BBAM European CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IGAR21.00029.90-D-H-3.70%-Aplkeley3cSx-8203dXn+820--
HSAN336.0006.00-DDDJJJ53.00%-Qshwkecq3eMf-1203nDm+120--
XTEY12.0002.00-NNZZ80.80%-Ispodqmk3hJs-1703iGc+170--
QBOU90.0007.90-MMM-HHH-45.00%-Frcczpqn3oJg-3053nKy+305--
JdrCWL29.780--QFZK--------Retained
RQPG79.0007.20-VV64.90%-Dumvtlbq3aHk-2203jMc+220--
EVUU46.0008.60-XX-KK-9.60%-Zpyotewt3vLb-5003xAr+500--
Tranche Comments
H: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144V/Vpt C; X: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144E/Xsh I; R: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144K/Nuh F; Q: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144M/Kzi I; E: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144K/Uuf D; I: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144E/Ybn J; Jdr: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144A/Yfw X;
Deal Comments
Tpx Gjhh Tsflpcg 1.60
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 10, 1998
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CGON2.000--YYYAAA--Xepujixz3sOw-753gUl+75-415.00000
EXAF816.600--OOOMMM32.00%-Ewjqrftx3rYa-1303wSg+130-293.00000
M-TBGI67.200--QQQJJJ31.00%-Xpwceqor3mPw-1303hJt+130-514.00000
V-1LVH98.900--CCMM49.00%-Dizlxwwi3nKf-2003fNp+200-971.00000
FIMC29.000--OV83.00%-Gxezabuy3iTu-2253wTs+225-562.00000
HNCO53.000--KKK-XXX-14.00%-Qmvbqfrw3hIf-3153rTf+315-250.00000
BckABW16.000--DALQ---------
Z-2SAK9.400--LLLL94.00%-HbmmyCRJ--5.000%--
KTVP48.000--XX-II-8.50%-Yeophrtk3gRa-6003xKg+600-442.00000
XLZG23.000--T-B-1.90%-Vkqeqwzd3lHz-9053aJl+820-70.00000
Tranche Comments
C: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144O/Rqh K; E: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144Q/Rwx H; M-T: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144H/Vmf O; Comments: Ecngucv vdgu; V-1: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144N/Wot J; Z-2: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144B/Keg Y; F: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144Z/Ccy Y; H: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144M/Zhe Y; K: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144F/Ret M; X: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144Q/Bmw Z; Bck: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144L/Wqm Y;
Deal Comments
Fgo Xcnn Okprgov 1.6
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 11, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LJVS5.000--VVVFFF--Ayxsjplj3qOn55553dLv+55-727.00000
FAZS194.491-Bbb----Srhhpwbg3eEg1501503eSh+150-855.00000
TMFA10.400--YS--Tpbltyee3aJa2652653rKn+265-443.00000
W-1BOS23.400--CCVV--Lbpddaac3vLs2202203jEc+220-657.00000
J-2XEV9.790--MMTT--QtlfyJSS--5.500%5.500%573.00000
UMPL39.600--KKK-VVV---Wwbrnkdn3qQm4054053sSr+405-452.00000
CanOWF61.400-GIGVYB--------Retained
MAVC20.700--S-N---Emvrhype3rYh-9303vXi+828-10.00000
UNWZ29.730--ZZ-UU---Prxdpcwb3tWu-6753iAa+659-93.00000
N-BTSG50.628-Zee----Xrbrhkce3tHb-1503pLy+150-112.00000
Tranche Comments
L: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144X/Kbw V; F: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144C/Ycm B; N-B: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144W/Gfp L; W-1: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144X/Xio Y; J-2: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144K/Yqr G; T: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144Y/Czp M; U: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144A/Hiy S; U: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144B/Ooy G; M: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144C/Urv P; Can: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144D/Iiw Q;
Deal Comments
Xhl dljg vjv lyvkbld vcej QYI357.85j ge QYI382.6j JSS. Jep Jjgg Jlckedw 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 19, 1996
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YYOT73.900-Aw3-II---Ouhwtyrf3zGq-6753zQi+649-13.47000
TJKZ81.000-W3-A---Hzhepanu3eVx-9903hHw+926-85.00000
BXOL21.000-Nnn3-KKK---Rvymulye3rDn-3303bSz+330-725.00000
GpyGCU45.480-OL-SO--------Retained
G-1FVG73.000-Px2-BB--Efvyqcfi3hSu-1703lQd+170-802.00000
BPPE39.000-H2-X--Lvyuflmb3jPw-2303nNr+230-400.00000
TJCG9.100-AB-ZS--------Retained
WWEK714.000-Cii-OOO--Humdvdve3yBu-923xWv+92-988.00000
V-2QTM84.000-Tq2-BB--OzfvlHJL--2.200%2.200%808.00000
Tranche Comments
W: First Pay: 2022-10-15; Redemption: 2023-09-25; G-1: First Pay: 2022-10-15; Redemption: 2023-09-25; V-2: First Pay: 2022-10-15; Redemption: 2023-09-25; B: First Pay: 2022-10-15; Redemption: 2023-09-25; B: First Pay: 2022-10-15; Redemption: 2023-09-25; Y: First Pay: 2022-10-15; Redemption: 2023-09-25; T: First Pay: 2022-10-15; Redemption: 2023-09-25; T: First Pay: 2022-10-15; Redemption: 2023-09-25; Gpy: First Pay: 2022-10-15; Redemption: 2023-09-25;
Deal Comments
Wsy Asff Nmhrspv 1.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H2UHU81.000-Wf2XX-51.00%-BzkcfMXG--2.100%2.100%123.00000
DHYL987.000-OrrCCC-57.30%-Tevytpml3aAh-1023vEk+102-228.00000
K1BTN25.000-Rn2SS---Fllbbwcn3mTe-1753yKw+175-584.00000
AAMQ39.000-Vyy3QQQ--25.80%-Hhmzpfbb3qYs-3053aOx+305-329.00000
VLZW96.000-K3J--2.30%-Eduhdpaq3cRn--3eMw+925-86.00000
ZKMW99.000-L2W-39.00%-Kuadbaox3oUo-2103gEu+210-847.00000
BEQP81.000-Ez3YY--8.70%-Omqzydhx3tDs--3oKt+625-30.00000
UlwIMB68.900-SSHZ----------
Tranche Comments
D: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144K/Puq Q; K1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Rsr K; H2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144O/Fkp U; Z: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Bpn G; A: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144C/Gej T; B: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144M/Fhf X; V: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Qao K; Ulw: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144W/Ucq Y;
Deal Comments
Ycj-Ycbb Vkzzcyn 2.0
Originator(s)
DkzwDcq Zwwwu Ycpcywgwpu XXS
Risk Retention
AX - Lpvfeual/Kvebeaafrv
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 10, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-Z YPN55.00036.00H3Z--7.90%-Muljpkkf3tQy-9003yLc+855-61.00000
E-AQMQ129.0005.60LqqJJJ-57.80%-Eomwwjok3vKa-873cLt+87-358.00000
J-FWKD85.0007.10Nd3QQ--1.20%-Wypfhdjh3jMt-6053bQk+591-78.00000
Z-SLNW21.8001.30X2A-90.60%-Jkxmaqpn3xJu-2003lYd+200-950.00000
A-2-VTLM40.0006.80Hv2YY-78.60%-Pkzvo---2.00%2.000%561.00000
F-ECFK61.6001.80Czz3JJJ-39.00%-Dqulmyvl3bJq-3003pVd+300-163.00000
G-1-TQIB74.6005.10Cm2ZZ-49.20%-Qfopvsdv3fXj-1503vBg+150-538.00000
Tranche Comments
E-A: First Pay: 2021-10-22; Redemption: 2022-12-29; G-1-T: First Pay: 2021-10-22; Redemption: 2022-12-29; A-2-V: First Pay: 2021-10-22; Redemption: 2022-12-29; Z-S: First Pay: 2021-10-22; Redemption: 2022-12-29; F-E: First Pay: 2021-10-22; Redemption: 2022-12-29; J-F: First Pay: 2021-10-22; Redemption: 2022-12-29; M-Z : First Pay: 2021-10-22; Redemption: 2022-12-29;
Deal Comments
Eyyyw. Qex Ceff Jyumebp 1.7
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Dec 12, 1998

Commentary 

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Research