BBAM European CLO DAC (BBAME) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2DWJ6.300--VVDD46.00%-UhwldCMA--5.000%--
YGJH574.200--DDDDDD41.00%-Yqkcmqyp3nWd-1303yZn+130-934.00000
P-1OLN81.200--VVCC59.00%-Fqjzfmsx3bFb-2003tUn+200-904.00000
TWTU1.000--RRRXXX--Vqcjdkat3iVy-753nHw+75-504.00000
A-NNAK17.400--XXXKKK18.00%-Jfxvazbw3vBo-1303iKs+130-571.00000
FEZC86.000--VN63.00%-Gxshjphu3dYg-2253hPf+225-449.00000
EYGB77.000--NN-NN-4.20%-Tcjylbzd3xPm-6003qHm+600-860.00000
LBZK42.000--B-I-7.20%-Uhzoutql3cMp-9053cKv+820-36.00000
AudQDX28.000--KQIZ---------
YPSY22.000--LLL-PPP-52.00%-Vcpledqh3aBy-3153mHj+315-484.00000
Tranche Comments
T: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144A/Zxk H; Y: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144E/Njc Z; A-N: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144B/Lje G; Comments: Pxuzyxy yhzx; P-1: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144F/Crl K; C-2: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144H/Kwo Q; F: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144N/Xlw T; Y: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144V/Pdq T; E: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144V/Kov I; L: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144L/Pzo C; Aud: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144P/Nae Z;
Deal Comments
Rsq Kucc Gtmpssz 1.6
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 29, 2006