I(R)

BBAM European CLO DAC (BBAME) I(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Royal Bank of Canada (RBC)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T-1-K	SNC	41.500	5.50	Tj2	ZZ	-	72.20%	-	Uhuzekii	3oGv	-	-	150	3iMj+150	-	457.00000
Q-Z	IQK	14.000	7.40	Lk3	UU-	-	2.90%	-	Suqrzbtq	3gOw	-	-	605	3vAq+591	-	86.00000
Z-2-H	ABU	90.000	6.90	Rn2	UU	-	52.30%	-	Awmai	-	-	-	-	2.00%	2.000%	144.00000
K-P	LAU	989.000	4.90	Uyy	WWW	-	82.40%	-	Oulcliog	3bRe	-	-	87	3lKd+87	-	341.00000
P-E	HIE	30.000	21.00	D3	M-	-	6.30%	-	Umkqranr	3oCd	-	-	900	3mAc+855	-	89.00000
K-L	SVY	72.200	2.40	Z2	G	-	97.60%	-	Hykzaket	3wFv	-	-	200	3bGr+200	-	971.00000
E-E	OBJ	70.500	5.60	Lee3	MMM	-	53.00%	-	Ypuqozti	3vLr	-	-	300	3sCl+300	-	347.00000

Tranche Comments

K-P: First Pay: 2021-10-22; Redemption: 2022-12-29; T-1-K: First Pay: 2021-10-22; Redemption: 2022-12-29; Z-2-H: First Pay: 2021-10-22; Redemption: 2022-12-29; K-L: First Pay: 2021-10-22; Redemption: 2022-12-29; E-E: First Pay: 2021-10-22; Redemption: 2022-12-29; Q-Z: First Pay: 2021-10-22; Redemption: 2022-12-29; P-E : First Pay: 2021-10-22; Redemption: 2022-12-29;

Deal Comments

Wxgxq. Uxv Mbss Vxptxnu 1.7

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Jul 10, 2004