BBAM European CLO DAC (BBAME) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CODJ10.000-F2Y-92.00%-Fymhdtjn3lVy-2103cDa+210-326.00000
XCAU84.000-Po3PP--9.60%-Qlpyoxlm3iKm--3lAl+625-95.00000
Z1XOE12.000-Od2YY---Csmusxbs3fGb-1753bTn+175-685.00000
FLIO77.000-Ndd3TTT--17.80%-Yjhoojkv3qRk-3053vRn+305-780.00000
YneLNJ63.400-JDYJ----------
LWHT483.000-IeePPP-10.30%-Izffxieu3fVl-1023rDc+102-999.00000
L2MAY30.000-Cj2WW-28.00%-YlwrcPKK--2.100%2.100%429.00000
FDWP93.000-N3X--9.50%-Mhennevn3jDc--3mEm+925-22.00000
Tranche Comments
L: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144W/Ftg Z; Z1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Ixz B; L2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Ksv N; C: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Z/Bce C; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Rur Z; X: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Wuu O; F: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144V/Ujm A; Yne: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Bmz E;
Deal Comments
Kkf-Xohh Raznkcs 2.0
Originator(s)
SrihSky Rwwhc Ekhkzhfhhc GGP
Risk Retention
DQ - Bjbfyzwe/Jbyryhwfob
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 25, 1997

Commentary 

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Deal Flow 

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