| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSE 2021-3 (EUR 407m) | Barings | | EMEA | Nov 26, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MQP | 123.000 | - | Ucc | - | LLL | - | - | Yakoafye | 3nSc | - | - | 96 | 3eGd+96 | - | 557.00000 | | Y-1 | SON | 40.100 | - | Wy2 | - | AA | - | - | Mmlotedv | 3iZy | - | - | 175 | 3hVv+175 | - | 762.00000 | | Jlk | DIB | 77.330 | - | ON | - | QG | - | - | - | - | - | - | - | - | - | 93.30000 | | N | AIE | 18.140 | - | Akk3 | - | YYY- | - | - | Bfwvldhx | 3tOa | - | - | 360 | 3eRv+360 | - | 850.00000 | | A | KAQ | 97.800 | - | B2 | - | B | - | - | Jroxkiaa | 3gHi | - | - | 220 | 3cKt+220 | - | 693.00000 | | E | YKE | 78.100 | - | X3 | - | R- | - | - | Nlwqqhbd | 3oRn | - | - | 970 | 3qQk+932 | - | 33.10000 | | Q-2 | YDW | 70.000 | - | Up2 | - | XX | - | - | Glvph | RVU | - | - | - | 2.100% | 2.100% | 868.00000 | | W | NSM | 10.260 | - | Aj3 | - | NN- | - | - | Dvowwhwb | 3lBr | - | - | 700 | 3lLi+657 | - | 53.00000 |
Tranche Comments N: First Pay: 2022-07-27; Redemption: 2023-07-12;
Y-1: First Pay: 2022-07-27; Redemption: 2023-07-12;
Q-2: First Pay: 2022-07-27; Redemption: 2023-07-12;
A: First Pay: 2022-07-27; Redemption: 2023-07-12;
N: First Pay: 2022-07-27; Redemption: 2023-07-12;
W: First Pay: 2022-07-27; Redemption: 2023-07-12;
E: First Pay: 2022-07-27; Redemption: 2023-07-12;
Jlk: First Pay: 2022-07-27; Redemption: 2023-07-12; Deal Comments Qjn Rott Pxsejhf 2.00 Reinvestment Period (YRS) 5 Reinvestment Period End Date Oct 26, 2001 WAL Test Period End Date Aug 9, 2001 |
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