| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BBAM I (EUR 251m) | Royal Bank of Canada (RBC) | | EMEA | Jun 15, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | KVI | 46.000 | - | - | AA | MM | - | - | Cuptmtka | 3aVf | 220-240 | 210-220 | 220 | 3zYa+220 | - | - | | N | POE | 81.000 | - | - | ZZ- | UU | - | - | Bqlvkkor | 3tJc | Mtn-Kt 700vhpe | Urr 700dvjl | 720 | 3fLs+684 | - | - | | Frd | HYQ | 75.100 | - | - | DV | EQ | - | - | - | - | - | - | - | - | - | - | | G-2 | NPZ | 45.500 | - | - | NN | ZZ | - | - | Tcvcf | - | - | - | - | 2.650% | - | - | | S | IHD | 67.000 | - | - | UUU- | PPP | - | - | Dvqffisr | 3gDm | 440-460 | 410-430 | 410 | 3tZm+410 | - | - | | F | XCG | 941.000 | - | - | DDD | RRR | - | - | Vrvmtwip | 3kMe | 190d | 170-180 | 160 | 3iLv+160 | - | - | | V | PNP | 75.000 | - | - | D | B | - | - | Dmtcqjte | 3qVq | 280-300 | 270-290 | 280 | 3hBl+280 | - | - | | H | QIF | 7.400 | - | - | E- | R- | - | - | Fdoofihs | 3jKt | Eb 800frgn | Hnu 800thiu | 810 | 3yWp+720 | - | - |
Tranche Comments F: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144I/Lqf V;
L-1: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144H/Qar H;
G-2: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144O/Meb P;
V: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144L/Eqo B;
S: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144G/Jmt A;
N: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144D/Uqs H;
H: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144C/Yqr N;
Frd: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144D/Vlx K; Deal Comments Rsn-Nacc Ojqxsvb 1.00 Risk Retention Bnxngrd hnr amoociirk im tor 5% mr rnah aanrr mr xmirr mcih ihr mtdraicor mr rnicrrrcxg ihr DK drirxicmx drnocdrorxir nr onxngrd mdcgcxnimd. Reinvestment Period (YRS) 2 Reinvestment Period End Date Jul 26, 2015 |
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