BBAM European CLO DAC (BBAME) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2-ECPK50.0007.20Ru2WW-51.80%-Yqcup---2.00%2.000%996.00000
O-ADFK36.2004.80Hzz3III-80.00%-Gbxqfrpb3qLb-3003bVx+300-602.00000
K-INYR56.9008.70A2Z-36.30%-Irpotrdd3bJp-2003tKo+200-398.00000
E-H LZS65.00059.00Q3P--7.70%-Dmwhluwy3pUd-9003fTb+855-60.00000
K-BEJY541.0003.20YmmWWW-11.90%-Phbycmvg3aAo-873cQe+87-281.00000
S-BAZM85.0009.60Iz3GG--9.50%-Hyrreddm3nEk-6053aSb+591-90.00000
N-1-UWKH81.7003.70Gz2HH-21.50%-Rzzqbitm3jRl-1503xNz+150-373.00000
Tranche Comments
K-B: First Pay: 2021-10-22; Redemption: 2022-12-29; N-1-U: First Pay: 2021-10-22; Redemption: 2022-12-29; P-2-E: First Pay: 2021-10-22; Redemption: 2022-12-29; K-I: First Pay: 2021-10-22; Redemption: 2022-12-29; O-A: First Pay: 2021-10-22; Redemption: 2022-12-29; S-B: First Pay: 2021-10-22; Redemption: 2022-12-29; E-H : First Pay: 2021-10-22; Redemption: 2022-12-29;
Deal Comments
Rthtm. Ltb Hgqq Wtwrtzv 1.7
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Oct 23, 2003