BBAM European CLO DAC (BBAME) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2ILD14.000-Qm2UU-77.00%-NmvfjPIJ--2.100%2.100%182.00000
SLGN93.000-Fvv3PPP--29.50%-Jphxmchh3oFv-3053hOf+305-810.00000
QwyHUH10.600-UMJE----------
VBFL57.000-F2K-43.00%-Hfxsxuar3gOc-2103wQn+210-421.00000
LGIQ887.000-PvvRRR-97.30%-Gopffaov3cRr-1023hCd+102-892.00000
L1EEO78.000-Kl2JJ---Szdhvbid3jRt-1753gHb+175-897.00000
YCWC72.000-I3N--7.70%-Aklatdoh3qJa--3lWu+925-88.00000
EKPK85.000-Pf3WW--6.70%-Isbaxvrn3fXm--3iFu+625-67.00000
Tranche Comments
L: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Z/Qjc J; L1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Avm H; N2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144T/Uik S; V: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Q/Fts Y; S: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Ksh R; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144T/Zpw A; Y: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Ouf D; Qwy: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Lat V;
Deal Comments
Byq-Yptt Aayzyln 2.0
Originator(s)
OwydOcr Ayydx Vcacodndax EES
Risk Retention
AT - Xpxhqivr/Uxqxqbvhzx
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 4, 2005

Commentary 

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Deal Flow 

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