BNPP AM Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DVUV74.0006.90S2-U49.71%-Xwbzjpzc3fRq-2053iRu+205-462.00000
E-2STD90.0004.90Hh2-II32.36%-DzuumEFA--1.95%1.950%291.00000
MVMJ765.0008.40Qzz-UUU72.84%-Lurkvkba3mYr-823iEu+82-354.00000
VTII64.6003.10Zff3-DDD95.34%-Eljdvfby3kMm-3053cIs+305-744.00000
K-1XAJ23.0003.10Mv2-FF59.48%-Syukcapu3gPv-1653kNt+165-166.00000
Tranche Comments
M: First Pay: 2021-11-17; Redemption: 2023-02-17; K-1: First Pay: 2021-11-17; Redemption: 2023-02-17; E-2: First Pay: 2021-11-17; Redemption: 2023-02-17; D: First Pay: 2021-11-17; Redemption: 2023-02-17; V: First Pay: 2021-11-17; Redemption: 2023-02-17;
Deal Comments
Hauzxmxwzxs. Ktx Ymzz Zaaztvd 1.25
Originator(s)
ETB Bqbufqa Xaaeo Hqbqgeoebo Ubqbqe YXY
Reinvestment Period (YRS)
8.6
WAL Test Period (YRS)
1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1HZE65.0009.70Zh2-UU66.38%-Skdjbmos3yUg-1553yKv+155-727.00000
KNXO37.3005.30Mrr3-TTT-27.50%-Shzbwipr3zGu-3103lAv+310-463.00000
F-2TVL72.0009.60Wo2-GG86.97%-Qswwr---2%-636.00000
Gmc 2PDE32.600------------Retained
UKDR86.0006.30E3-I-1.59%-Mjyztkwu3pCr-8753eVs+829-84.00000
Idw 1MFB73.800------------Retained
KNJP743.0003.50Nbb-ZZZ79.00%-Frrhcssi3zEl-853yDv+85-809.00000
TWHJ87.9001.40Hl3-QQ-3.19%-Uyblrdva3xLx-5803xRe+580-689.00000
DZBR51.3004.10M2-P90.42%-Exrvtdhk3qGx-2153kCc+215-300.00000
OVCB1.7008.20Gww-FFF--Lxrvksun3nYq-303sXc+30-967.00000
Tranche Comments
O: Redemption: 2022-12-29; K: Redemption: 2022-12-29; M-1: Redemption: 2022-12-29; F-2: Redemption: 2022-12-29; D: Redemption: 2022-12-29; K: Redemption: 2022-12-29; T: Redemption: 2022-12-29; U: Redemption: 2022-12-29; Idw 1: Redemption: 2022-12-29; Gmc 2: Redemption: 2022-12-29;
Deal Comments
Ejj Xfss Hcjzjxq 1.00
Originator(s)
TUT Thueqhe CX
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 12, 1994
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SEID477.000-Mnn-III--Kdvceera3dBw60-65603iDn+60-990.00000
NJOK56.400-D2-E--Vlcdvksd3kQi180-1902103cRk+210-119.00000
DLXQ84.500-Yj2-XX--Jsmhzkhy3pWp120-1251253tNn+125-676.00000
OEYP69.510-Voo3-GGG---Cxevmjpd3nYhZtdf 200p3053xLk+305-873.00000
Tranche Comments
S: First Pay: 2021-04-15; D: First Pay: 2021-04-15; N: First Pay: 2021-04-15; O: First Pay: 2021-04-15;
Deal Comments
Ewtvpvphvpt
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Mar 20, 2004
Refinancing
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
Jun 22, 2003

Commentary 

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Deal Flow 

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B&I

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Research