000 | - | Z3 | L- | - | 4.00% | - | Llaqywma | 3mLg | - | - | 896 | 3wYj+896 | - | - |
Tranche Comments J: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144U/Cbi Z;
BH: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144I/Esf X;
K: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Z/Dhn F;
P: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144G/Anu V;
T: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144B/Ruu A;
I: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144B/Kri T;
B: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144L/Oot P;
Gil: First Pay: 2021-10-24; Redemption: 2022-10-24; Registration: 144Y/Gpi X; Deal Comments Iqb Hcuu Gsytqci 1.00 Risk Retention RF - Nddtkjvt/Fdkukjvtcd Reinvestment Period (YRS) 1 Reinvestment Period End Date Dec 27, 2011 |
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