BBAM European CLO DAC (BBAME) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2-TYJT68.0003.20Na2VV-30.80%-Nbowv---2.00%2.000%400.00000
W-GLAV20.6001.80G2R-13.90%-Qmzpxaza3iZi-2003rAv+200-165.00000
D-1-IAKP26.2002.80Rx2LL-47.70%-Rswlddmc3pSa-1503mCd+150-108.00000
S-RTYU85.0008.60Kx3OO--9.30%-Szrabrrd3zNn-6053dBc+591-12.00000
M-ELTK630.0003.20JggEEE-13.20%-Itwtmltg3fKc-873lBq+87-283.00000
P-QBIT94.1009.20Yff3FFF-19.00%-Mpmwdahu3rWu-3003lBm+300-267.00000
O-T TIH14.00011.00D3Q--9.10%-Svqmrvxp3wJb-9003hAo+855-69.00000
Tranche Comments
M-E: First Pay: 2021-10-22; Redemption: 2022-12-29; D-1-I: First Pay: 2021-10-22; Redemption: 2022-12-29; O-2-T: First Pay: 2021-10-22; Redemption: 2022-12-29; W-G: First Pay: 2021-10-22; Redemption: 2022-12-29; P-Q: First Pay: 2021-10-22; Redemption: 2022-12-29; S-R: First Pay: 2021-10-22; Redemption: 2022-12-29; O-T : First Pay: 2021-10-22; Redemption: 2022-12-29;
Deal Comments
Mkvkp. Zuc Vcbb Nkvuufw 1.7
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Oct 29, 2010
Refinancing
Yes