| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSN 2021-III (USD 408m) | Barings | | USOA | Nov 17, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | NRR | 6.260 | 5.70 | Wj2 | - | - | - | - | 66.00% | - | Wmhqv | - | - | - | - | 2.99% | - | - | | R | NKB | 12.800 | 66.40 | Ak3 | - | - | - | - | 3.00% | - | Wqxrdvle | 3wW | - | - | 665 | 3rS+665 | - | - | | Y-1 | HQS | 81.830 | 5.10 | Zo2 | - | - | - | - | 17.00% | - | Wccbftax | 3sU | - | - | 160 | 3dN+160 | - | - | | Rndzca | RQO | 65.900 | - | GT | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | R | BWM | 916.000 | 9.50 | Ugg | - | - | - | - | 89.00% | - | Fdbpqxlm | 3cM | - | - | 115 | 3jX+115 | - | - | | H | BVE | 53.200 | 4.90 | P2 | - | - | - | - | 31.20% | - | Fecmavlv | 3jB | - | - | 200 | 3lS+200 | - | - | | N | YEQ | 26.500 | 4.40 | Uyy3 | - | - | - | - | 86.30% | - | Omjzddks | 3zC | - | - | 300 | 3qU+300 | - | - |
Tranche Comments R: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144H/Otr W;
Y-1: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144X/Hbf Y;
C-2: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144I/Qce V;
H: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144W/Die W;
N: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144P/Iuy S;
R: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144K/Qcv B;
Rndzca: First Pay: 2022-04-18; Redemption: 2023-12-22; Registration: 144G/Rjf T; Deal Comments Spy Kxvv Vogzpji 2.00 Reinvestment Period (YRS) 1 Reinvestment Period End Date Dec 13, 2022 |
|
