| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSN 2022-III(R) (USD 463m) | Barings | | USOA | Sep 20, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-B | JQQ | 56.000 | 8.00 | - | - | Z | - | - | 42.00% | - | Jlfrflks | QLWY | - | 200-205 | 200 | BDTY+200 | - | - | | B-2O | VOV | 24.000 | 5.70 | - | - | PPP- | - | - | 68.00% | - | Qlftg | Shnet | - | - | 425 | 7.51% | - | - | | H | KOH | 4.000 | 2.60 | - | - | - | - | - | - | - | Rxopdaee | CZOG | - | - | 105 | PTGP+105 | - | - | | N-Y | MLM | 31.000 | 4.70 | - | - | EE | - | - | 19.00% | - | Pcujkymx | LOTX | - | 170-175 | 175 | MUMS+175 | - | - | | J-Q | LVU | 86.800 | 3.90 | - | - | JJ- | - | - | 7.50% | - | Guprlead | BGYY | - | 650-675 | 690 | QKGK+690 | - | - | | Y-1G | HBF | 294.960 | 1.80 | Iyy | - | UUU | - | - | 85.48% | - | Gwpjkcwe | XZFI | - | - | 137 | IWLF+137 | - | - | | V-1C | ZPP | 79.000 | 4.10 | - | - | FFF | - | - | 28.00% | - | Rmfzairp | CSIT | - | 320 | 320 | LEAP+320 | - | - | | L-2O | NJU | 38.290 | 1.40 | - | - | WWW | - | - | 94.00% | - | Kdufdwrc | VUPC | - | 150-155 | 159 | QTYH+159 | - | - |
Tranche Comments H: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144F/Ddg H; Comments: Bhm-bticmj;
Y-1G: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144C/Lxe P;
L-2O: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144O/Uws H;
N-Y: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144I/Xoc O;
G-B: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144G/Fns Q;
V-1C: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144W/Aea U;
B-2O: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144L/Ekt E;
J-Q: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144H/Bow S; Deal Comments Mqxqw. Fbf Kzhh Rqembej 2.00 Reinvestment Period (YRS) 5 Reinvestment Period End Date Oct 21, 2025 |
|
