BBAM European CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YTLG66.0004.40-CR86.47%-Wzeztyep3tKh-2203iVf+220--
USBI73.00052.20-N-C-1.90%-Mfvkyikt3jQf-8203rFr+820--
FPLU85.0007.80-LL-WW-1.90%-Vyxraujs3tSc-5003cGk+500--
FEDM381.0003.00-GGGCCC23.00%-Woebbwbo3hQc-1203mYt+120--
FtbSLX46.580--PXSY--------Retained
YMEQ82.0007.80-JJJ-DDD-41.00%-Cjbsckyf3pUb-3053zGs+305--
JKSK82.0007.00-YYPP39.50%-Heuruplu3vPj-1703fXb+170--
Tranche Comments
F: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144K/Woc U; J: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144J/Qsg V; Y: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144I/Umt Y; Y: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144G/Vjw Q; F: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144Y/Cvk C; U: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144W/Hov E; Ftb: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144G/Ero H;
Deal Comments
Msp Yzuu Wubtszx 1.60
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 26, 2011
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ITDJ7.000--CCCSSS--Scbrrkpe3gKm-753lHj+75-329.00000
H-2TVT9.800--BBRR40.00%-XwnbyHAY--5.000%--
WSBM25.000--CCC-CCC-32.00%-Auufvbdp3rIr-3153hSv+315-835.00000
UahCLG32.000--NKCS---------
X-1HNG91.200--QQXX89.00%-Dcrzflsy3lOo-2003iFb+200-409.00000
NKDM53.000--XT74.00%-Fzzxffep3eIn-2253sCe+225-539.00000
HYGU35.000--M-W-7.70%-Fvvbyfwl3qCh-9053fMl+820-90.00000
RNZS469.400--TTTRRR78.00%-Asmmkrft3oVb-1303iEh+130-110.00000
S-AMKN68.600--AAAOOO90.00%-Eldluqkr3rJo-1303xGm+130-391.00000
JONO57.000--AA-VV-7.10%-Iyjeldbw3gRs-6003rVp+600-995.00000
Tranche Comments
I: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144X/Bai U; R: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144P/Pys P; S-A: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144L/Zwa M; Comments: Khmqnhi ifqi; X-1: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144K/Xdd N; H-2: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144D/Ijy C; N: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144J/Ntv H; W: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144K/Iku E; J: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144P/Edf K; H: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144P/Txy I; Uah: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144M/Pbj B;
Deal Comments
Zob Bsoo Fmtiojg 1.6
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 11, 2023
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JNSQ7.000--KKKHHH--Lkrmtyxk3eRf55553qOd+55-215.00000
HntEPK66.900-FNIPHV--------Retained
YJDB52.400--ZE--Emdetxql3zLu2652653jPg+265-470.00000
V-2PCD2.940--OOVV--JncelWHW--5.500%5.500%213.00000
PGOH70.800--XXX-FFF---Jwbetfio3oRe4054053kXf+405-746.00000
ZYDJ45.200--P-I---Wxckxsxs3rBj-9303pQw+828-74.00000
A-1XGI59.200--WWEE--Zbwqowuh3jRn2202203rQw+220-812.00000
OVEF47.720--EE-CC---Bsexwmei3sYs-6753sSq+659-38.00000
OGTD920.550-Tee----Xyhbevxx3oQn1501503aJw+150-604.00000
Y-XPHO16.273-Azz----Fqclbudi3cPu-1503sYp+150-678.00000
Tranche Comments
J: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144U/Dko V; O: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144P/Xua K; Y-X: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144J/Deb D; A-1: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144D/Urg B; V-2: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144J/Udl A; Y: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144N/Vxu Y; P: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144B/Tvx C; O: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144D/Dpe M; Z: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144J/Mbs G; Hnt: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144P/Res G;
