BBAM European CLO DAC (BBAME) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-OYZC36.0009.80Id3FF--9.10%-Lpblpxzi3vGm-6053jAo+591-90.00000
O-1-AQQO49.5001.50Ho2FF-78.60%-Yzfammhb3xDf-1503vOv+150-703.00000
O-IZYQ285.0003.70YddXXX-95.40%-Hfdwxiex3gMa-873iEw+87-674.00000
J-2-WDAX47.0002.50Zj2TT-66.40%-Wwrga---2.00%2.000%370.00000
C-UTLO84.7008.70T2X-21.90%-Ppvsfssr3mEs-2003wKu+200-276.00000
O-KMUX80.1003.40Kvv3QQQ-17.00%-Wscyxuml3yYm-3003pLu+300-952.00000
Q-S LBF35.00082.00W3H--8.50%-Rmjmfsry3aRi-9003gMo+855-18.00000
Tranche Comments
O-I: First Pay: 2021-10-22; Redemption: 2022-12-29; O-1-A: First Pay: 2021-10-22; Redemption: 2022-12-29; J-2-W: First Pay: 2021-10-22; Redemption: 2022-12-29; C-U: First Pay: 2021-10-22; Redemption: 2022-12-29; O-K: First Pay: 2021-10-22; Redemption: 2022-12-29; P-O: First Pay: 2021-10-22; Redemption: 2022-12-29; Q-S : First Pay: 2021-10-22; Redemption: 2022-12-29;
Deal Comments
Meuep. Tps Ueqq Weqbpug 1.7
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Jan 14, 2003

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan