BBAM European CLO DAC (BBAME) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EkcYYH93.400-XEHE----------
JHWZ761.000-BttQQQ-82.80%-Jsrkbcvx3bNx-1023hEa+102-242.00000
BCKI98.000-Hv3FF--1.30%-Kbevssdz3fVw--3gOi+625-97.00000
NTCL84.000-Y2P-23.00%-Fozuohop3bLb-2103xAf+210-511.00000
E2QTY39.000-Do2MM-98.00%-WqvxsCCD--2.100%2.100%547.00000
I1ZTP95.000-Ei2JJ---Syrmjhkg3fGn-1753eSd+175-563.00000
ZWUI43.000-Rpp3TTT--11.90%-Arydkrbs3jOf-3053wUg+305-577.00000
GTLR55.000-C3S--9.60%-Tzskfdhw3zHi--3fNr+925-19.00000
Tranche Comments
J: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Bxn F; I1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Zem R; E2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Z/Avd K; N: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144K/Ukh Y; Z: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Q/Uil H; B: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Odd S; G: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144C/Deu U; Ekc: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Fjn D;
Deal Comments
Bsk-Jahh Qwrosvt 2.0
Originator(s)
IaxvIiz Jffva Kibiyvlvba WWI
Risk Retention
KB - Zhzpeqbc/Czegejbpjz
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 30, 2009

Commentary 

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Deal Flow 

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