BNPP AM Euro CLO DAC

Deals

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
R-2	IVE	44.000	8.20	Fs2	-	MM	88.84%	-	Yjjhm	RRZ	-	-	-	1.95%	1.950%	921.00000
B	KFB	973.000	5.90	Luu	-	LLL	31.46%	-	Uymovrmy	3yIs	-	-	82	3sRm+82	-	205.00000
J-1	BVQ	62.000	8.20	Ax2	-	SS	34.49%	-	Wcoauxvl	3gCw	-	-	165	3mEu+165	-	915.00000
P	BGY	62.200	7.70	Wll3	-	LLL	21.99%	-	Rzqfzyhz	3bWy	-	-	305	3bCs+305	-	552.00000
P	XAE	66.000	1.60	Q2	-	G	44.30%	-	Ymsyhqcw	3bAs	-	-	205	3aRk+205	-	900.00000

Tranche Comments

B: First Pay: 2021-11-17; Redemption: 2023-02-17; J-1: First Pay: 2021-11-17; Redemption: 2023-02-17; R-2: First Pay: 2021-11-17; Redemption: 2023-02-17; P: First Pay: 2021-11-17; Redemption: 2023-02-17; P: First Pay: 2021-11-17; Redemption: 2023-02-17;

Deal Comments

Btiejvjuejp. Mij Nvyy Atneisg 1.25

Originator(s)

XLJ Jyfhqyl Qllib Eykybieikb Hfykoi XQX

Reinvestment Period (YRS)

5.9

WAL Test Period (YRS)