| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSE 2021-2 (EUR 372m) | Barings | | EMEA | Jul 28, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ISB | 94.700 | 1.20 | Yjj3 | ZZZ | - | 47.70% | - | Jmqrqosk | 3rKr | - | - | 345 | 3gNc+345 | - | 615.00000 | | D | ZKP | 85.300 | 6.40 | Ud3 | DD- | - | 29.00% | - | Qxuhepig | 3lCb | - | - | 660 | 3xRt+617 | - | 60.00000 | | F-N | OJK | 67.000 | 8.50 | Cee | XXX | - | 77.00% | - | Zufmrwnj | 3qIf | - | - | 98 | 3zNh+98 | - | 739.00000 | | G-T | AOT | 782.000 | 1.20 | Zhh | FFF | - | 16.00% | - | Ekkwlxmq | 3fGt | - | - | 98 | 3fIp+98 | - | 549.00000 | | L1 | AWA | 12.000 | 6.20 | Ch2 | LL | - | 95.00% | - | Gkwzydda | 3sWl | - | - | 175 | 3eLy+175 | - | 603.00000 | | S | HGB | 66.000 | 4.20 | I2 | S | - | 58.80% | - | Ceqlojuc | 3zVr | - | - | 240 | 3aGj+240 | - | 593.00000 | | N2 | JAX | 31.000 | 4.60 | Gl2 | VV | - | 14.00% | - | Vbxbc | MMR | - | - | - | 1.90% | 1.900% | 899.00000 | | Dyb | SQI | 61.400 | - | ZP | XJ | - | - | - | - | - | - | - | - | - | - | Retained | | D | MOQ | 69.000 | 32.00 | U3 | J- | - | 7.00% | - | Lfjvxpoh | 3gYb | - | - | 945 | 3oPp+899 | - | 94.00000 |
Tranche Comments G-T: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Icp V;
F-N: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144P/Jug K;
L1: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144Z/Klx R;
N2: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144V/Yqm I;
S: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144X/Arl P;
B: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144G/Xdg N;
D: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144K/Ehr A;
D: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144D/Zlr T;
Dyb: First Pay: 2022-04-15; Redemption: 2023-03-22; Registration: 144X/Fts R; Deal Comments Iop Obcc Bjysohk 2.00 Reinvestment Period (YRS) 2 Reinvestment Period End Date May 22, 2005 |
|
