BNPP AM Euro CLO DAC (BNPAM) 2021

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2ICR39.0003.80Fx2-HH91.80%-Rygzp---2%-848.00000
XKFR531.0003.10Cdd-ZZZ64.00%-Kpcyumrl3dJj-853lSi+85-783.00000
Udr 1MCZ81.100------------Retained
G-1AVL24.0008.70Qs2-TT27.65%-Npezwohy3vFh-1553tQn+155-946.00000
UHED39.5008.60Wl3-MM-9.90%-Duefuyrl3mVg-5803vVs+580-366.00000
QYOI54.0006.70I3-S-1.57%-Jyzyszcr3kAb-8753tBy+829-56.00000
ZNAP9.8002.10Vgg-FFF--Mbsbmrbh3kQs-303rUd+30-495.00000
RAYB49.7006.10R2-N85.19%-Ayurmrof3tGn-2153nJr+215-356.00000
Lzq 2IVY51.100------------Retained
CDKA73.8001.30Cww3-GGG-67.44%-Yufswaml3dDn-3103aWw+310-748.00000
Tranche Comments
Z: Redemption: 2022-12-29; X: Redemption: 2022-12-29; G-1: Redemption: 2022-12-29; G-2: Redemption: 2022-12-29; R: Redemption: 2022-12-29; C: Redemption: 2022-12-29; U: Redemption: 2022-12-29; Q: Redemption: 2022-12-29; Udr 1: Redemption: 2022-12-29; Lzq 2: Redemption: 2022-12-29;
Deal Comments
Jbp Isff Xlpbbdm 1.00
Originator(s)
HMB Bzhdizl WB
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 11, 2020
Reset
Yes