BBAM European CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GEOZ21.000--M-A-3.50%-Esumfwiz3bXz-9053aSv+820-40.00000
GNTL574.100--YYYYYY50.00%-Czbekrrc3gFl-1303vGq+130-592.00000
Q-1AIK69.900--FFPP87.00%-Uhhemyil3cBh-2003qKm+200-653.00000
V-2QZN6.400--BBQQ78.00%-YqupeEED--5.000%--
AulCKT45.000--JSIA---------
JLJI54.000--II-DD-7.70%-Thkbajbd3lJz-6003mOq+600-536.00000
E-OCEQ45.400--EEEJJJ15.00%-Scdocqox3wHz-1303yCj+130-457.00000
KXOH7.000--AAAJJJ--Wjjacpvr3iZk-753oOa+75-691.00000
NWCN10.000--MU15.00%-Qmbwamcy3oKc-2253tCq+225-834.00000
HLZZ55.000--HHH-WWW-72.00%-Vjjxkuka3yGd-3153jYr+315-215.00000
Tranche Comments
K: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144L/Uul U; G: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144D/Thl O; E-O: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144C/Klz I; Comments: Msozlsd dlze; Q-1: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144Q/Wqg M; V-2: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144G/Tku N; N: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144K/Grr S; H: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144J/Moq J; J: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144H/Plq G; G: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144J/Nqf Z; Aul: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144E/Jjx Z;
Deal Comments
Lmm Gzzz Oovumkw 1.6
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 13, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2EFG7.250--TTKK--LaugbUEP--5.500%5.500%381.00000
EQTS19.600--LLL-LLL---Wdypbzqh3sVq4054053mVv+405-761.00000
E-EZPE62.730-Mkk----Ydjskcwh3bOw-1503dLu+150-972.00000
RLMD48.820--ZZ-ZZ---Zqqmzelj3wDb-6753kDl+659-58.00000
PXQP8.000--UUUMMM--Tdockfwj3fJk55553fIl+55-907.00000
ZBFC979.407-Gww----Fqoswdiv3sCf1501503gEg+150-857.00000
QGPJ84.700--KQ--Omumotcg3wCr2652653nKt+265-356.00000
KQSV36.600--Z-Y---Zypewoqi3dMb-9303eLq+828-95.00000
M-1IXU73.200--VVZZ--Qmpzroch3tPp2202203cAm+220-891.00000
KvzIDT36.300-NTBIPZ--------Retained
Tranche Comments
P: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144B/Qyq J; Z: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144Z/Pkk K; E-E: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144F/Adj E; M-1: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144M/Wnm B; M-2: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144N/Zqg N; Q: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144X/Iaa H; E: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144G/Url I; R: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144P/Gut K; K: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144Z/Brc I; Kvz: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144E/Wrj X;
Deal Comments
Wgf dfel aef vefakfd wzbf ZET357.85f yb ZET382.6f YIM. Hbt Yell Yfzabdo 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 9, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JCOY4.600-FO-PQ--------Retained
X-1EPZ47.000-Rc2-QQ--Ifkjtdbo3qGb-1703rSy+170-253.00000
WDGJ72.600-Wu3-II---Czmocasj3eRy-6753iVw+649-67.59000
EXPO394.000-Jvv-HHH--Dzxjoouf3rGo-923eNd+92-228.00000
AMZH35.000-Wff3-QQQ---Urzfkciu3vZf-3303xSu+330-284.00000
A-2PUL77.000-Bq2-FF--MfjupMRZ--2.200%2.200%635.00000
CBOW87.000-O2-Z--Pjrysaij3dLj-2303dVh+230-844.00000
PsuWOY17.880-UT-UF--------Retained
NOOH58.000-P3-F---Tfqjeanp3gHm-9903hYv+926-37.00000
Tranche Comments
E: First Pay: 2022-10-15; Redemption: 2023-09-25; X-1: First Pay: 2022-10-15; Redemption: 2023-09-25; A-2: First Pay: 2022-10-15; Redemption: 2023-09-25; C: First Pay: 2022-10-15; Redemption: 2023-09-25; A: First Pay: 2022-10-15; Redemption: 2023-09-25; W: First Pay: 2022-10-15; Redemption: 2023-09-25; N: First Pay: 2022-10-15; Redemption: 2023-09-25; J: First Pay: 2022-10-15; Redemption: 2023-09-25; Psu: First Pay: 2022-10-15; Redemption: 2023-09-25;
Deal Comments
Fwu Napp Jlttwdb 1.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TlnSUI65.900-SJFG----------
H2ZMO95.000-Pa2RR-59.00%-KufuqGCC--2.100%2.100%437.00000
XLIE47.000-Frr3NNN--55.10%-Ompwolyn3xVn-3053qBl+305-459.00000
LJAQ75.000-Q3D--2.70%-Wphorcbp3ePg--3iCu+925-19.00000
EENU73.000-To3TT--6.80%-Kvllxbxz3sGj--3zKw+625-11.00000
GCDI69.000-U2L-63.00%-Nplowcod3wKd-2103hCk+210-190.00000
K1OLX94.000-De2UU---Nhlkptdp3hHp-1753zGa+175-747.00000
NNPC424.000-IxxSSS-12.10%-Smhqbexs3rMd-1023aGa+102-929.00000
Tranche Comments
N: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Nuw Y; K1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144D/Qta X; H2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144A/Vuo C; G: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Wjw X; X: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Qad X; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144G/Xoq G; L: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Bck J; Tln: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Tjn R;
Deal Comments
Bqc-Svcc Coyvqqe 2.0
Originator(s)
TlubTia Wwwbf Titigbbbtf IIP
Risk Retention
CJ - Twdkduaf/Tddhddakgd
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 18, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-JTPZ124.0004.80BppBBB-26.60%-Uxxftaev3zNb-873hBx+87-610.00000
U-FNQO53.2006.40Jtt3RRR-16.00%-Yqmhasok3yEz-3003wKd+300-343.00000
S-JJNB50.8002.50P2Y-26.10%-Bdzchexo3oZb-2003lCx+200-772.00000
J-2-ITSL15.0009.50Xc2WW-51.10%-Cbaks---2.00%2.000%811.00000
O-UQWX95.0003.10Tq3RR--7.50%-Ictubpti3sNv-6053zLt+591-35.00000
X-K FBZ55.00018.00R3U--8.80%-Rqqkpmtr3nFz-9003yXd+855-41.00000
F-1-TLXK25.6003.10Uv2NN-58.80%-Zblsfatm3vXb-1503kOi+150-144.00000
Tranche Comments
H-J: First Pay: 2021-10-22; Redemption: 2022-12-29; F-1-T: First Pay: 2021-10-22; Redemption: 2022-12-29; J-2-I: First Pay: 2021-10-22; Redemption: 2022-12-29; S-J: First Pay: 2021-10-22; Redemption: 2022-12-29; U-F: First Pay: 2021-10-22; Redemption: 2022-12-29; O-U: First Pay: 2021-10-22; Redemption: 2022-12-29; X-K : First Pay: 2021-10-22; Redemption: 2022-12-29;
Deal Comments
Vrerr. Bbn Cwpp Xrzjbrx 1.7
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Oct 2, 2021
Reset
Yes

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