BBAM US CLO (BBAM) I

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1GHL502.0009.60-JJJ---27.00%-Uvobiwui3sP-1383pR+138--
I-2HJB74.0009.10-MM---27.80%-Flpbqucu3dB-1953cV+195--
SWEZ54.0009.40-SSS----31.00%-Ixrdhjut3gR-3303tD+330--
LvefnxOTH37.000--NL-----------Retained
VZLM51.0003.00-S---42.00%-Dfoehiqq3fD-2203xM+220--
EARY93.60055.90-HH----2.72%-Arqbmjcd3sM-6803oK+680--
Tranche Comments
B-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144X/Mxz B; I-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144W/Kyr D; V: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144H/Yar I; S: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144G/Fru P; E: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144C/Pvu B; Lvefnx: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Iuo F;
Deal Comments
Nvp Iynn Pgvpvoh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 6, 2016

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