| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSN 2020-II(R) (USD 326m) | Barings | | USOA | Oct 19, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-H | AHK | 10.690 | 2.30 | Dx3 | - | - | - | - | 2.00% | - | Sbdxqyqv | 3xZ | - | - | 615 | 3yQ+615 | - | - | | W-K | GHK | 476.000 | 2.90 | Foo | - | - | - | - | 15.00% | - | Iwurqprp | 3wL | - | - | 101 | 3zQ+101 | - | - | | F-G | ZBQ | 95.000 | 7.20 | Fx2 | - | - | - | - | 97.00% | - | Kceochey | 3yN | - | - | 150 | 3nY+150 | - | - | | T-X | HPY | 96.986 | 8.60 | Zrr3 | - | - | - | - | 89.30% | - | Fqkaejit | 3vN | - | - | 290 | 3yY+290 | - | - | | O-H | MFU | 32.891 | 3.20 | K2 | - | - | - | - | 76.84% | - | Ydjualjb | 3eH | - | - | 195 | 3hF+195 | - | - | | T-I | EEQ | 5.600 | 9.80 | Arr | - | - | - | - | - | - | Grcfdlqs | 3uF | - | - | 70 | 3dZ+70 | - | - | | Rgg | FZR | 11.800 | - | QQ | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments T-I: Redemption: 2022-10-15; Registration: 144P/Yig K;
W-K: Redemption: 2022-10-15; Registration: 144A/Jck B;
F-G: Redemption: 2022-10-15; Registration: 144E/Wsx Y;
O-H: Redemption: 2022-10-15; Registration: 144H/Djq L;
T-X: Redemption: 2022-10-15; Registration: 144T/Ddw J;
T-H: Redemption: 2022-10-15; Registration: 144B/Tlw B;
Rgg: Redemption: 2022-10-15; Registration: 144Z/Ntc N; Deal Comments Jzxwyayqwyb. Rhy Xaee Pzywhai 1.00 Reinvestment Period (YRS) 4 Reinvestment Period End Date Aug 3, 2002 |
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