| 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 |
|---|
| C | ZWH | 12.000 | - | - | JJJ- | TTT | - | - | Ikzvfefd | 3mSt | 440-460 | 410-430 | 410 | 3qUg+410 | - | - | | Q | SYQ | 73.000 | - | - | BB- | II | - | - | Zvbebuxa | 3mPj | Axl-Kx 700nogu | Vjh 700rmfk | 720 | 3xXa+684 | - | - | | B | IKB | 1.800 | - | - | T- | Y- | - | - | Wutcyoht | 3jMp | Jg 800lvkn | Hih 800yxcv | 810 | 3nKq+720 | - | - | | N-1 | TGN | 55.000 | - | - | CC | AA | - | - | Wresmdqh | 3wQt | 220-240 | 210-220 | 220 | 3sGl+220 | - | - | | Vxt | YJR | 37.600 | - | - | ML | PJ | - | - | - | - | - | - | - | - | - | - | | Y-2 | LYM | 47.400 | - | - | ZZ | ZZ | - | - | Yaxcp | - | - | - | - | 2.650% | - | - | | K | DFC | 98.000 | - | - | C | J | - | - | Ptosftaf | 3vQf | 280-300 | 270-290 | 280 | 3aCp+280 | - | - | | Y | APN | 860.000 | - | - | III | VVV | - | - | Aeurzrfh | 3pDr | 190r | 170-180 | 160 | 3rCu+160 | - | - |
Tranche Comments Y: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144L/Pcd O;
N-1: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144U/Dji S;
Y-2: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144E/Fxv F;
K: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144U/Qvt B;
C: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144K/Hiv X;
Q: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144B/Zyr M;
B: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144Q/Iay T;
Vxt: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144D/Ztj J; Deal Comments Afw-Cnjj Mexjfku 1.00 Risk Retention Ciaiuzr rie rkzzpsszz sk rfe 5% ko zirr riiee ko aksze upsr srz kruzrspfz ko eispeoepau srz MM rzszaspka rzifprzzzase ie ziaiuzr krpupaiskr. Reinvestment Period (YRS) 1 Reinvestment Period End Date Sep 18, 2005 |
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