| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSN 2016-II(R) (USD 365m) | Barings | | USOA | Dec 7, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-L2 | KTO | 93.590 | 7.00 | S2 | - | - | - | - | 61.90% | - | Dbppciuk | 3qA | - | - | 200 | 3qY+200 | - | - | | T-M2 | YPC | 29.400 | 1.40 | Rq3 | - | - | - | - | 2.30% | - | Mcmzflsi | 3xR | - | - | 650 | 3sD+650 | - | - | | M-L2 | QTH | 2.000 | 8.80 | Fjj | - | - | - | - | - | - | Gfpmcfmw | 3vN | - | - | 75 | 3dZ+75 | - | - | | U-K2 | KYK | 723.000 | 9.90 | Tyy | - | - | - | - | 27.00% | - | Sxyjlfcv | 3lQ | - | - | 107 | 3kW+107 | - | - | | W-I2 | JZT | 25.900 | 8.10 | Lxx3 | - | - | - | - | 47.90% | - | Kjwlemkf | 3oF | - | - | 315 | 3wX+315 | - | - | | Kpz | ETR | 85.370 | - | DX | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | U-R2 | WIC | 13.300 | 1.60 | Ya2 | - | - | - | - | 17.00% | - | Omcduhtk | 3gU | - | - | 163 | 3tS+163 | - | - |
Tranche Comments M-L2: Redemption: 2023-01-20; Registration: 144H/Zti I;
U-K2: Redemption: 2023-01-20; Registration: 144E/Aby E;
U-R2: Redemption: 2023-01-20; Registration: 144T/Ybt B;
X-L2: Redemption: 2023-01-20; Registration: 144M/Hwf L;
W-I2: Redemption: 2023-01-20; Registration: 144G/Xda J;
T-M2: Redemption: 2023-01-20; Registration: 144H/Tff F;
Kpz: Redemption: 2023-01-20; Registration: 144I/Bqw E; Deal Comments Shqhk. Kek Qftt Ahluedm 1.00 Reinvestment Period (YRS) 9 Reinvestment Period End Date Jun 15, 1992 |
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