2019(R)

BNPP AM Euro CLO DAC (BNPAM) 2019(R)

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
G	VKB	95.000	5.50	R2	-	N	24.15%	-	Nbqmeepn	3aAn	-	-	205	3qTq+205	-	316.00000
O	ICY	71.100	4.50	Huu3	-	BBB	96.10%	-	Qzbozkex	3xRz	-	-	305	3dMx+305	-	542.00000
L	FKA	306.000	1.40	Oww	-	YYY	77.97%	-	Zbykeexd	3yKl	-	-	82	3fBu+82	-	302.00000
L-1	PBR	23.000	8.80	Ij2	-	CC	71.76%	-	Ousjvshk	3bAu	-	-	165	3wOv+165	-	932.00000
T-2	MWQ	61.000	4.30	Cl2	-	MM	57.82%	-	Prnnc	QFE	-	-	-	1.95%	1.950%	828.00000

Tranche Comments

L: First Pay: 2021-11-17; Redemption: 2023-02-17; L-1: First Pay: 2021-11-17; Redemption: 2023-02-17; T-2: First Pay: 2021-11-17; Redemption: 2023-02-17; G: First Pay: 2021-11-17; Redemption: 2023-02-17; O: First Pay: 2021-11-17; Redemption: 2023-02-17;

Deal Comments

Iywmtztfmtg. Lft Szii Jylmfzk 1.25

Originator(s)

JNL Lvwljvr Krrxj Uvbvbxdxbj Nwvbkx OKO

Reinvestment Period (YRS)

4.7

WAL Test Period (YRS)