| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSN 2022-I (USD 405m) | Barings | | USOA | Mar 18, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RRW | 23.000 | - | FK | EE | - | - | - | 17.15% | - | Rnfxwzdn | TPCS | - | - | 195 | ISIA+195 | - | - | | K | UWN | 82.000 | - | GR | OOO- | - | - | - | 45.00% | - | Tbxcares | ZTAN | - | - | 365 | APNW+365 | - | - | | Nfl | GOU | 21.000 | - | YX | VT | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | Y-1 | KLM | 613.000 | - | Qqq | UT | - | - | - | 44.00% | - | Xbajaqei | CBZW | - | - | 138 | CZKA+138 | - | - | | G | AAQ | 23.000 | - | Ba3 | VC | - | - | - | 6.00% | - | Bmevwusr | IUSC | - | - | 700 | ZYOT+700 | - | - | | L-2 | LHP | 38.000 | - | Eyy | ZG | - | - | - | 11.00% | - | Rqthw | - | - | - | - | 3.180% | - | - | | C | YCZ | 62.000 | - | IO | J | - | - | - | 62.50% | - | Vjczhjft | ZWYC | - | - | 240 | NUAS+240 | - | - |
Tranche Comments Y-1: First Pay: 2022-10-19; Redemption: 2024-04-19;
L-2: First Pay: 2022-10-19; Redemption: 2024-04-19;
O: First Pay: 2022-10-19; Redemption: 2024-04-19;
C: First Pay: 2022-10-19; Redemption: 2024-04-19;
K: First Pay: 2022-10-19; Redemption: 2024-04-19;
G: First Pay: 2022-10-19; Redemption: 2024-04-19;
Nfl: First Pay: 2022-10-19; Redemption: 2024-04-19; Deal Comments Rvb Nhss Smofvtn 2.00 Reinvestment Period (YRS) 6 Reinvestment Period End Date Mar 15, 1999 |
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