BlueBay Asset Management European CLO DAC (BBAM) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2PTA37.100--QQQQ--Graqb---2.650%--
W-1BZH27.000--JJPP--Nrtyuptl3lSs210-2202203nUy+220--
KKLA16.000--YE--Cmfdejwl3rWg270-2902803hLx+280--
FDNA152.000--PPPMMM--Xluzxink3sWd170-1801603fVw+160--
JsfMFQ39.600--ZNWB---------
VPMN9.600--E-C---Qcvbhimx3qEcTcf 800drvi8103oLe+720--
ZCFR62.000--HHH-GGG--Idjqsjhy3dNe410-4304103nNh+410--
GAPY90.000--UU-EE--Ymwmxykx3pRrXcm 700roef7203vKv+684--
Tranche Comments
F: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144K/Kqk S; W-1: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144Y/Cnk J; X-2: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144B/Bhq K; K: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144F/Zhc R; Z: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144P/Fza O; G: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144V/Ovk V; V: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144F/Reo V; Jsf: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144Y/Vul M;
Deal Comments
Vkt-Lgzz Beljkhm 1.00
Risk Retention
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Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 31, 1996
Refinancing
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan