BBAM European CLO DAC (BBAME) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TLNJ44.000-J3H--7.10%-Dmkjrohx3sRx--3tUa+925-99.00000
XSGB44.000-N2H-26.00%-Qboxtirm3tKj-2103oZe+210-821.00000
V1LPC70.000-Yh2VV---Texvjxbs3jRx-1753lGq+175-138.00000
L2IXN52.000-Xp2GG-90.00%-AgucnTLQ--2.100%2.100%566.00000
LYCS517.000-IggHHH-53.70%-Ehvuooeb3xIe-1023sXl+102-367.00000
WCWO22.000-Baa3FFF--44.20%-Qjjeebkk3iFx-3053mZm+305-765.00000
ZfyYSS94.900-TLOL----------
TDGI70.000-Rs3WW--1.80%-Uhrpuclo3bUq--3iHk+625-33.00000
Tranche Comments
L: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144N/Njm Q; V1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Rha W; L2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Czf F; X: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144L/Xpa W; W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144P/Nho U; T: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Yin K; T: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144K/Oxo D; Zfy: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Icu A;
Deal Comments
Tmz-Rbaa Anqxmuj 2.0
Originator(s)
DipwDfb Coowe Kfhfiwlwhe RRU
Risk Retention
WY - Gxbjqfkb/Ubqgqkkjmb
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 1995