Deal Comments
Gcy eykz lkq wuqzpye hwcf YSF357.85f zc YSF382.6f HEH. Bcu Hkzz Gywzcem 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 8, 2023
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XSHS18.000-F3-T---Ivlczvph3cWl-9903kLm+926-98.00000
SmwJHI70.710-MI-QA--------Retained
Y-2CZE15.000-Np2-UU--BrgfcERI--2.200%2.200%435.00000
JKAF49.700-Qa3-GG---Aqxhhmih3sGr-6753kQz+649-74.66000
N-1EUB64.000-Xe2-BB--Ydydtmvr3nWp-1703eBb+170-820.00000
QSLZ59.000-S2-H--Lvxovawd3lOt-2303wXf+230-537.00000
PPYN60.000-Zbb3-AAA---Frphmmkk3hNb-3303kHl+330-617.00000
TVQG146.000-Ivv-FFF--Wikvqwit3nSg-923tOd+92-334.00000
BQUH9.400-ZZ-QY--------Retained
Tranche Comments
T: First Pay: 2022-10-15; Redemption: 2023-09-25; N-1: First Pay: 2022-10-15; Redemption: 2023-09-25; Y-2: First Pay: 2022-10-15; Redemption: 2023-09-25; Q: First Pay: 2022-10-15; Redemption: 2023-09-25; P: First Pay: 2022-10-15; Redemption: 2023-09-25; J: First Pay: 2022-10-15; Redemption: 2023-09-25; X: First Pay: 2022-10-15; Redemption: 2023-09-25; B: First Pay: 2022-10-15; Redemption: 2023-09-25; Smw: First Pay: 2022-10-15; Redemption: 2023-09-25;
Deal Comments
Bwc Zpww Wxhrwmy 1.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q2VPI96.000-Ei2NN-32.00%-GjvitREO--2.100%2.100%930.00000
QXEX19.000-Fn3JJ--5.40%-Nejmerii3bCs--3pTx+625-99.00000
OINL51.000-Y2Z-63.00%-Ufdfwlbo3qSb-2103oTu+210-300.00000
RVXE85.000-Yaa3EEE--53.80%-Emdfpvcf3vCi-3053zTe+305-411.00000
Q1ZHQ26.000-Xv2CC---Cclzjyri3rHe-1753oJm+175-921.00000
EHTZ16.000-G3W--8.90%-Grebdnkn3vBi--3bPu+925-56.00000
MCSM189.000-JjjGGG-57.50%-Xfodxqms3lSe-1023jNn+102-983.00000
HswIBA43.400-FEAR----------
Tranche Comments
M: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144W/Huu V; Q1: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144W/Xof R; Q2: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Ado J; O: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144Y/Dda O; R: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144L/Uko F; Q: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144E/Puw R; E: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144I/Vmf T; Hsw: First Pay: 2022-07-15; Redemption: 2023-07-15; Registration: 144X/Mxb W;
Deal Comments
Hsr-Mogg Rhqrsop 2.0
Originator(s)
IzbcIcj Bxxcx Scucncscux SSW
Risk Retention
DX - Dikyfwtq/Ukfifetyhk
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 27, 2002
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-P FWW26.00015.00C3G--7.40%-Lxwuubnx3fSt-9003dKu+855-25.00000
K-1-RVLE45.4002.20Rt2LL-40.40%-Wfllhjru3hWo-1503iNk+150-646.00000
W-2-JCPL50.0002.70Za2FF-60.90%-Zjuvw---2.00%2.000%719.00000
X-REJE51.3002.20U2J-93.10%-Rsjcutwq3nGn-2003qHo+200-940.00000
D-SQTF12.0004.40Uw3BB--4.50%-Rpuqpvpu3bVi-6053wCn+591-84.00000
X-FWEY827.0004.20CddQQQ-25.40%-Vlhrlrol3aGa-873tYc+87-943.00000
O-GIYZ51.3008.80Gaa3HHH-63.00%-Byyyslcl3sVe-3003mOy+300-837.00000
Tranche Comments
X-F: First Pay: 2021-10-22; Redemption: 2022-12-29; K-1-R: First Pay: 2021-10-22; Redemption: 2022-12-29; W-2-J: First Pay: 2021-10-22; Redemption: 2022-12-29; X-R: First Pay: 2021-10-22; Redemption: 2022-12-29; O-G: First Pay: 2021-10-22; Redemption: 2022-12-29; D-S: First Pay: 2021-10-22; Redemption: 2022-12-29; Y-P : First Pay: 2021-10-22; Redemption: 2022-12-29;
Deal Comments
Ophpg. Ogn Iwgg Tpaegri 1.7
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Apr 1, 2016

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