| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BABSE 2024-1 (EUR 373m) | Barings | | EMEA | May 30, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LLV | 50.000 | 2.00 | - | UUU- | JJJ- | 22.39% | - | Ywctptko | 3vJd | - | - | 450 | 3aLa+450 | - | 381.00000 | | Srx | OIV | 51.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | Q Q | TAU | 15.980 | 4.20 | - | MMM | EEE | 72.00% | - | Vhjosyaw | 3xCo | - | - | 145 | 3sTi+145 | - | 981.00000 | | Z | XCJ | 30.000 | 5.90 | - | F- | R- | 4.24% | - | Rmfqyhpu | 3vSr | - | - | 1000 | 3xBb+893 | - | 59.00000 | | S | CCL | 27.000 | 8.30 | - | KK | II | 54.00% | - | Ijwqwwbh | 3mFz | - | - | 210 | 3tRl+210 | - | 960.00000 | | E | QIX | 79.000 | 7.20 | - | X | O | 30.39% | - | Xxvfbcvk | 3bOk | - | - | 265 | 3mOi+265 | - | 972.00000 | | E | YAR | 193.920 | 3.20 | - | ZZZ | SSS | 51.00% | - | Pwfuzova | 3kVk | - | - | 145 | 3qOs+145 | - | 889.00000 | | H | MYU | 30.000 | 1.30 | - | DD- | KK- | 3.24% | - | Cxukckas | 3vCi | - | - | 740 | 3aQf+724 | - | 19.00000 |
Tranche Comments E: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144G/Heq D;
Q Q: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144L/Wsn P;
S: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144T/Fvx M;
E: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144G/Ktx Z;
Z: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144Z/Aob C;
H: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144A/Jod D;
Z: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144I/Vjt E;
Srx: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144U/Crh N; Deal Comments Fpg Uuff Hjpspcz 1.5 Reinvestment Period (YRS) 2.9 Reinvestment Period End Date Feb 22, 2016 |
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