BNPP AM Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2WHC51.0001.70Dr2-TT81.54%-TmazdNQL--1.95%1.950%843.00000
QNLH92.0006.80U2-W14.36%-Obzydiiu3iZy-2053yLv+205-740.00000
PFMA476.0008.80Dss-YYY77.71%-Wxbozqwa3aBj-823dOk+82-850.00000
J-1DJG65.0007.70Mm2-BB95.26%-Txmurosg3gWo-1653yHu+165-842.00000
FDTB32.7008.80Hqq3-KKK16.86%-Qpqwckvw3cMs-3053bMj+305-106.00000
Tranche Comments
P: First Pay: 2021-11-17; Redemption: 2023-02-17; J-1: First Pay: 2021-11-17; Redemption: 2023-02-17; M-2: First Pay: 2021-11-17; Redemption: 2023-02-17; Q: First Pay: 2021-11-17; Redemption: 2023-02-17; F: First Pay: 2021-11-17; Redemption: 2023-02-17;
Deal Comments
Fevciqibciu. Eci Wqyy Jexccal 1.25
Originator(s)
TCD Dlpbzlk Tkkjx Wlulgjpjux Fplubj BTB
Reinvestment Period (YRS)
8.1
WAL Test Period (YRS)
4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2LQE76.0005.90Hk2-FF31.26%-Kgwuq---2%-434.00000
XJCV54.4002.80Ph3-JJ-9.16%-Cdcaftjw3oVf-5803eWn+580-911.00000
JOTI4.2002.20Gyy-SSS--Kpsjmowe3xXd-303tDz+30-289.00000
NBQP32.7006.60Gbb3-SSS-11.63%-Zqsequfy3aFe-3103gIj+310-113.00000
Yoj 2VAE12.200------------Retained
TZZC27.0009.20F3-N-8.72%-Iedjoaxy3rSp-8753qOu+829-58.00000
Wfu 1AQT46.300------------Retained
B-1VKU28.0001.40Dt2-VV28.75%-Pyodvrqz3yQe-1553hMm+155-573.00000
VESX79.9004.10S2-C53.83%-Vjpsvcyv3jOb-2153iIc+215-300.00000
WNZG575.0008.90Ccc-PPP39.00%-Ikhsyems3wYy-853iDz+85-115.00000
Tranche Comments
J: Redemption: 2022-12-29; W: Redemption: 2022-12-29; B-1: Redemption: 2022-12-29; P-2: Redemption: 2022-12-29; V: Redemption: 2022-12-29; N: Redemption: 2022-12-29; X: Redemption: 2022-12-29; T: Redemption: 2022-12-29; Wfu 1: Redemption: 2022-12-29; Yoj 2: Redemption: 2022-12-29;
Deal Comments
Loj Hztt Isrvosp 1.00
Originator(s)
QMN Nkkkekh YB
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 26, 2021
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CFTC48.800-B2-E--Umrqowwp3jIc180-1902103pSw+210-915.00000
AIWI48.100-Zu2-PP--Ehpcqzag3sUf120-1251253kLe+125-976.00000
RJDS545.000-Pnn-UUU--Dbxuuyly3gSc60-65603bRi+60-684.00000
ZOLG60.740-Zqq3-AAA---Pbjhwlih3tTeErvi 200d3053tFd+305-727.00000
Tranche Comments
R: First Pay: 2021-04-15; A: First Pay: 2021-04-15; C: First Pay: 2021-04-15; Z: First Pay: 2021-04-15;
Deal Comments
Fyvuymyluyi
Reinvestment Period (YRS)
6.1
Reinvestment Period End Date
Aug 12, 1995
WAL Test Period (YRS)
7
WAL Test Period End Date
Aug 6, 2001

Commentary 

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Deal Flow 

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Research