III

BBAM European CLO DAC (BBAME) III

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
O	YHC	60.200	-	Nv3	-	SS-	-	-	Wypwqokb	3nXv	-	-	675	3tVx+649	-	55.27000
Y	JLQ	48.000	-	W2	-	G	-	-	Fdxjvqqj	3tKa	-	-	230	3dOm+230	-	953.00000
H-1	PTI	18.000	-	Ml2	-	RR	-	-	Fwrfatip	3lJz	-	-	170	3mOd+170	-	295.00000
S	IOM	507.000	-	Bmm	-	AAA	-	-	Dledyfer	3wOg	-	-	92	3hNg+92	-	951.00000
Zdw	FWO	79.480	-	UI	-	PV	-	-	-	-	-	-	-	-	-	Retained
Z	TEL	62.000	-	Uaa3	-	NNN-	-	-	Szvaccxs	3qMn	-	-	330	3fOv+330	-	573.00000
X-2	IWV	50.000	-	Pj2	-	XX	-	-	Bfwwa	ACK	-	-	-	2.200%	2.200%	349.00000
F	XGU	33.000	-	D3	-	M-	-	-	Rwusfbkg	3sYa	-	-	990	3fIf+926	-	85.00000
P	MVW	2.200	-	CL	-	KY	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2022-10-15; Redemption: 2023-09-25; H-1: First Pay: 2022-10-15; Redemption: 2023-09-25; X-2: First Pay: 2022-10-15; Redemption: 2023-09-25; Y: First Pay: 2022-10-15; Redemption: 2023-09-25; Z: First Pay: 2022-10-15; Redemption: 2023-09-25; O: First Pay: 2022-10-15; Redemption: 2023-09-25; F: First Pay: 2022-10-15; Redemption: 2023-09-25; P: First Pay: 2022-10-15; Redemption: 2023-09-25; Zdw: First Pay: 2022-10-15; Redemption: 2023-09-25;

Deal Comments

Yqp Aagg Pcbsqef 1.00