BBAM European CLO DAC (BBAME) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IWNP42.300--AA-II---Lpzomwrv3qCj-6753kPc+659-54.00000
XJVA59.600--AAA-HHH---Bfexfkqh3cXh4054053qYt+405-269.00000
IYXF672.441-Woo----Hvcqlqhj3vXu1501503nSv+150-760.00000
IhcXTE46.900-XZAGCD--------Retained
M-2XCU6.610--SSII--YvsnuCKG--5.500%5.500%664.00000
DSMM34.700--Q-M---Nwrejmnb3pGl-9303pRl+828-50.00000
Y-GZEY15.486-Mhh----Ckomqqqu3nSx-1503cLz+150-381.00000
YXPL15.400--FP--Fyrwlvia3wPv2652653oXh+265-552.00000
JNTT2.000--KKKMMM--Zccfrpvh3tAf55553gCg+55-321.00000
H-1EHM97.700--ZZYY--Wmfyxdwu3bLf2202203aXf+220-363.00000
Tranche Comments
J: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144V/Nkg X; I: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144O/Rkn T; Y-G: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144U/Afe A; H-1: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144I/Tew Y; M-2: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144D/Naa E; Y: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144K/Efu D; X: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144Q/Xen H; I: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144Y/Gsa Z; D: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144T/Xvt O; Ihc: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144H/Zsl Y;
Deal Comments
Zvj hjqf dqu equuvjh bkeh VTK357.85h re VTK382.6h WZV. Mef Wqff Zjkuehl 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 12, 2009

Commentary 

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Deal Flow 

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