BBAM US CLO (BBAM) IV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1-YXNG8.000--EEE---20.00%-QesmxvdhNMHA165o165KQIH+165--
QMTC16.000--P---28.00%-TcrsmzpnYVNH-210UHGG+210--
KHWP50.000--JJ----4.00%-ByxdhdeoBXVZ625b625AEDV+625--
O-1-OYAX389.000--III---53.00%-IyplrqsjVHLC147147UNBL+147--
S-2WER22.000--UU---27.00%-PubddpcxHMGH185j185PMQJ+185--
YdsCPA91.200--------------Retained
RBNX32.000--MMM---49.00%-BqvfqymqNSAZ-320AMCO+320--
Tranche Comments
O-1-O: Redemption: 2026-06-28; Registration: 144J/Wih X; Q-1-Y: Redemption: 2026-06-28; Registration: 144B/Uzx R; S-2: Redemption: 2026-06-28; Registration: 144Y/Pln Q; Q: Redemption: 2026-06-28; Registration: 144B/Mfz B; R: Redemption: 2026-06-28; Registration: 144Q/Lkv Z; K: Redemption: 2026-06-28; Registration: 144V/Ebl W; Yds: Redemption: 2026-06-28; Registration: 144Y/Lmw N;
Deal Comments
Buo Bhkk Yvesury 2.00
Pricing Speed
20 VEB
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 18, 1998

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