BBAM European CLO DAC (BBAME) V

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
H	ODD	573.700	-	-	UUU	UUU	91.00%	-	Fjfeelbj	3jQv	-	-	130	3hRc+130	-	457.00000
W	LMO	57.000	-	-	C-	R-	9.70%	-	Rvvbdlhy	3iLd	-	-	905	3xNo+820	-	24.00000
V	LJV	10.000	-	-	R	E	87.00%	-	Rodwooed	3hOe	-	-	225	3tFs+225	-	839.00000
H-S	HTG	58.600	-	-	VVV	EEE	76.00%	-	Dpvvfedq	3rZp	-	-	130	3rUo+130	-	614.00000
G-2	ZBC	9.700	-	-	UU	BB	67.00%	-	Dptrq	UZR	-	-	-	5.000%	-	-
V	IDK	7.000	-	-	TTT	DDD	-	-	Yjhkpflv	3yXl	-	-	75	3iIq+75	-	473.00000
G-1	DTJ	97.100	-	-	TT	HH	21.00%	-	Wwrcukqu	3vGr	-	-	200	3vTi+200	-	209.00000
B	EVR	89.000	-	-	EE-	MM-	6.60%	-	Bdzlvxmk	3xQr	-	-	600	3bKo+600	-	872.00000
Bev	YVJ	89.000	-	-	TG	YW	-	-	-	-	-	-	-	-	-	-
B	ZCJ	20.000	-	-	WWW-	SSS-	42.00%	-	Gzbbkjnf	3lRy	-	-	315	3xOs+315	-	293.00000

Tranche Comments

V: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144Q/Qvc F; H: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144C/Pvm I; H-S: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144F/Ywz T; Comments: Rnxzani ifzd; G-1: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144I/Asg W; G-2: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144A/Lcb L; V: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144L/Paq Q; B: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144C/Xvu G; B: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144Y/Ruv N; W: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144H/Cix Z; Bev: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144I/Lzx G;

Deal Comments

Oqo Mctt Qngxquv 1.6

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2021

Refinancing

Yes