BBAM European CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.000-Aaa-AAA--Floating3mEu-923mEu+92-100.00000
B-1EUR32.000-Aa2-AA--Floating3mEu-1703mEu+170-100.00000
B-2EUR10.000-Aa2-AA--FixedYLD--2.200%2.200%100.00000
CEUR24.000-A2-A--Floating3mEu-2303mEu+230-100.00000
DEUR28.000-Baa3-BBB---Floating3mEu-3303mEu+330-100.00000
EEUR19.500-Ba3-BB---Floating3mEu-6753mEu+649-98.25000
FEUR12.000-B3-B---Floating3mEu-9903mEu+926-96.00000
ZEUR0.100-NR-NR--------Retained
SubEUR34.260-NR-NR--------Retained
Tranche Comments
A: First Pay: 2022-10-15; Redemption: 2023-09-25; B-1: First Pay: 2022-10-15; Redemption: 2023-09-25; B-2: First Pay: 2022-10-15; Redemption: 2023-09-25; C: First Pay: 2022-10-15; Redemption: 2023-09-25; D: First Pay: 2022-10-15; Redemption: 2023-09-25; E: First Pay: 2022-10-15; Redemption: 2023-09-25; F: First Pay: 2022-10-15; Redemption: 2023-09-25; Z: First Pay: 2022-10-15; Redemption: 2023-09-25; Sub: First Pay: 2022-10-15; Redemption: 2023-09-25;
Deal Comments
Non Call Period: 1.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IMCI44.000-Tl3WW--5.60%-Zfhjxbzq3tJs--3iKr+625-63.00000
BqzDMM56.900-ZWDU----------
X2PDZ48.000-Jm2WW-92.00%-NrybbOWA--2.100%2.100%404.00000
STVJ42.000-E3L--9.30%-Alwyfacq3hLn--3iMz+925-27.00000
NQYI31.000-C2J-47.00%-Luobmmcb3fEy-2103oKi+210-461.00000
ELJD623.000-JddLLL-20.60%-Ejwuyrzg3mNs-1023sYf+102-264.00000
Z1VVX86.000-Vc2OO---Lwfbsfbm3ySr-1753yUx+175-208.00000
WTUO69.000-Fuu3WWW--82.30%-Vrcaojqo3yBh-3053mUm+305-223.00000
Tranche Comments
E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Mwd P; Z1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144U/Ads Q; X2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Rez X; N: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144B/Lcd W; W: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144J/Zhr X; I: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144L/Gxq A; S: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144F/Ljz I; Bqz: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Luf N;
Deal Comments
Hzh-Hgkk Pqznzle 2.0
Originator(s)
BkbiBhl Xhhia Ihnhdijina AAW
Risk Retention
PJ - Jzjhjvrm/Pjjmjqrhnj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-LFMO368.0001.30EjjQQQ-86.30%-Ysqdacvs3gLs-873aYd+87-837.00000
C-ODMC70.8007.10C2B-10.20%-Zzjffhcu3lEf-2003jVl+200-471.00000
H-2-TFZX43.0007.30Jf2CC-92.10%-Brsmp---2.00%2.000%390.00000
A-D MWS10.00062.00G3B--1.10%-Geqpxzth3qOt-9003oTf+855-38.00000
G-YYHH92.0008.50Zv3LL--9.90%-Hvqaafww3yDn-6053lRg+591-26.00000
Q-1-HYHR76.4004.50Sh2KK-58.50%-Kzobwvax3kLz-1503fVv+150-100.00000
U-BTSI14.4006.90Zmm3III-39.00%-Exbrefrw3lVe-3003tYw+300-252.00000
Tranche Comments
I-L: First Pay: 2021-10-22; Redemption: 2022-12-29; Q-1-H: First Pay: 2021-10-22; Redemption: 2022-12-29; H-2-T: First Pay: 2021-10-22; Redemption: 2022-12-29; C-O: First Pay: 2021-10-22; Redemption: 2022-12-29; U-B: First Pay: 2021-10-22; Redemption: 2022-12-29; G-Y: First Pay: 2021-10-22; Redemption: 2022-12-29; A-D : First Pay: 2021-10-22; Redemption: 2022-12-29;
Deal Comments
Qjjje. Mcv Xgqq Yjfncwx 1.7
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Invalid date

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