| 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 |
|---|
| S | SAB | 44.000 | 6.50 | - | K | J | 98.52% | - | Fjoozvqz | 3jHu | - | - | 265 | 3oNa+265 | - | 345.00000 | | Ocw | XSS | 81.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | I J | GIN | 32.580 | 8.90 | - | LLL | BBB | 65.00% | - | Zzueaxod | 3dJc | - | - | 145 | 3zDh+145 | - | 278.00000 | | Q | QXQ | 81.000 | 5.00 | - | QQQ- | GGG- | 35.45% | - | Hdlxzbws | 3oJf | - | - | 450 | 3oKd+450 | - | 682.00000 | | B | EPF | 33.000 | 2.10 | - | SS | VV | 67.00% | - | Gxbkcbya | 3aWc | - | - | 210 | 3mDz+210 | - | 898.00000 | | H | NCG | 515.610 | 1.50 | - | MMM | AAA | 78.00% | - | Qyyaxapd | 3wTp | - | - | 145 | 3dYu+145 | - | 286.00000 | | E | YQK | 69.000 | 5.60 | - | EE- | QQ- | 4.20% | - | Pyzekthd | 3dVz | - | - | 740 | 3pDc+724 | - | 54.00000 | | P | GII | 65.000 | 3.70 | - | G- | A- | 3.96% | - | Pxkpdroq | 3zLg | - | - | 1000 | 3fDv+893 | - | 97.00000 |
Tranche Comments H: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144V/Trh I;
I J: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144G/Emr D;
B: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144Y/Hav Q;
S: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144O/Ydj Z;
Q: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144P/Yac R;
E: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144X/Fpt B;
P: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144L/Jda J;
Ocw: First Pay: 2025-01-20; Redemption: 2026-01-17; Registration: 144B/Mfo N; Deal Comments Boz Jall Wypsojc 1.5 Reinvestment Period (YRS) 3.8 Reinvestment Period End Date May 9, 2014 |
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