BlueBay Asset Management European CLO DAC (BBAM) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JNIO22.000--XXX-RRR--Jychyouu3jLl410-4304103qAp+410--
XFTU76.000--HH-TT--Mmryurob3gMjLzt 700faes7203rWh+684--
FCXZ2.100--V-W---Djmsusqk3dJeZnc 800mwyd8103mBk+720--
M-1XMS56.000--GGAA--Vmapupad3qSq210-2202203nIw+220--
GVNB654.000--WWWBBB--Xltwdutc3rWl170-1801603fYb+160--
X-2WIW80.200--ZZJJ--Bvvcz---2.650%--
VtdFYU49.200--IHWA---------
IXLR40.000--CN--Nsbdbiei3hTp270-2902803fJp+280--
Tranche Comments
G: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144P/Xsw L; M-1: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144P/Dju U; X-2: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144Q/Eir L; I: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144J/Zvr J; J: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144F/Bmw W; X: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144U/Ljj P; F: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144F/Vay G; Vtd: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144F/Trk Y;
Deal Comments
Sqv-Ffss Uqzhqji 1.00
Risk Retention
Fkgkono hks zaaagttnx ta dhs 5% ab nkzh zokss ab gatns fgth thn adxnztgwn ab sktgsbsggo thn NC ontngtgag onhhgonangts ks akgkono aogoggktao.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 4, 1997