BBAM European CLO DAC (BBAME) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KGWX81.000-Qtt3-BBB---Pdvqsheg3eDk-3303hRk+330-987.00000
QBWM851.000-Iff-AAA--Skbmumnw3tUq-923xZh+92-304.00000
WTPC29.100-Be3-VV---Ofwxjdig3gNp-6753aQo+649-86.73000
ICUZ6.700-OP-AZ--------Retained
DNTB20.000-S2-O--Zpdkusha3vEp-2303kOs+230-661.00000
VBSB79.000-R3-A---Lfeusemn3pUp-9903nMt+926-19.00000
HsrXLN36.340-YA-KS--------Retained
B-1EUE86.000-Gc2-CC--Rmpwmzik3bXz-1703oAw+170-840.00000
A-2HYE21.000-Lx2-KK--YytywWWN--2.200%2.200%962.00000
Tranche Comments
Q: First Pay: 2022-10-15; Redemption: 2023-09-25; B-1: First Pay: 2022-10-15; Redemption: 2023-09-25; A-2: First Pay: 2022-10-15; Redemption: 2023-09-25; D: First Pay: 2022-10-15; Redemption: 2023-09-25; K: First Pay: 2022-10-15; Redemption: 2023-09-25; W: First Pay: 2022-10-15; Redemption: 2023-09-25; V: First Pay: 2022-10-15; Redemption: 2023-09-25; I: First Pay: 2022-10-15; Redemption: 2023-09-25; Hsr: First Pay: 2022-10-15; Redemption: 2023-09-25;
Deal Comments
Zpg Nhhh Jawjpxz 1.00

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan