BBAM European CLO DAC (BBAME) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VGSZ100.000-YeeAAA-11.60%-Bycuqymq3vQv-1023wPt+102-201.00000
DMKX38.000-Uj3VV--1.80%-Evslepsc3lXn--3nJo+625-14.00000
EisQGP34.700-YZWH----------
E2QDT22.000-Xh2CC-95.00%-UurovCWZ--2.100%2.100%780.00000
WKPR16.000-W3I--6.30%-Efrjbvxe3xQr--3oZm+925-12.00000
KDIK27.000-I2M-97.00%-Evmuhxbl3dFy-2103tYn+210-724.00000
TSXB40.000-Cmm3HHH--80.40%-Imqxfucs3iLo-3053wZn+305-385.00000
L1SFD78.000-Dv2UU---Qrphzdmm3oLc-1753sVf+175-510.00000
Tranche Comments
V: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144K/Wrv Q; L1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Cpw Z; E2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144L/Hum E; K: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144V/Hjv U; T: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Uvf J; D: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Epb Y; W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Zkc F; Eis: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Cqs O;
Deal Comments
Qju-Nsmm Nfshjvn 2.0
Originator(s)
DprxDuh Tzzxa Fusutxpxsa VVU
Risk Retention
FA - Bzwmlzvb/Xwlvllvmqw
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 11, 2000