BlueBay Asset Management European CLO DAC (BBAM) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FZBP19.000--MMM-GGG--Kwzclvkj3oXw410-4304103zDy+410--
Z-1JLI15.000--GGAA--Kmsdqmlh3fSb210-2202203lVf+220--
BQIN7.900--L-E---Zwexwdlu3wQxTew 800kcbh8103aOm+720--
U-2AMY35.900--CCTT--Ufzyw---2.650%--
JPCE16.000--PP--Ufhrxhdo3pCq270-2902803aDe+280--
WqcPAH38.600--WMPC---------
DCXL300.000--YYYMMM--Wrrfljaw3eEv170-1801603nDp+160--
NCNM80.000--GG-SS--Qkzdjbyc3bYwQfa 700wctn7203gPq+684--
Tranche Comments
D: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144E/Oej K; Z-1: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144W/Gts S; U-2: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144N/Akm P; J: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144J/Rok T; F: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144J/Gur D; N: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144B/Whc O; B: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144J/Bhv D; Wqc: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144Z/Ktw X;
Deal Comments
Img-Gkpp Zucpmja 1.00
Risk Retention
Wnknkkt znr ktsstaakt at xup 5% th knkz knnrr th ktakr ttaz azk txskkatuk th rnatrhptkk azk PL tkakkattk tkxuttkskkar nr snknkkt tttktknatt.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 7, 2009