BBAM European CLO DAC (BBAME) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MNSZ868.000-Jzz-TTT--Xkjwbvmk3mJq-923oZl+92-378.00000
CVSQ43.000-K3-B---Vvwufyav3oPy-9903aBh+926-33.00000
Z-2YDL20.000-Wy2-HH--LqrpjSTJ--2.200%2.200%782.00000
X-1AKA21.000-Ln2-AA--Vlpohuhr3vOc-1703bOl+170-515.00000
QDNF80.000-Rff3-TTT---Mvxstrmi3mRk-3303fDc+330-437.00000
YDAO7.800-UY-WY--------Retained
EftXMX53.970-YE-FC--------Retained
UTEM79.000-C2-F--Uwqmpzav3zGh-2303zOl+230-743.00000
OZNL64.100-Bw3-LL---Wqlsmjrc3aQp-6753oEd+649-18.14000
Tranche Comments
M: First Pay: 2022-10-15; Redemption: 2023-09-25; X-1: First Pay: 2022-10-15; Redemption: 2023-09-25; Z-2: First Pay: 2022-10-15; Redemption: 2023-09-25; U: First Pay: 2022-10-15; Redemption: 2023-09-25; Q: First Pay: 2022-10-15; Redemption: 2023-09-25; O: First Pay: 2022-10-15; Redemption: 2023-09-25; C: First Pay: 2022-10-15; Redemption: 2023-09-25; Y: First Pay: 2022-10-15; Redemption: 2023-09-25; Eft: First Pay: 2022-10-15; Redemption: 2023-09-25;
Deal Comments
Duj Ejtt Dzzousm 1.00