| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSN 2019-II(R) (USD 460m) | Barings | | USOA | Nov 20, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-II | YIL | 778.000 | 6.50 | Xaa | KKK | - | - | - | 11.00% | - | Ppmomkvo | QAQI | - | 135 | 135 | HIXV+135 | - | - | | V-WW | UQK | 74.000 | 7.80 | - | ZZ- | - | - | - | 4.00% | - | Umokzxbe | JNII | - | 575-600 | 600 | SQEU+600 | - | - | | V-II | XNM | 53.000 | 3.20 | - | ZZ | - | - | - | 31.00% | - | Alujwyah | XUOB | - | 170 | 170 | QTDB+170 | - | - | | D-2-KK | ZET | 26.000 | 2.10 | - | KKK- | - | - | - | 48.00% | - | Hkzhkjoc | LEVC | - | 410-420 | 425 | QXJL+425 | - | - | | Poo Ggr | CNM | 11.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | M-OO | FJB | 77.000 | 2.00 | - | B | - | - | - | 86.00% | - | Bcbvajqf | QZJC | - | 190 | 190 | IMMG+190 | - | - | | T-1-LL | NAP | 77.000 | 4.20 | - | LLL | - | - | - | 82.00% | - | Kxznxkyn | TETW | - | 300-310 | 290 | AJWY+290 | - | - |
Tranche Comments J-II: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144T/Gfs T;
V-II: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144B/Djg Y;
M-OO: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144Y/Mtb W;
T-1-LL: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144Q/Hzm C;
D-2-KK: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144C/Rsr N;
V-WW: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144A/Zfj F;
Poo Ggr: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144E/Vhy H; Deal Comments Zvjvb. Yuf Uyyy Pvzgurq 2.00 Reinvestment Period (YRS) 5 Reinvestment Period End Date Jun 10, 2011 |
|
