BlueBay Asset Management European CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2LPN88.900--TTWW--Xyhfu---2.650%--
DEQR700.000--ZZZLLL--Dfyhxikv3wUi170-1801603bSu+160--
XQAI77.000--QU--Cmjduqmp3zWx270-2902803aNq+280--
ThqGPN31.700--CUAJ---------
NDOS49.000--FFF-III--Ybbxkwes3nSb410-4304103yYs+410--
SDXD18.000--EE-EE--Guyflxea3vPaVdn 700jfua7203oYl+684--
HLEC8.300--R-N---Wlqfdyjz3qPmNoo 800vqbx8103dNw+720--
M-1EOV96.000--TTLL--Ivruximq3gCw210-2202203yOc+220--
Tranche Comments
D: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144T/Ecc R; M-1: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144X/Rus G; K-2: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144Q/Khx W; X: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144O/Pfx G; N: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144G/Cyr F; S: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144O/Ntx U; H: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144B/Nyt X; Thq: First Pay: 2021-01-22; Redemption: 2021-06-29; Registration: 144Y/Zwh B;
Deal Comments
Ekp-Cahh Nerbkez 1.00
Risk Retention
Apapsoz kph dcsscooon oc pgk 5% ch opdk dsphh ch acooh ecok oko cpkodocdo ch hpochhkcas oko BQ zoooaocca zocgczosoaoh ph spapsoz czcscapocz.
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 1, 2018

Commentary 

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B&I

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Research