BNPP AM Euro CLO DAC (BNPAM) 2021

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UGPR47.3007.60Mhh3-QQQ-28.62%-Rqhfpwdm3tLp-3103wCe+310-636.00000
D-1XCX74.0008.10Xa2-II77.84%-Vyrrobst3xPx-1553zRn+155-238.00000
YWVY38.0001.40M3-I-2.21%-Akpbqeoa3oWw-8753dQe+829-50.00000
Qxl 2HXB61.700------------Retained
Vll 1ZUK62.100------------Retained
GPGC3.7001.50Omm-III--Xdqvryhw3vCy-303rVg+30-415.00000
OQLE328.0009.30Xrr-ZZZ57.00%-Cxxjxmws3wJe-853mKr+85-261.00000
AAED67.2001.10W2-T15.18%-Rvvvwseu3hDm-2153bSx+215-585.00000
MJZC15.7001.90Sy3-II-6.81%-Tmrlvjrx3qDg-5803tVo+580-768.00000
S-2OWY85.0002.60Jj2-JJ20.82%-Lwjea---2%-387.00000
Tranche Comments
G: Redemption: 2022-12-29; O: Redemption: 2022-12-29; D-1: Redemption: 2022-12-29; S-2: Redemption: 2022-12-29; A: Redemption: 2022-12-29; U: Redemption: 2022-12-29; M: Redemption: 2022-12-29; Y: Redemption: 2022-12-29; Vll 1: Redemption: 2022-12-29; Qxl 2: Redemption: 2022-12-29;
Deal Comments
Wpn Wqxx Vabwprs 1.00
Originator(s)
IEF Fjauqjb CP
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 3, 2009
Refinancing
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan