BBAM European CLO DAC (BBAME) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-SGEJ95.9004.40Nyy3HHH-35.00%-Osuycehq3wBs-3003rKm+300-889.00000
V-FJOR630.0007.60UrrZZZ-15.30%-Skxpdwdb3gVx-873cZw+87-918.00000
S-QEOO49.1002.40D2Q-28.90%-Tsoxjjbg3wGe-2003jZq+200-461.00000
T-I IZC75.00044.00D3V--7.30%-Msykzlnw3vZn-9003qVq+855-47.00000
Y-2-ACHQ86.0002.10Bf2GG-27.20%-Zqstv---2.00%2.000%169.00000
Y-1-ODOR16.9006.70Fc2SS-83.20%-Txkcoxtj3aUo-1503iUr+150-332.00000
G-DXFQ46.0006.70Sx3JJ--4.50%-Juyjcjub3oMs-6053dWv+591-59.00000
Tranche Comments
V-F: First Pay: 2021-10-22; Redemption: 2022-12-29; Y-1-O: First Pay: 2021-10-22; Redemption: 2022-12-29; Y-2-A: First Pay: 2021-10-22; Redemption: 2022-12-29; S-Q: First Pay: 2021-10-22; Redemption: 2022-12-29; M-S: First Pay: 2021-10-22; Redemption: 2022-12-29; G-D: First Pay: 2021-10-22; Redemption: 2022-12-29; T-I : First Pay: 2021-10-22; Redemption: 2022-12-29;
Deal Comments
Bfyfy. Ish Ilbb Yfbmslx 1.7
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Jan 27, 2022

Commentary 

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Deal Flow 

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