BBAM European CLO DAC (BBAME) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NWAI30.000-S2-A--Vjsdksdc3pHl-2303iCf+230-727.00000
G-2WOK74.000-Ag2-DD--LhtisPAX--2.200%2.200%952.00000
TFZM243.000-Whh-GGG--Arlzvlbg3bZj-923fSs+92-164.00000
OFKS10.000-Lkk3-MMM---Wudszjan3hWg-3303oJi+330-436.00000
PQPA63.000-J3-L---Tjxmzctc3rAq-9903wSr+926-17.00000
REYV7.300-YK-WA--------Retained
W-1YIH54.000-Gn2-MM--Lrzwvzxb3nJu-1703kBv+170-878.00000
PIHN79.400-Mw3-MM---Kqqpwhdu3qVc-6753rVx+649-44.80000
MdqCBX82.150-DV-GS--------Retained
Tranche Comments
T: First Pay: 2022-10-15; Redemption: 2023-09-25; W-1: First Pay: 2022-10-15; Redemption: 2023-09-25; G-2: First Pay: 2022-10-15; Redemption: 2023-09-25; N: First Pay: 2022-10-15; Redemption: 2023-09-25; O: First Pay: 2022-10-15; Redemption: 2023-09-25; P: First Pay: 2022-10-15; Redemption: 2023-09-25; P: First Pay: 2022-10-15; Redemption: 2023-09-25; R: First Pay: 2022-10-15; Redemption: 2023-09-25; Mdq: First Pay: 2022-10-15; Redemption: 2023-09-25;
Deal Comments
Lxw Wjww Ycbixqs 1.00

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan