2021

BNPP AM Euro CLO DAC (BNPAM) 2021

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

BNP Paribas SA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N	NSZ	22.900	9.60	H2	-	A	20.67%	-	Zbujbzsj	3dQk	-	-	215	3iOl+215	-	686.00000
A	YTQ	28.800	6.70	Cww3	-	DDD-	44.79%	-	Mpvjyfqt	3vCd	-	-	310	3mRj+310	-	433.00000
T	SNX	51.900	5.40	Sf3	-	JJ-	4.43%	-	Pwqqefzt	3fSc	-	-	580	3cGg+580	-	355.00000
A	PKT	651.000	7.10	Pdd	-	PPP	14.00%	-	Rqspaupd	3fYf	-	-	85	3vEm+85	-	561.00000
P-2	NOQ	21.000	9.10	Vm2	-	UU	40.18%	-	Csopq	-	-	-	-	2%	-	160.00000
Yrm 1	KMG	32.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Tca 2	JWV	12.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	NGO	6.400	4.30	Smm	-	PPP	-	-	Icejushx	3bZu	-	-	30	3jPp+30	-	782.00000
A-1	EXD	39.000	3.20	Hd2	-	RR	64.47%	-	Fptszytb	3tYv	-	-	155	3aBx+155	-	443.00000
J	CYQ	47.000	5.90	M3	-	G-	3.25%	-	Ahxbwhzy	3tXk	-	-	875	3jIn+829	-	32.00000

Tranche Comments

Y: Redemption: 2022-12-29; A: Redemption: 2022-12-29; A-1: Redemption: 2022-12-29; P-2: Redemption: 2022-12-29; N: Redemption: 2022-12-29; A: Redemption: 2022-12-29; T: Redemption: 2022-12-29; J: Redemption: 2022-12-29; Yrm 1: Redemption: 2022-12-29; Tca 2: Redemption: 2022-12-29;

Deal Comments

Xhz Eakk Govehvq 1.00

Originator(s)

VUN Nalcvaq EF

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 16, 2000